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Relation between generalized diffusion equations and subordination schemes

  • Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are popular mathematical tools for description of a variety of non-Fickian diffusion processes in physics, biology, and earth sciences. Some of such processes (notably, the fluid limits of continuous time random walks) allow for either kind of description, but other ones do not. In the present work we discuss the conditions under which a generalized diffusion equation does correspond to a subordination scheme, and the conditions under which a subordination scheme does possess the corresponding generalized diffusion equation. Moreover, we discuss examples of random processes for which only one, or both kinds of description are applicable.

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Author details:Aleksei V. ChechkinORCiDGND, Igor M. SokolovORCiDGND
DOI:https://doi.org/10.1103/PhysRevE.103.032133
ISSN:2470-0045
ISSN:2470-0053
Title of parent work (English):Physical review : E, Statistical, nonlinear and soft matter physics
Publisher:American Physical Society
Place of publishing:College Park
Publication type:Article
Language:English
Date of first publication:2021/03/19
Publication year:2021
Release date:2023/11/10
Volume:103
Issue:3
Article number:032133
Number of pages:10
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
5 Naturwissenschaften und Mathematik / 57 Biowissenschaften; Biologie / 570 Biowissenschaften; Biologie
Peer review:Referiert
Publishing method:Open Access / Green Open-Access
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