Fractal structures of normal and anomalous diffusion in nonlinear nonhyperbolic dynamical systems

A paradigmatic nonhyperbolic dynamical system exhibiting deterministic diffusion is the smooth nonlinear climbing sine map. We find that this map generates fractal hierarchies of normal and anomalous diffusive regions as functions of the control parameter. The measure of these self-similar sets is positive, parameter-dependent, and in case of normal diffusion it shows a fractal diffusion coefficient. By using a Green-Kubo formula we link these fractal structures to the nonlinear microscopic dynamics in terms of fractal Takagi-like functions.Comment: 4 pages (revtex) with 4 figures (postscript

Sub-diffusion in External Potential: Anomalous hiding behind Normal

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the dramatic change of particles behavior compared to the standard continuous time random walk model. Constant force leads to the transition from non-ergodic sub-diffusion to seemingly ergodic diffusive behavior. However, we show it remains anomalous in a sense that the diffusion coefficient depends on the force and the anomalous exponent. For the quadratic potential we find that the anomalous exponent defines not only the speed of convergence but also the stationary distribution which is different from standard Boltzmann equilibrium.Comment: 6 pages, 3 figure

Emergence of L\'{e}vy Walks in Systems of Interacting Individuals

Recent experiments (G. Ariel, et al., Nature Comm. 6, 8396 (2015)) revealed an intriguing behavior of swarming bacteria: they fundamentally change their collective motion from simple diffusion into a superdiffusive L\'{e}vy walk dynamics. We introduce a nonlinear non-Markovian persistent random walk model that explains the emergence of superdiffusive L\'{e}vy walks. We show that the alignment interaction between individuals can lead to the superdiffusive growth of the mean squared displacement and the power law distribution of run length with infinite variance. The main result is that the superdiffusive behavior emerges as a nonlinear collective phenomenon, rather than due to the standard assumption of the power law distribution of run distances from the inception. At the same time, we find that the repulsion/collision effects lead to the density dependent exponential tempering of power law distributions. This qualitatively explains experimentally observed transition from superdiffusion to the diffusion of mussels as their density increases (M. de Jager et al., Proc. R. Soc. B 281, 20132605 (2014))

Infinite Invariant Density Determines Statistics of Time Averages for Weak Chaos

Weakly chaotic non-linear maps with marginal fixed points have an infinite invariant measure. Time averages of integrable and non-integrable observables remain random even in the long time limit. Temporal averages of integrable observables are described by the Aaronson-Darling-Kac theorem. We find the distribution of time averages of non-integrable observables, for example the time average position of the particle. We show how this distribution is related to the infinite invariant density. We establish four identities between amplitude ratios controlling the statistics of the problem.Comment: 5 pages, 3 figure

Paradoxes of Subdiffusive Infiltration in Disordered Systems

Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead to an averaged net drift from one material to another even if all particles eventually flow in the opposite direction, or may lead to a flow without drift. Starting with an underlying continuous time random walk model we solve diffusion equations describing this problem. Similar drift against flow is found in the quenched trap model. We argue that such a behavior is a general feature of diffusion in disordered systems.Comment: 5 pages, 2 figure