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Levy processes on a generalized fractal comb

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 Added by Trifce Sandev
 Publication date 2016
  fields Physics
and research's language is English




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Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of the structure can destroy this Markovian transport. These effects can be described by the memory and spatial kernels. In particular, the fractal structure of the fingers, which is controlled by the spatial kernel in both the real and the Fourier spaces, leads to the Levy processes (Levy flights) and superdiffusion. This generalization of the fractional diffusion is described by the Riesz space fractional derivative. In the framework of this generalized fractal comb model, Levy processes are considered, and exact solutions for the probability distribution functions are obtained in terms of the Fox $H$-function for a variety of the memory kernels, and the rate of the superdiffusive spreading is studied by calculating the fractional moments. For a special form of the memory kernels, we also observed a competition between long rests and long jumps. Finally, we considered the fractional structure of the fingers controlled by a Weierstrass function, which leads to the power-law kernel in the Fourier space. It is a special case, when the second moment exists for superdiffusion in this competition between long rests and long jumps.



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A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for nonlinear friction in wondering particle motion and saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and individually give rise to truncated Levy random walks as shown in the paper. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method and the obtained numerical data were employed to calculate the geometric mean of the particle displacement during a certain time interval and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Levy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Levy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather then their characteristics individually.
We give an exact analytical results for diffusion with a power-law position dependent diffusion coefficient along the main channel (backbone) on a comb and grid comb structures. For the mean square displacement along the backbone of the comb we obtain behavior $langle x^2(t)ranglesim t^{1/(2-alpha)}$, where $alpha$ is the power-law exponent of the position dependent diffusion coefficient $D(x)sim |x|^{alpha}$. Depending on the value of $alpha$ we observe different regimes, from anomalous subdiffusion, superdiffusion, and hyperdiffusion. For the case of the fractal grid we observe the mean square displacement, which depends on the fractal dimension of the structure of the backbones, i.e., $langle x^2(t)ranglesim t^{(1+ u)/(2-alpha)}$, where $0< u<1$ is the fractal dimension of the backbones structure. The reduced probability distribution functions for both cases are obtained by help of the Fox $H$-functions.
We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having knowledge about the exact underlying dynamics. The reasons for anomalous diffusive scaling of the mean-squared displacement are decomposed into three root causes: increment correlations are expressed by the Joseph effect [Mandelbrot 1968], fat-tails of the increment probability density lead to a Noah effect [Mandelbrot 1968], and non-stationarity, to the Moses effect [Chen et al. 2017]. After appropriate rescaling, based on the quantification of these effects, the increment distribution converges at increasing times to a time-invariant asymptotic shape. For different processes, this asymptotic limit can be an equilibrium state, an infinite-invariant, or an infinite-covariant density. We use numerical methods of time-series analysis to quantify the three effects in a model of a non-linearly coupled Levy walk, compare our results to theoretical predictions, and discuss the generality of the method.
A Cattaneo equation for a comb structure is considered. We present a rigorous analysis of the obtained fractional diffusion equation, and corresponding solutions for the probability distribution function are obtained in the form of the Fox $H$-function and its infinite series. The mean square displacement along the backbone is obtained as well in terms of the infinite series of the Fox $H$-function. The obtained solutions describe the transition from normal diffusion to subdiffusion, which results from the comb geometry.
An exact analytical analysis of anomalous diffusion on a fractal mesh is presented. The fractal mesh structure is a direct product of two fractal sets which belong to a main branch of backbones and side branch of fingers. The fractal sets of both backbones and fingers are constructed on the entire (infinite) $y$ and $x$ axises. To this end we suggested a special algorithm of this special construction. The transport properties of the fractal mesh is studied, in particular, subdiffusion along the backbones is obtained with the dispersion relation $langle x^2(t)ranglesim t^{beta}$, where the transport exponent $beta<1$ is determined by the fractal dimensions of both backbone and fingers. Superdiffusion with $beta>1$ has been observed as well when the environment is controlled by means of a memory kernel.
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