Non-Markovian Levy diffusion in nonhomogeneous media

We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers. Two kernels are considered in detail: the exponential kernel, for which the problem resolves itself to the telegrapher's equation, and the power-law one. The resulting distributions have the form of the L\'evy process for any kernel. The renormalized fractional moment is introduced to compare different cases with respect to the diffusion properties of the system.Comment: 7 pages, 2 figure

Fractional derivatives of random walks: Time series with long-time memory

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive (FIGARCH) models, commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure

Continuous Time Random Walks in periodic systems: fluid limit and fractional differential equations on the circle

In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out the fluid limit equation, formulated in terms of the periodic version of the fractional Riemann-Liouville operators, for which we provide explicit expressions. Finally, we compute the propagator in some simple cases. The analysis presented herein should be relevant when investigating anomalous transport phenomena in systems with periodic dimensions.Comment: 14 pages, 1 figure. References added. Published versio

Fractional Quantum Mechanics

A path integral approach to quantum physics has been developed. Fractional path integrals over the paths of the L\'evy flights are defined. It is shown that if the fractality of the Brownian trajectories leads to standard quantum and statistical mechanics, then the fractality of the L\'evy paths leads to fractional quantum mechanics and fractional statistical mechanics. The fractional quantum and statistical mechanics have been developed via our fractional path integral approach. A fractional generalization of the Schr\"odinger equation has been found. A relationship between the energy and the momentum of the nonrelativistic quantum-mechanical particle has been established. The equation for the fractional plane wave function has been obtained. We have derived a free particle quantum-mechanical kernel using Fox's H function. A fractional generalization of the Heisenberg uncertainty relation has been established. Fractional statistical mechanics has been developed via the path integral approach. A fractional generalization of the motion equation for the density matrix has been found. The density matrix of a free particle has been expressed in terms of the Fox's H function. We also discuss the relationships between fractional and the well-known Feynman path integral approaches to quantum and statistical mechanics.Comment: 27 page

Dynamics of Fractal Solids

We describe the fractal solid by a special continuous medium model. We propose to describe the fractal solid by a fractional continuous model, where all characteristics and fields are defined everywhere in the volume but they follow some generalized equations which are derived by using integrals of fractional order. The order of fractional integral can be equal to the fractal mass dimension of the solid. Fractional integrals are considered as an approximation of integrals on fractals. We suggest the approach to compute the moments of inertia for fractal solids. The dynamics of fractal solids are described by the usual Euler's equations. The possible experimental test of the continuous medium model for fractal solids is considered.Comment: 12 pages, LaTe

Hyperbolic subdiffusive impedance

We use the hyperbolic subdiffusion equation with fractional time derivatives (the generalized Cattaneo equation) to study the transport process of electrolytes in media where subdiffusion occurs. In this model the flux is delayed in a non-zero time with respect to the concentration gradient. In particular, we obtain the formula of electrochemical subdiffusive impedance of a spatially limited sample in the limit of large and of small pulsation of the electric field. The boundary condition at the external wall of the sample are taken in the general form as a linear combination of subdiffusive flux and concentration of the transported particles. We also discuss the influence of the equation parameters (the subdiffusion parameter and the delay time) on the Nyquist impedance plots.Comment: 10 pages, 5 figure

Measuring subdiffusion parameters

We propose a method to extract from experimental data the subdiffusion parameter $\alpha$ and subdiffusion coefficient $D_\alpha$ which are defined by means of the relation $=2D_\alpha/\Gamma(1+\alpha) t^\alpha$ where $$ denotes a mean square displacement of a random walker starting from $x=0$ at the initial time $t=0$. The method exploits a membrane system where a substance of interest is transported in a solvent from one vessel to another across a thin membrane which plays here only an auxiliary role. Using such a system, we experimentally study a diffusion of glucose and sucrose in a gel solvent. We find a fully analytic solution of the fractional subdiffusion equation with the initial and boundary conditions representing the system under study. Confronting the experimental data with the derived formulas, we show a subdiffusive character of the sugar transport in gel solvent. We precisely determine the parameter $\alpha$, which is smaller than 1, and the subdiffusion coefficient $D_\alpha$.Comment: 17 pages, 9 figures, revised, to appear in Phys. Rev.

Anomalous Rotational Relaxation: A Fractional Fokker-Planck Equation Approach

In this study we obtained analytically relaxation function in terms of rotational correlation functions based on Brownian motion for complex disordered systems in a stochastic framework. We found out that rotational relaxation function has a fractional form for complex disordered systems, which indicates relaxation has non-exponential character obeys to Kohlrausch-William-Watts law, following the Mittag-Leffler decay.Comment: Revtex4, 9 pages. Paper was revised. References adde

Spectral Asymptotics of Eigen-value Problems with Non-linear Dependence on the Spectral Parameter

We study asymptotic distribution of eigen-values $\omega$ of a quadratic operator polynomial of the following form $(\omega^2-L(\omega))\phi_\omega=0$, where $L(\omega)$ is a second order differential positive elliptic operator with quadratic dependence on the spectral parameter $\omega$. We derive asymptotics of the spectral density in this problem and show how to compute coefficients of its asymptotic expansion from coefficients of the asymptotic expansion of the trace of the heat kernel of $L(\omega)$. The leading term in the spectral asymptotics is the same as for a Laplacian in a cavity. The results have a number of physical applications. We illustrate them by examples of field equations in external stationary gravitational and gauge backgrounds.Comment: latex, 20 page

Stationarity-conservation laws for certain linear fractional differential equations

The Leibniz rule for fractional Riemann-Liouville derivative is studied in algebra of functions defined by Laplace convolution. This algebra and the derived Leibniz rule are used in construction of explicit form of stationary-conserved currents for linear fractional differential equations. The examples of the fractional diffusion in 1+1 and the fractional diffusion in d+1 dimensions are discussed in detail. The results are generalized to the mixed fractional-differential and mixed sequential fractional-differential systems for which the stationarity-conservation laws are obtained. The derived currents are used in construction of stationary nonlocal charges.Comment: 28 page