No Arabic abstract
Expanding media are typical in many different fields, e.g. in Biology and Cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties. Here, we focus on such effects when the diffusion process is described by the Continuous Time Random Walk (CTRW) model. For the case where the jump length and the waiting time probability density functions (pdfs) are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Levy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Greens function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. For a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This Big Crunch effect stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained. Our results confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of Levy flights, we quantify this effect by means of the so-called Levy horizon.
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation that relates the probability distribution function (pdf) of finding a particle at a given position and time to the single-step jump length and waiting time pdfs is provided. The equation takes the form of a generalized Fokker-Planck equation when the jump length pdf of the particle has a finite variance. This generalized equation becomes a fractional Fokker-Planck equation in the case of a heavy-tailed waiting time pdf. These equations allow us to study the relationship between expansion, diffusion and external force. We establish the conditions under which the dominant contribution to transport stems from the diffusive transport rather than from the drift due to the medium expansion. We find that anomalous diffusion processes under a constant external force in an expanding medium described by means of our continuous random walk model are not Galilei invariant, violate the generalized Einstein relation, and lead to propagators that are qualitatively different from the ones found in a static medium. Our results are supported by numerical simulations.
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous Continuous Time Random Walk model, when a random walk is making jumps on a graph within different time-length. We apply the concept of a generalized master equation to study heterogeneous continuous-time random walks on networks. Depending on the interpretations of the waiting time distributions the generalized master equation gives different forms of continuous equations.
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the {Cauchy} problem) of the fractional diffusion equations can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to a given fractional diffusion equation.
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the asymptotic limit, but also the propagator. The model consists of a random walker on a lattice, which, at a constant rate, stochastically relocates at a site occupied at some earlier time. This time in the past is chosen randomly according to a memory kernel, whose temporal decay can be varied via an exponent parameter. In the weakly non-Markovian regime, memory reduces the diffusion coefficient from the bare value. When the mean backward jump in time diverges, the diffusion coefficient vanishes and a transition to an anomalous subdiffusive regime occurs. Paradoxically, at the transition, the process is an anti-correlated Levy flight. Although in the subdiffusive regime the model exhibits some features of the continuous time random walk with infinite mean waiting time, it belongs to another universality class. If memory is very long-ranged, a second transition takes place to a regime characterized by a logarithmic growth of the MSD with time. In this case the process is asymptotically Gaussian and effectively described as a scaled Brownian motion with a diffusion coefficient decaying as 1/t.
We investigate the motion of a single particle moving on a two-dimensional square lattice whose sites are occupied by right and left rotators. These left and right rotators deterministically rotate the particles velocity to the right or left, respectively and emph{flip} orientation from right to left or from left to right after scattering the particle. We study three types of configurations of left and right rotators, which we think of as types of media, through with the particle moves. These are completely random (CR), random periodic (RP), and completely periodic (CP) configurations. For CR configurations the particles dynamics depends on the ratio $r$ of right to left scatterers in the following way. For small $rsimeq0$, when the configuration is nearly homogeneous, the particle subdiffuses with an exponent of 2/3, similar to the diffusion of a macromolecule in a crowded environment. Also, the particles trajectory has a fractal dimension of $d_fsimeq4/3$, comparable to that of a self-avoiding walk. As the ratio increases to $rsimeq 1$, the particles dynamics transitions from subdiffusion to anomalous diffusion with a fractal dimension of $d_fsimeq 7/4$, similar to that of a percolating cluster in 2-d. In RP configurations, which are more structured than CR configurations but also randomly generated, we find that the particle has the same statistic as in the CR case. In contrast, CP configurations, which are highly structured, typically will cause the particle to go through a transient stage of subdiffusion, which then abruptly changes to propagation. Interestingly, the subdiffusive stage has an exponent of approximately 2/3 and a fractal dimension of $d_fsimeq4/3$, similar to the case of CR and RP configurations for small $r$.