Anomalous escape governed by thermal 1/f noise

We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a $1/\omega^{1-\alpha}$ power spectrum. This long-standing challenge becomes mathematically tractable by use of a generalized Langevin dynamics via its corresponding non-Markovian, time-convolutionless master equation: We find that the escape is governed asymptotically by a power law whose exponent depends exponentially on the ratio of barrier height and temperature. This result is in distinct contrast to a description with a corresponding subdiffusive fractional Fokker-Planck approach; thus providing experimentalists an amenable testbed to differentiate between the two escape scenarios

An Integro-Differential Equation of the Fractional Form: Cauchy Problem and Solution

Producción CientíficaWe solve the Cauchy problem defined by the fractional partial differential equation [∂tt − κD]u = 0, with D the pseudo-differential Riesz operator of first order, and certain initial conditions. The solution of the Cauchy problem resulting from the substitution of the Gaussian pulse u(x, 0) by the Dirac delta distribution ϕ(x) = μδ(x) is obtained as corollary.MINECO grant MTM2014-57129-C2-1-P

Fractional Fokker-Planck Equation for Ultraslow Kinetics

Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability distribution of particle's position at long times is a double-sided exponential. We show that such behaviors can be adequately described by a distributed-order fractional Fokker-Planck equations with a power-law weighting-function. We discuss the equations and the properties of their solutions, and connect this description with a scheme based on continuous-time random walks

Some Insights in Superdiffusive Transport

In this paper we deal with high-order corrections for the Fractional Derivative approach to anomalous diffusion, in super-diffusive regime, which become relevand whenever one attempts to describe the behavior of particles close to normal diffusion.Comment: 14 pages, 7 figure

Creep, Relaxation and Viscosity Properties for Basic Fractional Models in Rheology

The purpose of this paper is twofold: from one side we provide a general survey to the viscoelastic models constructed via fractional calculus and from the other side we intend to analyze the basic fractional models as far as their creep, relaxation and viscosity properties are considered. The basic models are those that generalize via derivatives of fractional order the classical mechanical models characterized by two, three and four parameters, that we refer to as Kelvin-Voigt, Maxwell, Zener, anti-Zener and Burgers. For each fractional model we provide plots of the creep compliance, relaxation modulus and effective viscosity in non dimensional form in terms of a suitable time scale for different values of the order of fractional derivative. We also discuss the role of the order of fractional derivative in modifying the properties of the classical models.Comment: 41 pages, 8 figure

Dynamics with Low-Level Fractionality

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and field theory. For the fractional linear oscillator the physical meaning of the derivative of order $\alpha<2$ is dissipation. In systems with many spacially coupled elements (oscillators) the fractional derivative, along the space coordinate, corresponds to a long range interaction. We discuss a method of constructing a solution using an expansion in $\epsilon=n-\alpha$ with small $\epsilon$ and positive integer $n$. The method is applied to the fractional linear and nonlinear oscillators and to fractional Ginzburg-Landau or parabolic equations.Comment: LaTeX, 24 pages, to be published in Physica

L\'evy-Schr\"odinger wave packets

We analyze the time--dependent solutions of the pseudo--differential L\'evy--Schr\"odinger wave equation in the free case, and we compare them with the associated L\'evy processes. We list the principal laws used to describe the time evolutions of both the L\'evy process densities, and the L\'evy--Schr\"odinger wave packets. To have self--adjoint generators and unitary evolutions we will consider only absolutely continuous, infinitely divisible L\'evy noises with laws symmetric under change of sign of the independent variable. We then show several examples of the characteristic behavior of the L\'evy--Schr\"odinger wave packets, and in particular of the bi-modality arising in their evolutions: a feature at variance with the typical diffusive uni--modality of both the L\'evy process densities, and the usual Schr\"odinger wave functions.Comment: 41 pages, 13 figures; paper substantially shortened, while keeping intact examples and results; changed format from "report" to "article"; eliminated Appendices B, C, F (old names); shifted Chapters 4 and 5 (old numbers) from text to Appendices C, D (new names); introduced connection between Relativistic q.m. laws and Generalized Hyperbolic law

Mesoscopic description of reactions under anomalous diffusion: A case study

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant concentrations separate. In the present work we discuss the possibilities of a generalization of reaction-diffusion equations to the case of anomalous diffusion described by continuous-time random walks with decoupled step length and waiting time probability densities, the first being Gaussian or Levy, the second one being an exponential or a power-law lacking the first moment. We consider a special case of an irreversible or reversible A ->B conversion and show that only in the Markovian case of an exponential waiting time distribution the diffusion- and the reaction-term can be decoupled. In all other cases, the properties of the reaction affect the transport operator, so that the form of the corresponding reaction-anomalous diffusion equations does not closely follow the form of the usual reaction-diffusion equations

Mixtures of compound Poisson processes as models of tick-by-tick financial data

A model for the phenomenological description of tick-by-tick share prices in a stock exchange is introduced. It is based on mixtures of compound Poisson processes. Preliminary results based on Monte Carlo simulation show that this model can reproduce various stylized facts.Comment: 12 pages, 6 figures, to appear in a special issue of Chaos, Solitons and Fractal