Memory-induced anomalous dynamics: emergence of diffusion, subdiffusion, and superdiffusion from a single random walk model

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of behavior by simply changing parameter values. Furthermore, the model offers the great advantage of analytic tractability. Our model is non-Markovian in that the next jump of the walker is (probabilistically) determined by the history of past jumps. It also has elements of intermittency in that one possibility at each step is that the walker does not move at all. This rich encompassing scenario arising from a single model provides useful insights into the source of different types of asymptotic behavior

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

(2+1)-Dimensional Quantum Gravity as the Continuum Limit of Causal Dynamical Triangulations

We perform a non-perturbative sum over geometries in a (2+1)-dimensional quantum gravity model given in terms of Causal Dynamical Triangulations. Inspired by the concept of triangulations of product type introduced previously, we impose an additional notion of order on the discrete, causal geometries. This simplifies the combinatorial problem of counting geometries just enough to enable us to calculate the transfer matrix between boundary states labelled by the area of the spatial universe, as well as the corresponding quantum Hamiltonian of the continuum theory. This is the first time in dimension larger than two that a Hamiltonian has been derived from such a model by mainly analytical means, and opens the way for a better understanding of scaling and renormalization issues.Comment: 38 pages, 13 figure

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

L\'evy-Schr\"odinger wave packets

We analyze the time--dependent solutions of the pseudo--differential L\'evy--Schr\"odinger wave equation in the free case, and we compare them with the associated L\'evy processes. We list the principal laws used to describe the time evolutions of both the L\'evy process densities, and the L\'evy--Schr\"odinger wave packets. To have self--adjoint generators and unitary evolutions we will consider only absolutely continuous, infinitely divisible L\'evy noises with laws symmetric under change of sign of the independent variable. We then show several examples of the characteristic behavior of the L\'evy--Schr\"odinger wave packets, and in particular of the bi-modality arising in their evolutions: a feature at variance with the typical diffusive uni--modality of both the L\'evy process densities, and the usual Schr\"odinger wave functions.Comment: 41 pages, 13 figures; paper substantially shortened, while keeping intact examples and results; changed format from "report" to "article"; eliminated Appendices B, C, F (old names); shifted Chapters 4 and 5 (old numbers) from text to Appendices C, D (new names); introduced connection between Relativistic q.m. laws and Generalized Hyperbolic law

An Integro-Differential Equation of the Fractional Form: Cauchy Problem and Solution

Producción CientíficaWe solve the Cauchy problem defined by the fractional partial differential equation [∂tt − κD]u = 0, with D the pseudo-differential Riesz operator of first order, and certain initial conditions. The solution of the Cauchy problem resulting from the substitution of the Gaussian pulse u(x, 0) by the Dirac delta distribution ϕ(x) = μδ(x) is obtained as corollary.MINECO grant MTM2014-57129-C2-1-P

Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations

It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct consequence, a specialized form of the Ito formula is derived. When a standard Brownian motion is the original semimartingale, classical Ito stochastic differential equations driven by the Brownian motion with drift extend to a larger class of stochastic differential equations involving a time-change with continuous paths. A form of the general solution of linear equations in this new class is established, followed by consideration of some examples analogous to the classical equations. Through these examples, each coefficient of the stochastic differential equations in the new class is given meaning. The new feature is the coexistence of a usual drift term along with a term related to the time-change.Comment: 27 pages; typos correcte

The target problem with evanescent subdiffusive traps

We calculate the survival probability of a stationary target in one dimension surrounded by diffusive or subdiffusive traps of time-dependent density. The survival probability of a target in the presence of traps of constant density is known to go to zero as a stretched exponential whose specific power is determined by the exponent that characterizes the motion of the traps. A density of traps that grows in time always leads to an asymptotically vanishing survival probability. Trap evanescence leads to a survival probability of the target that may be go to zero or to a finite value indicating a probability of eternal survival, depending on the way in which the traps disappear with time

Distributed Order Derivatives and Relaxation Patterns

We consider equations of the form $(D_{(\rho)}u)(t)=-\lambda u(t)$, $t>0$, where $\lambda >0$, $D_{(\rho)}$ is a distributed order derivative, that is the Caputo-Dzhrbashyan fractional derivative of order $\alpha$, integrated in $\alpha\in (0,1)$ with respect to a positive measure $\rho$. Such equations are used for modeling anomalous, non-exponential relaxation processes. In this work we study asymptotic behavior of solutions of the above equation, depending on properties of the measure $\rho$

Fractional diffusion modeling of ion channel gating

An anomalous diffusion model for ion channel gating is put forward. This scheme is able to describe non-exponential, power-law like distributions of residence time intervals in several types of ion channels. Our method presents a generalization of the discrete diffusion model by Millhauser, Salpeter and Oswald [Proc. Natl. Acad. Sci. USA 85, 1503 (1988)] to the case of a continuous, anomalous slow conformational diffusion. The corresponding generalization is derived from a continuous time random walk composed of nearest neighbor jumps which in the scaling limit results in a fractional diffusion equation. The studied model contains three parameters only: the mean residence time, a characteristic time of conformational diffusion, and the index of subdiffusion. A tractable analytical expression for the characteristic function of the residence time distribution is obtained. In the limiting case of normal diffusion, our prior findings [Proc. Natl. Acad. Sci. USA 99, 3552 (2002)] are reproduced. Depending on the chosen parameters, the fractional diffusion model exhibits a very rich behavior of the residence time distribution with different characteristic time-regimes. Moreover, the corresponding autocorrelation function of conductance fluctuations displays nontrivial features. Our theoretical model is in good agreement with experimental data for large conductance potassium ion channels