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Register a new userModels for characterizing the transition among anomalous diffusions with different diffusion exponents
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Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take the waiting time probability density function (PDF) as an infinite series in three parameter Mittag-Leffler functions. According to the models, the mean squared displacement of the process is analytically obtained and numerically verified, in particular, the trend of its transition is shown; furthermore the stochastic representation of the process is presented and the positiveness of the PDF of the position of the particles is strictly proved. Finally, the fractional moments of the model are calculated, and the analytical solutions of the model with external harmonic potential are obtained and some applications are proposed.
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We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of M. R. Evans and S. N. Majumdar (2011), Diffusion with stochastic resetting, Phys. Rev. Lett. 106, 160601: (i) a space dependent resetting rate $r(x)$ ii) resetting to a random position $z$ drawn from a resetting distribution ${cal P}(z)$ iii) a spatial distribution for the absorbing target $P_T(x)$. As an example of (i) we show that the introduction of a non-resetting window around the initial position can reduce the mean time to absorption provided that the initial position is sufficiently far from the target. We address the problem of optimal resetting, that is, minimising the mean time to absorption for a given target distribution. For an exponentially decaying target distribution centred at the origin we show that a transition in the optimal resetting distribution occurs as the target distribution narrows.
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We generalize the reaction-diffusion model A + B -> 0 in order to study the impact of an excess of A (or B) at the reaction front. We provide an exact solution of the model, which shows that linear response breaks down: the average displacement of the reaction front grows as the square-root of the imbalance. We argue that this model provides a highly simplified but generic framework to understand the square-root impact of large orders in financial markets.
We study the pair contact process with diffusion (PCPD) using Monte Carlo simulations, and concentrate on the decay of the particle density $rho$ with time, near its critical point, which is assumed to follow $rho(t) approx ct^{-delta} +c_2t^{-delta_2}+...$. This model is known for its slow convergence to the asymptotic critical behavior; we therefore pay particular attention to finite-time corrections. We find that at the critical point, the ratio of $rho$ and the pair density $rho_p$ converges to a constant, indicating that both densities decay with the same powerlaw. We show that under the assumption $delta_2 approx 2 delta$, two of the critical exponents of the PCPD model are $delta = 0.165(10)$ and $beta = 0.31(4)$, consistent with those of the directed percolation (DP) model.
We introduce a new relaxation function depending on an arbitrary parameter as solution of a kinetic equation in the same way as the relaxation function introduced empirically by Debye, Cole-Cole, Davidson-Cole and Havriliak-Negami, anomalous relaxation in dielectrics, which are recovered as particular cases. We propose a differential equation introducing a fractional operator written in terms of the Hilfer fractional derivative of order {xi}, with 0<{xi}<1 and type {eta}, with 0<{eta}<1. To discuss the solution of the fractional differential equation, the methodology of Laplace transform is required. As a by product we mention particular cases where the solution is completely monotone. Finally, the empirical models are recovered as particular cases.
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