Space- and time-fractional diffusion and wave equations, fractional Fokker–Planck equations, and physical motivation

Fractional Extended Diffusion Theory to capture anomalous relaxation from biased/accelerated molecular simulations

Biased and accelerated molecular simulations (BAMS) are widely used tools to observe relevant molecular phenomena occurring on time scales inaccessible to standard molecular dynamics, but evaluation of the physical time scales involved in the processes is not directly possible from them. For this reason, the problem of recovering dynamics from such kinds of simulations is the object of very active research due to the relevant theoretical and practical implications of dynamics on the properties of both natural and synthetic molecular systems. In a recent paper [A. Rapallo et al., J. Comput. Chem. 42, 586-599 (2021)], it has been shown how the coupling of BAMS (which destroys the dynamics but allows to calculate average properties) with Extended Diffusion Theory (EDT) (which requires input appropriate equilibrium averages calculated over the BAMS trajectories) allows to effectively use the Smoluchowski equation to calculate the orientational time correlation function of the head-tail unit vector defined over a peptide in water solution. Orientational relaxation of this vector is the result of the coupling of internal molecular motions with overall molecular rotation, and it was very well described by correlation functions expressed in terms of weighted sums of suitable time-exponentially decaying functions, in agreement with a Brownian diffusive regime. However, situations occur where exponentially decaying functions are no longer appropriate to capture the actual dynamical behavior, which exhibits persistent long time correlations, compatible with the so called subdiffusive regimes. In this paper, a generalization of EDT will be given, exploiting a fractional Smoluchowski equation (FEDT) to capture the non-exponential character observed in the relaxation of intramolecular distances and molecular radius of gyration, whose dynamics depend on internal molecular motions only. The calculation methods, proper to EDT, are adapted to implement the generalization of the theory, and the resulting algorithm confirms FEDT as a tool of practical value in recovering dynamics from BAMS, to be used in general situations, involving both regular and anomalous diffusion regimes.

Space-time fractional porous media equation: Application on modeling of S&P500 price return

We present the fractional extensions of the porous media equation (PME) with an emphasis on the applications in stock markets. Three kinds of "fractionalization" are considered: local, where the fractional derivatives for both space and time are local; nonlocal, where both space and time fractional derivatives are nonlocal; and mixed, where one derivative is local, and another is nonlocal. Our study shows that these fractional equations admit solutions in terms of generalized q-Gaussian functions. Each solution of these fractional formulations contains a certain number of free parameters that can be fitted with experimental data. Our focus is to analyze stock market data and determine the model that better describes the time evolution of the probability distribution of the price return. We proposed a generalized PME motivated by recent observations showing that q-Gaussian distributions can model the evolution of the probability distribution. Various phases (weak, strong super diffusion, and normal diffusion) were observed on the time evolution of the probability distribution of the price return separated by different fitting parameters [Phys. Rev. E 99, 062313 (2019)1063-651X10.1103/PhysRevE.99.062313]. After testing the obtained solutions for the S&P500 price return, we found that the local and nonlocal schemes fit the data better than the classic porous media equation.

A Novel Analytical Approach for the Solution of Fractional-Order Diffusion-Wave Equations

In the present note, a new modification of the Adomian decomposition method is developed for the solution of fractional-order diffusion-wave equations with initial and boundary value Problems. The derivatives are described in the Caputo sense. The generalized formulation of the present technique is discussed to provide an easy way of understanding. In this context, some numerical examples of fractional-order diffusion-wave equations are solved by the suggested technique. It is investigated that the solution of fractional-order diffusion-wave equations can easily be handled by using the present technique. Moreover, a graphical representation was made for the solution of three illustrative examples. The solution-graphs are presented for integer and fractional order problems. It was found that the derived and exact results are in good agreement of integer-order problems. The convergence of fractional-order solution is the focus point of the present research work. The discussed technique is considered to be the best tool for the solution of fractional-order initial-boundary value problems in science and engineering.

Subdiffusion in Membrane Permeation of Small Molecules

Within the solubility-diffusion model of passive membrane permeation of small molecules, translocation of the permeant across the biological membrane is traditionally assumed to obey the Smoluchowski diffusion equation, which is germane for classical diffusion on an inhomogeneous free-energy and diffusivity landscape. This equation, however, cannot accommodate subdiffusive regimes, which have long been recognized in lipid bilayer dynamics, notably in the lateral diffusion of individual lipids. Through extensive biased and unbiased molecular dynamics simulations, we show that one-dimensional translocation of methanol across a pure lipid membrane remains subdiffusive on timescales approaching typical permeation times. Analysis of permeant motion within the lipid bilayer reveals that, in the absence of a net force, the mean squared displacement depends on time as t0.7, in stark contrast with the conventional model, which assumes a strictly linear dependence. We further show that an alternate model using a fractional-derivative generalization of the Smoluchowski equation provides a rigorous framework for describing the motion of the permeant molecule on the pico- to nanosecond timescale. The observed subdiffusive behavior appears to emerge from a crossover between small-scale rattling of the permeant around its present position in the membrane and larger-scale displacements precipitated by the formation of transient voids.

Explicit spatiotemporal simulation of receptor-G protein coupling in rod cell disk membranes

Dim-light vision is mediated by retinal rod cells. Rhodopsin (R), a G-protein-coupled receptor, switches to its active form (R(∗)) in response to absorbing a single photon and activates multiple copies of the G-protein transducin (G) that trigger further downstream reactions of the phototransduction cascade. The classical assumption is that R and G are uniformly distributed and freely diffusing on disk membranes. Recent experimental findings have challenged this view by showing specific R architectures, including RG precomplexes, nonuniform R density, specific R arrangements, and immobile fractions of R. Here, we derive a physical model that describes the first steps of the photoactivation cascade in spatiotemporal detail and single-molecule resolution. The model was implemented in the ReaDDy software for particle-based reaction-diffusion simulations. Detailed kinetic in vitro experiments are used to parametrize the reaction rates and diffusion constants of R and G. Particle diffusion and G activation are then studied under different conditions of R-R interaction. It is found that the classical free-diffusion model is consistent with the available kinetic data. The existence of precomplexes between inactive R and G is only consistent with the data if these precomplexes are weak, with much larger dissociation rates than suggested elsewhere. Microarchitectures of R, such as dimer racks, would effectively immobilize R but have little impact on the diffusivity of G and on the overall amplification of the cascade at the level of the G protein.

Anomalous diffusion in stochastic systems with nonhomogeneously distributed traps

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general Lévy stable statistics and experiences long rests due to nonhomogeneously distributed traps. The memory is taken into account by subordination of that process to a random time; then the subordination equation is position dependent. The problem is approximated by a decoupling of the medium structure and memory and exactly solved for a power-law position dependence of the memory. In the case of the Gaussian statistics, the density distribution and moments are derived: depending on geometry and memory parameters, the system may reveal both the subdiffusion and enhanced diffusion. The similar analysis is performed for the Lévy flights where the finiteness of the variance follows from a variable noise intensity near a boundary. Two diffusion regimes are found: in the bulk and near the surface. The anomalous diffusion exponent as a function of the system parameters is derived.

Simulation tools for particle-based reaction-diffusion dynamics in continuous space

Particle-based reaction-diffusion algorithms facilitate the modeling of the diffusional motion of individual molecules and the reactions between them in cellular environments. A physically realistic model, depending on the system at hand and the questions asked, would require different levels of modeling detail such as particle diffusion, geometrical confinement, particle volume exclusion or particle-particle interaction potentials. Higher levels of detail usually correspond to increased number of parameters and higher computational cost. Certain systems however, require these investments to be modeled adequately. Here we present a review on the current field of particle-based reaction-diffusion software packages operating on continuous space. Four nested levels of modeling detail are identified that capture incrementing amount of detail. Their applicability to different biological questions is discussed, arching from straight diffusion simulations to sophisticated and expensive models that bridge towards coarse grained molecular dynamics.

Anomalous diffusion in nonhomogeneous media: time-subordinated Langevin equation approach

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Lévy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process subordinated to a random time: it separately takes into account effects related to the medium structure and the memory. Density distributions and moments are derived from the solutions of the corresponding Langevin equation and compared with the numerical calculations for the exact problem. Both subdiffusion and enhanced diffusion are predicted. Distribution of the process satisfies the fractional Fokker-Planck equation.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.

Diffusive process on a backbone structure with drift terms

The effects of an external force on a diffusive process subjected to a backbone structure are investigated by considering the system governed by a Fokker-Planck equation with drift terms. Our results show an anomalous spreading which may present different diffusive regimes connected to anomalous diffusion and stationary states.

Effective surface motion on a reactive cylinder of particles that perform intermittent bulk diffusion

In many biological and small scale technological applications particles may transiently bind to a cylindrical surface. In between two binding events the particles diffuse in the bulk, thus producing an effective translation on the cylindrical surface. We here derive the effective motion on the surface allowing for additional diffusion on the cylindrical surface itself. We find explicit solutions for the number of adsorbed particles at one given instant, the effective surface displacement, as well as the surface propagator. In particular sub- and superdiffusive regimes are found, as well as an effective stalling of diffusion visible as a plateau in the mean squared displacement. We also investigate the corresponding first passage problem.

Lévy-flight anomalous diffusion in a composite medium

The one-dimensional Lévy flight in a composite medium consisting of two layers in contact, with arbitrary Lévy indices, is investigated. Such systems are of much interest in the field of organic electronics, where diffusional transport between two materials profoundly influences the device performance. Using the jump-length probability density function for a particular Lévy index as a starting point, equations are derived that describe anomalous diffusion in a composite two-layer medium. Moreover, expressions for the current density are given, and the steady-state distribution for the special case of one dominating diffusion coefficient is illustrated.

Subordinated diffusion and continuous time random walk asymptotics

Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or, otherwise, by fractional Fokker-Planck equations (FFPEs). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a Lévy α-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates a trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit.

Spectral density of fluctuations in fractional bistable Klein-Kramers systems

We investigate the stationary spectral density of fractional bistable Klein-Kramers systems. First, we deduce a dissipation-fluctuation relation between the stationary spectral density at thermal equilibrium and the linear response of the system to an applied perturbation. Second, we describe how to obtain the linear dynamic susceptibility from the method of moments, and thus we derive the fluctuating spectral density from the dissipation-fluctuation relation. Finally, we exhibit the structure of this fluctuating spectral distribution and explore the effect of the subdiffusion on it. Compared with the standard bistable Klein-Kramers systems, our observation on the spectral distribution in fractional systems reveals that the subdiffusion weakens the oscillatory components of the intrawell oscillation and the above-barrier motion. This phenomenon should reflect a fact that the particles tend to stand still in separate wells in subdiffusive processes.

Fokker-Planck equation in a wedge domain: anomalous diffusion and survival probability

We obtain exact solutions and the survival probability for a Fokker-Planck equation subjected to the two-dimensional wedge domain. We consider a spatial dependence in the diffusion coefficient and the presence of external forces. The results show an anomalous spreading of the solution and, consequently, a nonusual behavior of the survival probability which can be connected to anomalous diffusion.

Anomalous diffusion expressed through fractional order differential operators in the Bloch-Torrey equation

Diffusion weighted MRI is used clinically to detect and characterize neurodegenerative, malignant and ischemic diseases. The correlation between developing pathology and localized diffusion relies on diffusion-weighted pulse sequences to probe biophysical models of molecular diffusion-typically exp[-(bD)]-where D is the apparent diffusion coefficient (mm(2)/s) and b depends on the specific gradient pulse sequence parameters. Several recent studies have investigated the so-called anomalous diffusion stretched exponential model-exp[-(bD)(alpha)], where alpha is a measure of tissue complexity that can be derived from fractal models of tissue structure. In this paper we propose an alternative derivation for the stretched exponential model using fractional order space and time derivatives. First, we consider the case where the spatial Laplacian in the Bloch-Torrey equation is generalized to incorporate a fractional order Brownian model of diffusivity. Second, we consider the case where the time derivative in the Bloch-Torrey equation is replaced by a Riemann-Liouville fractional order time derivative expressed in the Caputo form. Both cases revert to the classical results for integer order operations. Fractional order dynamics derived for the first case were observed to fit the signal attenuation in diffusion-weighted images obtained from Sephadex gels, human articular cartilage and human brain. Future developments of this approach may be useful for classifying anomalous diffusion in tissues with developing pathology.

Modelling nematode movement using time-fractional dynamics

We use a correlated random walk model in two dimensions to simulate the movement of the slug parasitic nematode Phasmarhabditis hermaphrodita in homogeneous environments. The model incorporates the observed statistical distributions of turning angle and speed derived from time-lapse studies of individual nematode trails. We identify strong temporal correlations between the turning angles and speed that preclude the case of a simple random walk in which successive steps are independent. These correlated random walks are appropriately modelled using an anomalous diffusion model, more precisely using a fractional sub-diffusion model for which the associated stochastic process is characterised by strong memory effects in the probability density function.

Water ingress in Y-type zeolite: anomalous moisture-dependent transport diffusivity

Nuclear magnetic resonance imaging measurements of liquid water ingress in a large number of nonactivated Y-type (Na) zeolite samples prepared under different conditions are reported on. Using an experimental arrangement that permits the application of Boltzmann's transformation of the 1D (one-dimensional) diffusion equation, the spatiotemporal scaling variables required for a collapse of the measured profiles into universal curves revealed subdiffusive behavior in all cases. It is shown that the one-dimensional fractal time diffusion equation constitutes a powerful tool to analyze the data and provides a connection between the moisture dependence of the effective transport diffusivities and the shapes of the universal curves. Thus, even for anomalous diffusion, the relationship between the universal curves and structural characteristics of the system; such as porosity, tortuosity of the pore space and, in some cases, the interplay between mesopores and nanopores can be addressed.

Diffusion equations for a Markovian jumping process

We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency. For small steps, we derive the Fokker-Planck equation and show the presence of the normal diffusion, subdiffusion, and superdiffusion. For the Lévy distribution of the step size, we construct a fractional equation, which possesses a variable coefficient, and solve it in the diffusion limit. Then we calculate fractional moments and define the fractional diffusion coefficient as a natural extension to the cases with the divergent variance. We also solve the master equation numerically and demonstrate that there are deviations from the Lévy stable distribution for large wave numbers.

Concentration-dependent diffusivity and anomalous diffusion: a magnetic resonance imaging study of water ingress in porous zeolite

Magnetic resonance imaging is employed to study water ingress in fine zeolite powders compacted by high pressure. The experimental conditions are chosen such that the applicability of Boltzmann's transformation of the one-dimensional diffusion equation is approximately satisfied. The measured moisture profiles indicate subdiffusive behavior with a spatiotemporal scaling variable eta=x/t(gamma/2) (0<gamma<1). A time-fractional diffusion equation model of anomalous diffusion is adopted to analyze the data, and an expression that yields the moisture dependence of the generalized diffusivity is derived and applied to our measured profiles. In spite of the differences between systems exhibiting different values of gamma a striking similarity in the moisture dependence of the diffusivity is apparent. This suggests that the model addresses the underlying physical processes involved in water transport.

Analytically solvable model in fractional kinetic theory

In this article we give a general prescription for incorporating memory effects in phase space kinetic equation, and consider in particular the generalized "fractional" relaxation time model equation. We solve this for small-signal charge carriers undergoing scattering, trapping, and detrapping in a time-of-flight experimental arrangement in two ways: (i) approximately via the Chapman-Enskog scheme for the weak gradient, hydrodynamic regime, from which the fractional form of Fick's law and diffusion equation follow; and (ii) exactly, without any limitations on gradients. The latter yields complete and exact expressions in terms of generalized Mittag-Lefler functions for experimentally observable quantities. These expressions enable us to examine in detail the transition from the nonhydrodynamic stage to the hydrodynamic regime, and thereby establish the limits of validity of Fick's law and the corresponding fractional diffusion equation.

Anomalous rotational relaxation: a fractional Fokker-Planck equation approach

In this study we have analytically obtained the relaxation function in terms of rotational correlation functions based on Brownian motion for complex disordered systems in a stochastic framework. We found out that the rotational relaxation function has a fractional form for complex disordered systems, which indicates that relaxation has nonexponential character and obeys the Kohlrausch-William-Watts law, following the Mittag-Leffler decay.

Fractional diffusion model for force distribution in static granular media

We present the results of a numerical and an experimental investigation of the probability distribution of normal contact forces in static packs of particles with two different hardnesses. Force distributions are computed and compared with existing models and experimental data. It is found that the probability distribution function of normal contact forces P(f) is well described by a semiempirical model derived from a fractional diffusion equation. This model reproduces most of the features common to force distributions observed in experimental and numerical studies including the finite value for P(f) as the forces tend to zero. The results indicate that the fractional model fits well both the numerical and experimental data over a wide range of particle deformations in contrast to the existing models. These results provide an insight into the physics of granular media and complement previous findings.

Anomalous transport of particle tracers in multidimensional cellular flows

Advection of tracers is studied numerically in time-dependent, two-dimensional cellular flows and a time-independent, three-dimensional cellular flow field. Tracers in these flows follow trajectories that are either periodic or chaotic and mimic correlated Lévy flights. The probability density function of displacements for particles in the ordered regions of the flow follows a classical Gaussian dispersion process. The particle trajectories in the chaotic regions of the flow exhibit anomalous diffusion and the probability density function of displacements is well modeled by a time-fractional diffusion equation of order alpha. The overall process of particle dispersion is found to be controlled mainly by the chaotic regions within the flow field. From the perspective of Lagrangian dynamics our results indicate that the advection of particles in flow fields prone to exhibit chaotic advection is a combination of both classical, i.e., Gaussian, behavior and anomalous, i.e., non-Gaussian, diffusion.