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Closed-form multi-dimensional solutions and asymptotic behaviours for subdiffusive processes with crossovers: II. Accelerating case

  • Anomalous diffusion with a power-law time dependence vertical bar R vertical bar(2)(t) similar or equal to t(alpha i) of the mean squared displacement occurs quite ubiquitously in numerous complex systems. Often, this anomalous diffusion is characterised by crossovers between regimes with different anomalous diffusion exponents alpha(i). Here we consider the case when such a crossover occurs from a first regime with alpha(1) to a second regime with alpha(2) such that alpha(2) > alpha(1), i.e., accelerating anomalous diffusion. A widely used framework to describe such crossovers in a one-dimensional setting is the bi-fractional diffusion equation of the so-called modified type, involving two time-fractional derivatives defined in the Riemann-Liouville sense. We here generalise this bi-fractional diffusion equation to higher dimensions and derive its multidimensional propagator (Green's function) for the general case when also a space fractional derivative is present, taking into consideration long-ranged jumps (Levy flights). We deriveAnomalous diffusion with a power-law time dependence vertical bar R vertical bar(2)(t) similar or equal to t(alpha i) of the mean squared displacement occurs quite ubiquitously in numerous complex systems. Often, this anomalous diffusion is characterised by crossovers between regimes with different anomalous diffusion exponents alpha(i). Here we consider the case when such a crossover occurs from a first regime with alpha(1) to a second regime with alpha(2) such that alpha(2) > alpha(1), i.e., accelerating anomalous diffusion. A widely used framework to describe such crossovers in a one-dimensional setting is the bi-fractional diffusion equation of the so-called modified type, involving two time-fractional derivatives defined in the Riemann-Liouville sense. We here generalise this bi-fractional diffusion equation to higher dimensions and derive its multidimensional propagator (Green's function) for the general case when also a space fractional derivative is present, taking into consideration long-ranged jumps (Levy flights). We derive the asymptotic behaviours for this propagator in both the short- and long-time as well the short- and long-distance regimes. Finally, we also calculate the mean squared displacement, skewness and kurtosis in all dimensions, demonstrating that in the general case the non-Gaussian shape of the probability density function changes.zeige mehrzeige weniger

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Metadaten
Verfasserangaben:Emad AwadORCiD, Ralf MetzlerORCiDGND
DOI:https://doi.org/10.1088/1751-8121/ac5a90
ISSN:1751-8113
ISSN:1751-8121
Titel des übergeordneten Werks (Englisch):Journal of physics : A, Mathematical and theoretical
Verlag:IOP Publ. Ltd.
Verlagsort:Bristol
Publikationstyp:Wissenschaftlicher Artikel
Sprache:Englisch
Datum der Erstveröffentlichung:21.04.2022
Erscheinungsjahr:2022
Datum der Freischaltung:03.01.2024
Freies Schlagwort / Tag:continuous time random; crossover anomalous diffusion dynamics; density; multidimensional fractional diffusion equation; non-Gaussian probability; walks
Band:55
Ausgabe:20
Aufsatznummer:205003
Seitenanzahl:29
Fördernde Institution:German Research Foundation (DFG) [ME 1535/12-1]; Foundation for Polish; Science (Fundacja na rzecz Nauki Polskiej, FNP) within an Alexander von; Humboldt Honorary Polish Research Scholarship
Organisationseinheiten:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC-Klassifikation:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer Review:Referiert
Publikationsweg:Open Access / Hybrid Open-Access
Lizenz (Deutsch):License LogoCC-BY - Namensnennung 4.0 International
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