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Semi-Markov models and motion in heterogeneous media
In this paper we study continuous time random walks (CTRWs) such that the
holding time in each state has a distribution depending on the state itself.
For such processes, we provide integro-differential (backward and forward)
equations of Volterra type, exhibiting a position dependent convolution kernel.
Particular attention is devoted to the case where the holding times have a
power-law decaying density, whose exponent depends on the state itself, which
leads to variable order fractional equations. A suitable limit yields a
variable order fractional heat equation, which models anomalous diffusions in
heterogeneous media
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
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