Residence Time Statistics for Normal and Fractional Diffusion in a Force Field

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved. The solution gives a general relation between occupation time statistics and probability currents which are found from solutions of the corresponding problem of first passage time. This general relationship between occupation times and first passage times, is valid for normal Markovian diffusion and for non-Markovian sub-diffusion, the latter modeled using the fractional Fokker-Planck equation. For binding potential fields we find in the long time limit ergodic behavior for normal diffusion, while for the fractional framework weak ergodicity breaking is found, in agreement with previous results of Bel and Barkai on the continuous time random walk on a lattice. For non-binding potential rich physical behaviors are obtained, and classification of occupation time statistics is made possible according to whether or not the underlying random walk is recurrent and the averaged first return time to the origin is finite. Our work establishes a link between fractional calculus and ergodicity breaking.Comment: 12 page

A topological approximation of the nonlinear Anderson model

We study the phenomena of Anderson localization in the presence of nonlinear interaction on a lattice. A class of nonlinear Schrodinger models with arbitrary power nonlinearity is analyzed. We conceive the various regimes of behavior, depending on the topology of resonance-overlap in phase space, ranging from a fully developed chaos involving Levy flights to pseudochaotic dynamics at the onset of delocalization. It is demonstrated that quadratic nonlinearity plays a dynamically very distinguished role in that it is the only type of power nonlinearity permitting an abrupt localization-delocalization transition with unlimited spreading already at the delocalization border. We describe this localization-delocalization transition as a percolation transition on a Cayley tree. It is found in vicinity of the criticality that the spreading of the wave field is subdiffusive in the limit t\rightarrow+\infty. The second moment grows with time as a powerlaw t^\alpha, with \alpha = 1/3. Also we find for superquadratic nonlinearity that the analog pseudochaotic regime at the edge of chaos is self-controlling in that it has feedback on the topology of the structure on which the transport processes concentrate. Then the system automatically (without tuning of parameters) develops its percolation point. We classify this type of behavior in terms of self-organized criticality dynamics in Hilbert space. For subquadratic nonlinearities, the behavior is shown to be sensitive to details of definition of the nonlinear term. A transport model is proposed based on modified nonlinearity, using the idea of stripes propagating the wave process to large distances. Theoretical investigations, presented here, are the basis for consistency analysis of the different localization-delocalization patterns in systems with many coupled degrees of freedom in association with the asymptotic properties of the transport.Comment: 20 pages, 2 figures; improved text with revisions; accepted for publication in Physical Review

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

Physics of fractional imaging in biomedicine

Medical imaging is a rapidly evolving sub-field of biomedical engineering as it considers novel approaches to visualizing biological tissues with the general goal of improving health. Medical imaging research provides improved diagnostic tools in clinical settings and thereby assists in the development of drugs and other therapies. Data acquisition and diagnostic interpretation with minimum error are important technical aspects of medical imaging. The image quality and resolution are critical in visualization of the internal aspects of patient’s body. Although a number of user-friendly resources are available for processing image features, such as enhancement, colour manipulation and compression, the development and refinement of new processing methods is still a worthwhile endeavour. In this article we aim to highlight the role of fractional calculus in imaging with the aid of a variety of practical examples

Improved modeling for fluid flow through porous media

Petroleum production is one of the most important technological challenges in the current world. Modeling and simulation of porous media flow is crucial to overcome this challenge. Recent years have seen interest in investigation of the effects of history of rock, fluid, and flow properties on flow through porous media. This study concentrates on the development of numerical models using a ‘memory’ based diffusivity equation to investigate the effects of history on porous media flow. In addition, this study focusses on developing a generalized model for fluid flow in packed beds and porous media. The first part of the thesis solves a memory-based fractional diffusion equation numerically using the Caputo, Riemann-Liouville (RL), and Grünwald-Letnikov (GL) definitions for fractional-order derivatives on uniform meshes in both space and time. To validate the numerical models, the equation is solved analytically using the Caputo, and Riemann-Liouville definitions, for Dirichlet boundary conditions and a given initial condition. Numerical and analytical solutions are compared, and it is found that the discretization method used in the numerical model is consistent, but less than first order accurate in time. The effect of the fractional order on the resulting error is significant. Numerical solutions found using the Caputo, Riemann-Liouville, and Grünwald-Letnikov definitions are compared in the second part. It is found that the largest pressure values are found from Caputo definition and the lowest from Riemann-Liouville definition. It is also found that differences among the solutions increase with increasing fractional order

The Zoo of Non-Fourier Heat Conduction Models

The Fourier heat conduction model is valid for most macroscopic problems. However, it fails when the wave nature of the heat propagation or time lags become dominant and the memory or/and spatial non-local effects significant -- in ultrafast heating (pulsed laser heating and melting), rapid solidification of liquid metals, processes in glassy polymers near the glass transition temperature, in heat transfer at nanoscale, in heat transfer in a solid state laser medium at the high pump density or under the ultra-short pulse duration, in granular and porous materials including polysilicon, at extremely high values of the heat flux, in heat transfer in biological tissues. In common materials the relaxation time ranges from $10^{-8}$ to $10^{-14}$ sec, however, it could be as high as 1 sec in the degenerate cores of aged stars and its reported values in granular and biological objects varies up to 30 sec. The paper considers numerous non-Fourier heat conduction models that incorporate time non-locality for materials with memory (hereditary materials, including fractional hereditary materials) or/and spatial non-locality, i.e. materials with non-homogeneous inner structure

Non-normalizable quasi-equilibrium states under fractional dynamics

We study non-normalizable quasi-equilibrium states (NNQE) arising from anomalous diffusion. Initially, particles in contact with a thermal bath are released from an asymptotically flat potential well, with dynamics that is described by fractional calculus. For temperatures that are sufficiently low compared to the potential depth, the properties of the system remain almost constant in time. We use the fractional-time Fokker-Planck equation (FTFPE) and continuous-time random walk approaches to calculate the ensemble averages of observables. We obtain analytical estimates of the duration of NNQE, depending on the fractional order, from approximate theoretical solutions of the FTFPE. We study and compare two types of observables, the mean square displacement typically used to characterize diffusion, and the thermodynamic energy. We show that the typical time scales for stagnation depend exponentially on the activation energy in units of temperature multiplied by a function of the fractional exponent.Comment: 9 pages, 6 figure

Spectral properties of the trap model on sparse networks

One of the simplest models for the slow relaxation and aging of glasses is the trap model by Bouchaud and others, which represents a system as a point in configuration-space hopping between local energy minima. The time evolution depends on the transition rates and the network of allowed jumps between the minima. We consider the case of sparse configuration-space connectivity given by a random graph, and study the spectral properties of the resulting master operator. We develop a general approach using the cavity method that gives access to the density of states in large systems, as well as localisation properties of the eigenvectors, which are important for the dynamics. We illustrate how, for a system with sparse connectivity and finite temperature, the density of states and the average inverse participation ratio have attributes that arise from a non-trivial combination of the corresponding mean field (fully connected) and random walk (infinite temperature) limits. In particular, we find a range of eigenvalues for which the density of states is of mean-field form but localisation properties are not, and speculate that the corresponding eigenvectors may be concentrated on extensively many clusters of network sites.Comment: 41 pages, 15 figure