Random time averaged diffusivities for L\'evy walks

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic regime where the ensemble averaged mean squared displacement (MSD) at large times is $\propto t^2$, the latter to enhanced diffusion with $< x^2 > \propto t^\nu$, $1<\nu<2$. The correlation function and the time averaged MSD are calculated. In the ballistic case, the deviations of the time averaged MSD from a purely ballistic behavior are shown to be distributed according to a Mittag-Leffler density function. In the enhanced diffusion regime, the fluctuations of the time averages MSD vanish at large times, yet very slowly. In both cases we quantify the discrepancy between the time averaged and ensemble averaged MSDs

Asymptotic front behavior in an A+B→2AA+B\rightarrow 2A reaction under subdiffusion

We discuss the front propagation in the $A+B\rightarrow 2A$ reaction under subdiffusion which is described by continuous time random walks with a heavy-tailed power law waiting time probability density function. Using a crossover argument, we discuss the two scaling regimes of the front propagation: an intermediate asymptotic regime given by the front solution of the corresponding continuous equation, and the final asymptotics, which is fluctuation-dominated and therefore lays out of reach of the continuous scheme. We moreover show that the continuous reaction subdiffusion equation indeed possesses a front solution that decelerates and becomes narrow in the course of time. This continuous description breaks down for larger times when the front gets atomically sharp. We show that the velocity of such fronts decays in time faster than in the continuous regime

Front propagation in A+B -> 2A reaction under subdiffusion

We consider an irreversible autocatalytic conversion reaction A+B -> 2A under subdiffusion described by continuous time random walks. The reactants' transformations take place independently on their motion and are described by constant rates. The analog of this reaction in the case of normal diffusion is described by the Fisher-Kolmogorov-Petrovskii-Piskunov (FKPP) equation leading to the existence of a nonzero minimal front propagation velocity which is really attained by the front in its stable motion. We show that for subdiffusion this minimal propagation velocity is zero, which suggests propagation failure

Single particle tracking in systems showing anomalous diffusion: the role of weak ergodicity breaking

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is connected with non-ergodic behaviour. In such cases the time averages remain random variables and hence irreproducible. Here we present a detailed analysis of the time averaged mean squared displacement for systems governed by anomalous diffusion, considering both unconfined and restricted (corralled) motion. We discuss the behaviour of the time averaged mean squared displacement for two prominent stochastic processes, namely, continuous time random walks and fractional Brownian motion. We also study the distribution of the time averaged mean squared displacement around its ensemble mean, and show that this distribution preserves typical process characteristic even for short time series. Recently, velocity correlation functions were suggested to distinguish between these processes. We here present analytucal expressions for the velocity correlation functions. Knowledge of the results presented here are expected to be relevant for the correct interpretation of single particle trajectory data in complex systems.Comment: 15 pages, 15 figures; References adde

Numerical solution for diffusion equations with distributed order in time using a Chebyshev collocation method

In this work we present a new numerical method for the solution of the distributed order time fractional diffusion equation. The method is based on the approximation of the solution by a double Chebyshev truncated series, and the subsequent collocation of the resulting discretised system of equations at suitable collocation points. An error analysis is provided and a comparison with other methods used in the solution of this type of equation is also performed

Asymptotic densities of ballistic Lévy walks

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that different scenarios of performing a random walk step, via making an instantaneous jump penalized by a proper waiting time or via moving with a constant speed, dramatically effect the corresponding propagators, despite the fact that the end points of the steps are identical. Furthermore, if the speed during each step of the random walk is itself a random variable, its distribution gets clearly reflected in the asymptotic density of random walkers. These features are in contrast with more standard non-ballistic random walks