Fractional chemotaxis diffusion equations

We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modeling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or macromolecular crowding. The mesoscopic models are formulated using continuous time random walk equations and the macroscopic models are formulated with fractional order differential equations. Different models are proposed depending on the timing of the chemotactic forcing. Generalizations of the models to include linear reaction dynamics are also derived. Finally a Monte Carlo method for simulating anomalous subdiffusion with chemotaxis is introduced and simulation results are compared with numerical solutions of the model equations. The model equations developed here could be used to replace Keller-Segel type equations in biological systems with transport hindered by traps, macromolecular crowding or other obstacles

Fractional Chemotaxis Diffusion Equations

We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modelling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or macro-molecular crowding. The mesoscopic models are formulated using Continuous Time Random Walk master equations and the macroscopic models are formulated with fractional order differential equations. Different models are proposed depending on the timing of the chemotactic forcing. Generalizations of the models to include linear reaction dynamics are also derived. Finally a Monte Carlo method for simulating anomalous subdiffusion with chemotaxis is introduced and simulation results are compared with numerical solutions of the model equations. The model equations developed here could be used to replace Keller-Segel type equations in biological systems with transport hindered by traps, macro-molecular crowding or other obstacles.Comment: 25page

Fractional Fokker-Planck Equations for Subdiffusion with Space-and-Time-Dependent Forces

We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.Comment: 5 page

An implicit Keller Box numerical scheme for the solution of fractional subdiffusion equations

In this work, we present a new implicit numerical scheme for fractional subdiffusion equations. In this approach we use the Keller Box method [1] to spatially discretise the fractional subdiffusion equation and we use a modified L1 scheme (ML1), similar to the L1 scheme originally developed by Oldham and Spanier [2], to approximate the fractional derivative. The stability of the proposed method was investigated by using Von-Neumann stability analysis. We have proved the method is unconditionally stable when $0<{\lambda}_q <\min(\frac{1}{\mu_0},2^\gamma)$ and $0<\gamma \le 1$, and demonstrated the method is also stable numerically in the case $\frac{1}{\mu_0}<{\lambda}_q \le 2^\gamma$ and $\log_3{2} \le \gamma \le 1$. The accuracy and convergence of the scheme was also investigated and found to be of order $O(\Delta t^{1+\gamma})$ in time and $O(\Delta x^2)$ in space. To confirm the accuracy and stability of the proposed method we provide three examples with one including a linear reaction term

Deformed strings in the Heisenberg model

We investigate solutions to the Bethe equations for the isotropic S = 1/2 Heisenberg chain involving complex, string-like rapidity configurations of arbitrary length. Going beyond the traditional string hypothesis of undeformed strings, we describe a general procedure to construct eigenstates including strings with generic deformations, discuss general features of these solutions, and provide a number of explicit examples including complete solutions for all wavefunctions of short chains. We finally investigate some singular cases and show from simple symmetry arguments that their contribution to zero-temperature correlation functions vanishes.Comment: 34 pages, 13 figure

Null vectors, 3-point and 4-point functions in conformal field theory

We consider 3-point and 4-point correlation functions in a conformal field theory with a W-algebra symmetry. Whereas in a theory with only Virasoro symmetry the three point functions of descendants fields are uniquely determined by the three point function of the corresponding primary fields this is not the case for a theory with $W_3$ algebra symmetry. The generic 3-point functions of W-descendant fields have a countable degree of arbitrariness. We find, however, that if one of the fields belongs to a representation with null states that this has implications for the 3-point functions. In particular if one of the representations is doubly-degenerate then the 3-point function is determined up to an overall constant. We extend our analysis to 4-point functions and find that if two of the W-primary fields are doubly degenerate then the intermediate channels are limited to a finite set and that the corresponding chiral blocks are determined up to an overall constant. This corresponds to the existence of a linear differential equation for the chiral blocks with two completely degenerate fields as has been found in the work of Bajnok~et~al.Comment: 10 pages, LaTeX 2.09, DAMTP-93-4

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

Universality of the excess number of clusters and the crossing probability function in three-dimensional percolation

Extensive Monte-Carlo simulations were performed to evaluate the excess number of clusters and the crossing probability function for three-dimensional percolation on the simple cubic (s.c.), face-centered cubic (f.c.c.), and body-centered cubic (b.c.c.) lattices. Systems L x L x L' with L' >> L were studied for both bond (s.c., f.c.c., b.c.c.) and site (f.c.c.) percolation. The excess number of clusters $\tilde {b}$ per unit length was confirmed to be a universal quantity with a value $\tilde {b} \approx 0.412$. Likewise, the critical crossing probability in the L' direction, with periodic boundary conditions in the L x L plane, was found to follow a universal exponential decay as a function of r = L'/L for large r. Simulations were also carried out to find new precise values of the critical thresholds for site percolation on the f.c.c. and b.c.c. lattices, yielding $p_c(f.c.c.)= 0.199 236 5 \pm 0.000 001 0$, $p_c(b.c.c.)= 0.245 961 5\pm 0.000 001 0$.Comment: 14 pages, 7 figures, LaTeX, submitted to J. Phys. A: Math. Gen, added references, corrected typo

Wind on the boundary for the Abelian sandpile model

We continue our investigation of the two-dimensional Abelian sandpile model in terms of a logarithmic conformal field theory with central charge c=-2, by introducing two new boundary conditions. These have two unusual features: they carry an intrinsic orientation, and, more strangely, they cannot be imposed uniformly on a whole boundary (like the edge of a cylinder). They lead to seven new boundary condition changing fields, some of them being in highest weight representations (weights -1/8, 0 and 3/8), some others belonging to indecomposable representations with rank 2 Jordan cells (lowest weights 0 and 1). Their fusion algebra appears to be in full agreement with the fusion rules conjectured by Gaberdiel and Kausch.Comment: 26 pages, 4 figure

Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler function is the natural survival probability leading to time-fractional diffusion equations. Transformation methods for Mittag-Leffler random variables were found later than the well-known transformation method by Chambers, Mallows, and Stuck for Levy alpha-stable random variables and so far have not received as much attention; nor have they been used together with the latter in spite of their mathematical relationship due to the geometric stability of the Mittag-Leffler distribution. Combining the two methods, we obtain an accurate approximation of space- and time-fractional diffusion processes almost as easy and fast to compute as for standard diffusion processes.Comment: 7 pages, 5 figures, 1 table. Presented at the Conference on Computing in Economics and Finance in Montreal, 14-16 June 2007; at the conference "Modelling anomalous diffusion and relaxation" in Jerusalem, 23-28 March 2008; et