Fractional Fokker-Planck Equations for Subdiffusion with Space-and-Time-Dependent Forces

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.Comment: 5 page

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of time variable and a negative power function of $\alpha-$stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and Laplace transform technique, the corresponding fractional Fokker-Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive.Comment: 11 pages, accepted by J. Stat. Mech.: Theor. Ex

Fractional diffusion in periodic potentials

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two quadratures. This theoretical result is corroborated by numerical simulations for different shapes of the periodic potential. Normal and fractional spreading processes are contrasted via their time evolution of the corresponding probability densities in state space. While there are distinct differences occurring at small evolution times, a re-scaling of time yields a mutual matching between the long-time behaviors of normal and fractional diffusion

Non-homogeneous random walks, subdiffusive migration of cells and anomalous chemotaxis

This paper is concerned with a non-homogeneous in space and non-local in time random walk model for anomalous subdiffusive transport of cells. Starting with a Markov model involving a structured probability density function, we derive the non-local in time master equation and fractional equation for the probability of cell position. We show the structural instability of fractional subdiffusive equation with respect to the partial variations of anomalous exponent. We find the criteria under which the anomalous aggregation of cells takes place in the semi-infinite domain.Comment: 18 pages, accepted for publicatio

Towards deterministic equations for Levy walks: the fractional material derivative

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We derive a generalized dynamical formulation for Levy walks in which the fractional equivalent of the material derivative occurs. Our approach will be useful for the dynamical formulation of Levy walks in an external force field or in phase space for which the description in terms of the continuous time random walk or its corresponding generalized master equation are less well suited

Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation

A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is taken and its relation with the fractional diffusion equation is discussed. Finally, some common objections found in the literature are thoroughly reviewed.Comment: Preprint version of an already published paper. 8 page

From Diffusion to Anomalous Diffusion: A Century after Einstein's Brownian Motion

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term memory. The coarse-grained behavior of such processes is described by the diffusion equation. However, many natural processes do not possess the Markovian property and exhibit to anomalous diffusion. We consider here the case of subdiffusive processes, which are semi-Markovian and correspond to continuous-time random walks in which the waiting time for a step is given by a probability distribution with a diverging mean value. Such a process can be considered as a process subordinated to normal diffusion under operational time which depends on this pathological waiting-time distribution. We derive two different but equivalent forms of kinetic equations, which reduce to know fractional diffusion or Fokker-Planck equations for waiting-time distributions following a power-law. For waiting time distributions which are not pure power laws one or the other form of the kinetic equation is advantageous, depending on whether the process slows down or accelerates in the course of time