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.

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

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

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

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

State transition of a non-Ohmic damping system in a corrugated plane

Anomalous transport of a particle subjected to non-Ohmic damping of the power $\delta$ in a tilted periodic potential is investigated via Monte Carlo simulation of generalized Langevin equation. It is found that the system exhibits two relative motion modes: the locking state and the running state. Under the surrounding of sub-Ohmic damping ($0<\delta<1$), the particle should transfer into a running state from a locking state only when local minima of the potential vanish; hence the particle occurs a synchronization oscillation in its mean displacement and mean square displacement (MSD). In particular, the two motion modes are allowed to coexist in the case of super-Ohmic damping ($1<\delta<2$) for moderate driving forces, namely, where exists double centers in the velocity distribution. This induces the particle having faster diffusion, i.e., its MSD reads $= 2D^{(\delta)}_{eff} t^{\delta_{eff}}$. Our result shows that the effective power index $\delta_{\textmd{eff}}$ can be enhanced and is a nonmonotonic function of the temperature and the driving force. The mixture effect of the two motion modes also leads to a breakdown of hysteresis loop of the mobility.Comment: 7 pages,7 figure

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

Infrared spectroscopy of diatomic molecules - a fractional calculus approach

The eigenvalue spectrum of the fractional quantum harmonic oscillator is calculated numerically solving the fractional Schr\"odinger equation based on the Riemann and Caputo definition of a fractional derivative. The fractional approach allows a smooth transition between vibrational and rotational type spectra, which is shown to be an appropriate tool to analyze IR spectra of diatomic molecules.Comment: revised + extended version, 9 pages, 6 figure

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

Levi-Civita cylinders with fractional angular deficit

The angular deficit factor in the Levi-Civita vacuum metric has been parametrized using a Riemann-Liouville fractional integral. This introduces a new parameter into the general relativistic cylinder description, the fractional index {\alpha}. When the fractional index is continued into the negative {\alpha} region, new behavior is found in the Gott-Hiscock cylinder and in an Israel shell.Comment: 5 figure