Subordination Pathways to Fractional Diffusion

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a random walk along the line of space, happening in operational time;(rw_3), the inversion of (rw_1), namely a random walk along the line of operational time, happening in natural time. Via the general integral equation of CTRW and appropriate rescaling, the transition to the diffusion limit is carried out for each of these three random walks. Combining the limits of (rw_1) and (rw_2) we get the method of parametric subordination for generating particle paths, whereas combination of (rw_2) and (rw_3) yields the subordination integral for the sojourn probability density in space-time fractional diffusion.Comment: 20 pages, 4 figure

Fractional wave equation and damped waves

In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of the same order $\alpha,\ 1\le \alpha \le 2$ both in space and in time. We show that this feature is a decisive factor for inheriting some crucial characteristics of the wave equation like a constant propagation velocity of both the maximum of its fundamental solution and its gravity and mass centers. Moreover, the first, the second, and the Smith centrovelocities of the damped waves described by the fractional wave equation are constant and depend just on the equation order $\alpha$. The fundamental solution of the fractional wave equation is determined and shown to be a spatial probability density function evolving in time that possesses finite moments up to the order $\alpha$. To illustrate analytical findings, results of numerical calculations and numerous plots are presented.Comment: 21 pages, 10 figure

Spatially fractional-order viscoelasticity, non-locality and a new kind of anisotropy

Spatial non-locality of space-fractional viscoelastic equations of motion is studied. Relaxation effects are accounted for by replacing second-order time derivatives by lower-order fractional derivatives and their generalizations. It is shown that space-fractional equations of motion of an order strictly less than 2 allow for a new kind anisotropy, associated with angular dependence of non-local interactions between stress and strain at different material points. Constitutive equations of such viscoelastic media are determined. Explicit fundamental solutions of the Cauchy problem are constructed for some cases isotropic and anisotropic non-locality

Characterizations and simulations of a class of stochastic processes to model anomalous diffusion

In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes (H-sssi) and depends on two real parameters alpha in (0,2) and beta in (0,1]. It includes fractional Brownian motion when alpha in (0,2) and beta=1, and time-fractional diffusion stochastic processes when alpha=beta in (0,1). The latters have marginal probability density function governed by time-fractional diffusion equations of order beta. The ggBm is defined through the explicit construction of the underline probability space. However, in this paper we show that it is possible to define it in an unspecified probability space. For this purpose, we write down explicitly all the finite dimensional probability density functions. Moreover, we provide different ggBm characterizations. The role of the M-Wright function, which is related to the fundamental solution of the time-fractional diffusion equation, emerges as a natural generalization of the Gaussian distribution. Furthermore, we show that ggBm can be represented in terms of the product of a random variable, which is related to the M-Wright function, and an independent fractional Brownian motion. This representation highlights the $H$-{\bf sssi} nature of the ggBm and provides a way to study and simulate the trajectories. For this purpose, we developed a random walk model based on a finite difference approximation of a partial integro-differenital equation of fractional type.Comment: 25 pages, 9 figure

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

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

Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation

A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is taken and its relation with the fractional diffusion equation is discussed. Finally, some common objections found in the literature are thoroughly reviewed.Comment: Preprint version of an already published paper. 8 page

Retarding Sub- and Accelerating Super-Diffusion Governed by Distributed Order Fractional Diffusion Equations

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which, correspondingly, can not be viewed as self-affine random processes possessing a unique Hurst exponent. We prove the positivity of the solutions of the proposed equations and establish the relation to the Continuous Time Random Walk theory. We show that the distributed order time fractional diffusion equation describes the sub-diffusion random process which is subordinated to the Wiener process and whose diffusion exponent diminishes in time (retarding sub-diffusion) leading to superslow diffusion, for which the square displacement grows logarithmically in time. We also demonstrate that the distributed order space fractional diffusion equation describes super-diffusion phenomena when the diffusion exponent grows in time (accelerating super-diffusion).Comment: 11 pages, LaTe

Constant Curvature Coefficients and Exact Solutions in Fractional Gravity and Geometric Mechanics

We study fractional configurations in gravity theories and Lagrange mechanics. The approach is based on Caputo fractional derivative which gives zero for actions on constants. We elaborate fractional geometric models of physical interactions and we formulate a method of nonholonomic deformations to other types of fractional derivatives. The main result of this paper consists in a proof that for corresponding classes of nonholonomic distributions a large class of physical theories are modelled as nonholonomic manifolds with constant matrix curvature. This allows us to encode the fractional dynamics of interactions and constraints into the geometry of curve flows and solitonic hierarchies.Comment: latex2e, 11pt, 27 pages, the variant accepted to CEJP; added and up-dated reference

Extreme value statistics from the Real Space Renormalization Group: Brownian Motion, Bessel Processes and Continuous Time Random Walks

We use the Real Space Renormalization Group (RSRG) method to study extreme value statistics for a variety of Brownian motions, free or constrained such as the Brownian bridge, excursion, meander and reflected bridge, recovering some standard results, and extending others. We apply the same method to compute the distribution of extrema of Bessel processes. We briefly show how the continuous time random walk (CTRW) corresponds to a non standard fixed point of the RSRG transformation.Comment: 24 pages, 5 figure