1
|
Fedotov S, Han D. Population heterogeneity in the fractional master equation, ensemble self-reinforcement, and strong memory effects. Phys Rev E 2023; 107:034115. [PMID: 37073008 PMCID: PMC7615350 DOI: 10.1103/physreve.107.034115] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/09/2022] [Accepted: 02/23/2023] [Indexed: 04/20/2023]
Abstract
We formulate a fractional master equation in continuous time with random transition probabilities across the population of random walkers such that the effective underlying random walk exhibits ensemble self-reinforcement. The population heterogeneity generates a random walk with conditional transition probabilities that increase with the number of steps taken previously (self-reinforcement). Through this, we establish the connection between random walks with a heterogeneous ensemble and those with strong memory where the transition probability depends on the entire history of steps. We find the ensemble-averaged solution of the fractional master equation through subordination involving the fractional Poisson process counting the number of steps at a given time and the underlying discrete random walk with self-reinforcement. We also find the exact solution for the variance which exhibits superdiffusion even as the fractional exponent tends to 1.
Collapse
Affiliation(s)
- Sergei Fedotov
- Department of Mathematics, University of Manchester, Manchester M13 9PL, United Kingdom
| | - Daniel Han
- Medical Research Council, Laboratory of Molecular Biology, Neurobiology Division, Cambridge, United Kingdom
| |
Collapse
|
2
|
Ahmad S, Javeed S, Raza S, Baleanu D. A novel fractional model for the projection of households using wealth index quintiles. PLoS One 2022; 17:e0277472. [PMID: 36395109 PMCID: PMC9671317 DOI: 10.1371/journal.pone.0277472] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/21/2021] [Accepted: 10/28/2022] [Indexed: 11/19/2022] Open
Abstract
Forecasting household assets provides a better opportunity to plan their socioeconomic activities for the future. Fractional mathematical models offer to model the asset-holding data into a piece of scientific evidence in addition to forecasting their future value. This research focuses on the development of a new fractional mathematical model based on the wealth index quintile (WIQ) data. To accomplish the objective, we used the system of coupled fractional differential equations by defining the fractional term with the Caputo derivative and verified it with the stability tests considering the steady-state solution. A numerical solution of the model was obtained using the Adams-Bashforth-Moulton method. To validate the model, we used real-time data obtained from the household series of surveys in Punjab, Pakistan. Different case studies that elucidate the effect of quintiles on the population are also presented. The accuracy of results between real-world and simulated data was compared using absolute and relative errors. The synchronization between the simulated results and real-time data verifies the formulation of the fractional WIQ model. This fractional model can be utilized to predict the approximation of the asset-holding of the households. Due to its relative nature, the model also provides the opportunity for the researchers to use the WIQs of their respective regions to forecast the households' socioeconomic conditions.
Collapse
Affiliation(s)
- Shakoor Ahmad
- Department of Mathematics, COMSATS University Islamabad, Chak Shahzad Islamabad, Pakistan
| | - Shumaila Javeed
- Department of Mathematics, COMSATS University Islamabad, Chak Shahzad Islamabad, Pakistan
- Department of Mathematics, Near East University, Mathematics Research Center, Nicosia /Mersin, Turkey
- * E-mail:
| | - Saqlain Raza
- Respiratory Care Department, College of Applied Medical Sciences in Jubail, Imam Abdulrahman bin Faisal University, Jubail, Saudi Arabia
| | - Dumitru Baleanu
- Department of Mathematics, Cankaya University, Ankara, Turkey
- Institute of Space Sciences, Magurele-Bucharest, Romania
| |
Collapse
|
3
|
Horii H, Lefevere R, Itami M, Nemoto T. Anomalous fluctuations of renewal-reward processes with heavy-tailed distributions. Phys Rev E 2022; 106:034130. [PMID: 36266861 DOI: 10.1103/physreve.106.034130] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/18/2022] [Accepted: 09/07/2022] [Indexed: 06/16/2023]
Abstract
For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have revealed that this anomalous scaling causes a singularity in the corresponding large deviation function. In order to further understand this problem, we study in this article the scaling of variance in several renewal-reward processes: counting processes with two different power-law decaying waiting time distributions and a Knudsen gas (a heat conduction model). Through analytical and numerical analyses of these models, we find that the variances show an anomalous scaling when the exponent of the power law is -3. For a counting process with the power-law exponent smaller than -3, this anomalous scaling does not take place: this indicates that if we only consider the standard deviation from the expectation, any anomalous behavior will not be detected. In this case, we argue that anomalous scaling appears in higher order cumulants. Finally, many-body particles interacting through soft-core interactions with the boundary conditions employed in the Knudsen gas are studied using numerical simulations. We observe that the variance scaling becomes normal even though the power-law exponent in the boundary conditions is -3.
Collapse
Affiliation(s)
- Hiroshi Horii
- Université Paris Cité, Laboratoire de Probabilités, Statistiques et Modélisation, UMR 8001, F-75205 Paris, France
| | - Raphaël Lefevere
- Université Paris Cité, Laboratoire de Probabilités, Statistiques et Modélisation, UMR 8001, F-75205 Paris, France
| | - Masato Itami
- Center for Science Adventure and Collaborative Research Advancement, Kyoto University, Kyoto 606-8502, Japan
| | - Takahiro Nemoto
- Graduate School of Informatics, Kyoto University, Yoshida Hon-machi, Sakyo-ku, Kyoto 606-8501, Japan
| |
Collapse
|
4
|
Gharari F, Arias-Calluari K, Alonso-Marroquin F, Najafi MN. Space-time fractional porous media equation: Application on modeling of S&P500 price return. Phys Rev E 2021; 104:054140. [PMID: 34942814 DOI: 10.1103/physreve.104.054140] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/13/2020] [Accepted: 10/27/2021] [Indexed: 11/07/2022]
Abstract
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.
Collapse
Affiliation(s)
- Fatemeh Gharari
- Department of Statistics and Computer Science, University of Mohaghegh Ardabili, Ardabil 56199-11367, Iran
| | | | | | - Morteza N Najafi
- Department of Physics, University of Mohaghegh Ardabili, Ardabil 56199-11367, Iran
| |
Collapse
|
5
|
Anomalous Stochastic Transport of Particles with Self-Reinforcement and Mittag–Leffler Distributed Rest Times. FRACTAL AND FRACTIONAL 2021. [DOI: 10.3390/fractalfract5040221] [Citation(s) in RCA: 4] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 01/29/2023]
Abstract
We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag–Leffler distributed residence times. The model involves a system of hyperbolic partial differential equations with a non-local switching term described by the Riemann–Liouville derivative. From Monte Carlo simulations, we found that this model generates superdiffusion at intermediate times but reverts to subdiffusion in the long time asymptotic limit. To confirm this result, we derived the equation for the second moment and find that it is subdiffusive in the long time limit. Analyses of two simpler models are also included, which demonstrate the dominance of the Mittag–Leffler rest state leading to subdiffusion. The observation that transient superdiffusion occurs in an eventually subdiffusive system is a useful feature for applications in stochastic biological transport.
Collapse
|
6
|
Fedotov S, Han D, Zubarev AY, Johnston M, Allan VJ. Variable-order fractional master equation and clustering of particles: non-uniform lysosome distribution. PHILOSOPHICAL TRANSACTIONS. SERIES A, MATHEMATICAL, PHYSICAL, AND ENGINEERING SCIENCES 2021; 379:20200317. [PMID: 34275365 DOI: 10.1098/rsta.2020.0317] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Accepted: 01/21/2021] [Indexed: 06/13/2023]
Abstract
In this paper, we formulate the space-dependent variable-order fractional master equation to model clustering of particles, organelles, inside living cells. We find its solution in the long-time limit describing non-uniform distribution due to a space-dependent fractional exponent. In the continuous space limit, the solution of this fractional master equation is found to be exactly the same as the space-dependent variable-order fractional diffusion equation. In addition, we show that the clustering of lysosomes, an essential organelle for healthy functioning of mammalian cells, exhibit space-dependent fractional exponents. Furthermore, we demonstrate that the non-uniform distribution of lysosomes in living cells is accurately described by the asymptotic solution of the space-dependent variable-order fractional master equation. Finally, Monte Carlo simulations of the fractional master equation validate our analytical solution. This article is part of the theme issue 'Transport phenomena in complex systems (part 1)'.
Collapse
Affiliation(s)
- Sergei Fedotov
- Department of Mathematics, University of Manchester, M13 9PL, Manchester, UK
| | - Daniel Han
- Department of Mathematics, University of Manchester, M13 9PL, Manchester, UK
- Faculty of Biology, Medicine and Health, School of Biological Sciences, University of Manchester, M13 9PL, Manchester, UK
| | | | - Mark Johnston
- Faculty of Biology, Medicine and Health, School of Biological Sciences, University of Manchester, M13 9PL, Manchester, UK
| | - Victoria J Allan
- Faculty of Biology, Medicine and Health, School of Biological Sciences, University of Manchester, M13 9PL, Manchester, UK
| |
Collapse
|
7
|
Cleland J, Williams MAK. Anomalous diffusion driven by the redistribution of internal stresses. Phys Rev E 2021; 104:014123. [PMID: 34412333 DOI: 10.1103/physreve.104.014123] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/24/2021] [Accepted: 06/21/2021] [Indexed: 11/07/2022]
Abstract
This article explores the mathematical description of anomalous diffusion, driven not by thermal fluctuations but by internal stresses. A continuous time random walk framework is outlined in which the waiting times between displacements (jumps), generated by the dynamics of internal stresses, are described by the generalized Γ distribution. The associated generalized diffusion equation is then identified. The solution to this equation is obtained as an integral over an infinite series of Fox H functions. The probability density function is identified as initially non-Gaussian, while at longer timescales Gaussianity is recovered. Likewise, the second moment displays a transient nature, shifting between subdiffusive and diffusive character. The potential application of this mathematical description to the quaking observed in several soft-matter systems is discussed briefly.
Collapse
Affiliation(s)
- J Cleland
- School of Fundamental Sciences, Massey University, Palmerston North 4442, New Zealand.,Riddet Institute, Palmerston North 4442, New Zealand
| | - M A K Williams
- School of Fundamental Sciences, Massey University, Palmerston North 4442, New Zealand.,Riddet Institute, Palmerston North 4442, New Zealand.,The MacDiarmid Institute for Advanced Materials and Nanotechnology, Wellington 6140, New Zealand
| |
Collapse
|
8
|
A Novel Analytical View of Time-Fractional Korteweg-De Vries Equations via a New Integral Transform. Symmetry (Basel) 2021. [DOI: 10.3390/sym13071254] [Citation(s) in RCA: 26] [Impact Index Per Article: 8.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/21/2022] Open
Abstract
We put into practice relatively new analytical techniques, the Shehu decomposition method and the Shehu iterative transform method, for solving the nonlinear fractional coupled Korteweg-de Vries (KdV) equation. The KdV equation has been developed to represent a broad spectrum of physics behaviors of the evolution and association of nonlinear waves. Approximate-analytical solutions are presented in the form of a series with simple and straightforward components, and some aspects show an appropriate dependence on the values of the fractional-order derivatives that are, in a certain sense, symmetric. The fractional derivative is proposed in the Caputo sense. The uniqueness and convergence analysis is carried out. To comprehend the analytical procedure of both methods, three test examples are provided for the analytical results of the time-fractional KdV equation. Additionally, the efficiency of the mentioned procedures and the reduction in calculations provide broader applicability. It is also illustrated that the findings of the current methodology are in close harmony with the exact solutions. It is worth mentioning that the proposed methods are powerful and are some of the best procedures to tackle nonlinear fractional PDEs.
Collapse
|
9
|
Mitus AC, Saphiannikova M, Radosz W, Toshchevikov V, Pawlik G. Modeling of Nonlinear Optical Phenomena in Host-Guest Systems Using Bond Fluctuation Monte Carlo Model: A Review. MATERIALS (BASEL, SWITZERLAND) 2021; 14:1454. [PMID: 33809785 PMCID: PMC8002275 DOI: 10.3390/ma14061454] [Citation(s) in RCA: 7] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Received: 01/21/2021] [Revised: 03/05/2021] [Accepted: 03/08/2021] [Indexed: 12/14/2022]
Abstract
We review the results of Monte Carlo studies of chosen nonlinear optical effects in host-guest systems, using methods based on the bond-fluctuation model (BFM) for a polymer matrix. In particular, we simulate the inscription of various types of diffraction gratings in degenerate two wave mixing (DTWM) experiments (surface relief gratings (SRG), gratings in polymers doped with azo-dye molecules and gratings in biopolymers), poling effects (electric field poling of dipolar molecules and all-optical poling) and photomechanical effect. All these processes are characterized in terms of parameters measured in experiments, such as diffraction efficiency, nonlinear susceptibilities, density profiles or loading parameters. Local free volume in the BFM matrix, characterized by probabilistic distributions and correlation functions, displays a complex mosaic-like structure of scale-free clusters, which are thought to be responsible for heterogeneous dynamics of nonlinear optical processes. The photoinduced dynamics of single azopolymer chains, studied in two and three dimensions, displays complex sub-diffusive, diffusive and super-diffusive dynamical regimes. A directly related mathematical model of SRG inscription, based on the continuous time random walk (CTRW) formalism, is formulated and studied. Theoretical part of the review is devoted to the justification of the a priori assumptions made in the BFM modeling of photoinduced motion of the azo-polymer chains.
Collapse
Affiliation(s)
- Antoni C. Mitus
- Department of Theoretical Physics, Wroclaw University of Science and Technology, 50-370 Wroclaw, Poland; (A.C.M.); (W.R.)
| | - Marina Saphiannikova
- Leibniz-Institut für Polymerforschung Dresden e.V., Hohe Strasse 6, 01069 Dresden, Germany;
| | - Wojciech Radosz
- Department of Theoretical Physics, Wroclaw University of Science and Technology, 50-370 Wroclaw, Poland; (A.C.M.); (W.R.)
| | - Vladimir Toshchevikov
- Institute of Macromolecular Compounds, Russian Academy of Sciences, Bolshoi Prospect 31, 199004 Saint Petersburg, Russia;
| | - Grzegorz Pawlik
- Department of Theoretical Physics, Wroclaw University of Science and Technology, 50-370 Wroclaw, Poland; (A.C.M.); (W.R.)
| |
Collapse
|
10
|
Spatial Moduli of Non-Differentiability for Time-Fractional SPIDEs and Their Gradient. Symmetry (Basel) 2021. [DOI: 10.3390/sym13030380] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/17/2022] Open
Abstract
High order and fractional PDEs have become prominent in theory and in modeling many phenomena. In this paper, we study spatial moduli of non-differentiability for the fourth order time fractional stochastic partial integro-differential equations (SPIDEs) and their gradient, driven by space-time white noise. We use the underlying explicit kernels and spectral/harmonic analysis, yielding spatial moduli of non-differentiability for time fractional SPIDEs and their gradient. On one hand, this work builds on the recent works on delicate analysis of regularities of general Gaussian processes and stochastic heat equation driven by space-time white noise. On the other hand, it builds on and complements Allouba and Xiao’s earlier works on spatial uniform and local moduli of continuity of time fractional SPIDEs and their gradient.
Collapse
|
11
|
A Rosenzweig–MacArthur Model with Continuous Threshold Harvesting in Predator Involving Fractional Derivatives with Power Law and Mittag–Leffler Kernel. AXIOMS 2020. [DOI: 10.3390/axioms9040122] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
Abstract
The harvesting management is developed to protect the biological resources from over-exploitation such as harvesting and trapping. In this article, we consider a predator–prey interaction that follows the fractional-order Rosenzweig–MacArthur model where the predator is harvested obeying a threshold harvesting policy (THP). The THP is applied to maintain the existence of the population in the prey–predator mechanism. We first consider the Rosenzweig–MacArthur model using the Caputo fractional-order derivative (that is, the operator with the power-law kernel) and perform some dynamical analysis such as the existence and uniqueness, non-negativity, boundedness, local stability, global stability, and the existence of Hopf bifurcation. We then reconsider the same model involving the Atangana–Baleanu fractional derivative with the Mittag–Leffler kernel in the Caputo sense (ABC). The existence and uniqueness of the solution of the model with ABC operator are established. We also explore the dynamics of the model with both fractional derivative operators numerically and confirm the theoretical findings. In particular, it is shown that models with both Caputo operator and ABC operator undergo a Hopf bifurcation that can be controlled by the conversion rate of consumed prey into the predator birth rate or by the order of fractional derivative. However, the bifurcation point of the model with the Caputo operator is different from that of the model with the ABC operator.
Collapse
|
12
|
Abadias L, Estrada-Rodriguez G, Estrada E. Fractional-Order Susceptible-Infected Model: Definition and Applications to the Study of COVID-19 Main Protease. FRACTIONAL CALCULUS & APPLIED ANALYSIS 2020; 23:635-655. [PMID: 34849076 PMCID: PMC8617368 DOI: 10.1515/fca-2020-0033] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/01/2020] [Indexed: 05/02/2023]
Abstract
We propose a model for the transmission of perturbations across the amino acids of a protein represented as an interaction network. The dynamics consists of a Susceptible-Infected (SI) model based on the Caputo fractional-order derivative. We find an upper bound to the analytical solution of this model which represents the worse-case scenario on the propagation of perturbations across a protein residue network. This upper bound is expressed in terms of Mittag-Leffler functions of the adjacency matrix of the network of inter-amino acids interactions. We then apply this model to the analysis of the propagation of perturbations produced by inhibitors of the main protease of SARS CoV-2. We find that the perturbations produced by strong inhibitors of the protease are propagated far away from the binding site, confirming the long-range nature of intra-protein communication. On the contrary, the weakest inhibitors only transmit their perturbations across a close environment around the binding site. These findings may help to the design of drug candidates against this new coronavirus.
Collapse
Affiliation(s)
- Luciano Abadias
- Departamento de Matemáticas, Facultad de Ciencias Universidad de Zaragoza, 50009 Zaragoza, Spain
- Instituto Universitario de Matemáticas y Aplicaciones, Universidad de Zaragoza, 50009 Zaragoza, Spain
| | | | - Ernesto Estrada
- Instituto Universitario de Matemáticas y Aplicaciones, Universidad de Zaragoza, 50009 Zaragoza, Spain
- 50018, Zaragoza, Spain
| |
Collapse
|
13
|
BP Neural Network Calculus in Economic Growth Modelling of the Group of Seven. MATHEMATICS 2020. [DOI: 10.3390/math8010037] [Citation(s) in RCA: 4] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 01/20/2023]
Abstract
In this paper, the adaptive lasso method is used to screen variables, and different neural network models of seven countries are established by choosing variables. Gross domestic product (GDP) is a function of land area in the country, cultivated land, population, enrollment rate, total capital formation, exports of goods and services, and the general government’s final consumption of collateral and broad money. Based on the empirical analysis of the above factors from 1973 to 2016, the results show that the BP neural network model has better performance based on multiple summary statistics, without increasing the number of parameters and better predicting short-term GDP. In addition, the change and the error of the model are small and have a certain reference value.
Collapse
|
14
|
Stability and Bifurcation of a Delayed Time-Fractional Order Business Cycle Model with a General Liquidity Preference Function and Investment Function. MATHEMATICS 2019. [DOI: 10.3390/math7090846] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 02/02/2023]
Abstract
In this paper, the business cycle (BC) is described by a delayed time-fractional-order model (DTFOM) with a general liquidity preference function and an investment function. Firstly, the existence and uniqueness of the DTFOM solution are proven. Then, some conditions are presented to guarantee that the positive equilibrium point of DTFOM is locally stable. In addition, Hopf bifurcation is obtained by a new method, where the time delay is regarded as the bifurcation parameter. Finally, a numerical example of DTFOM is given to verify the effectiveness of the proposed model and methods.
Collapse
|
15
|
Fedotov S, Han D. Asymptotic Behavior of the Solution of the Space Dependent Variable Order Fractional Diffusion Equation: Ultraslow Anomalous Aggregation. PHYSICAL REVIEW LETTERS 2019; 123:050602. [PMID: 31491294 DOI: 10.1103/physrevlett.123.050602] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/07/2019] [Revised: 06/13/2019] [Indexed: 06/10/2023]
Abstract
We find the asymptotic representation of the solution of the variable-order fractional diffusion equation, which remains unsolved since it was proposed by Chechkin, Gorenflo, and Sokolov [J. Phys. A, 38, L679 (2005)JPHAC50305-447010.1088/0305-4470/38/42/L03]. We identify a new advection term that causes ultraslow spatial aggregation of subdiffusive particles due to dominance over the standard advection and diffusion terms in the long-time limit. This uncovers the anomalous mechanism by which nonuniform distributions can occur. We perform Monte Carlo simulations of the underlying anomalous random walk and find excellent agreement with the asymptotic solution.
Collapse
Affiliation(s)
- Sergei Fedotov
- School of Mathematics, University of Manchester, Manchester M13 9PL, United Kingdom
| | - Daniel Han
- School of Mathematics, University of Manchester, Manchester M13 9PL, United Kingdom
| |
Collapse
|
16
|
Abstract
In this paper, we apply Caputo-type fractional order calculus to simulate China’s gross domestic product (GDP) growth based on R software, which is a free software environment for statistical computing and graphics. Moreover, we compare the results for the fractional model with the integer order model. In addition, we show the importance of variables according to the BIC criterion. The study shows that Caputo fractional order calculus can produce a better model and perform more accurately in predicting the GDP values from 2012–2016.
Collapse
|
17
|
Granik N, Weiss LE, Nehme E, Levin M, Chein M, Perlson E, Roichman Y, Shechtman Y. Single-Particle Diffusion Characterization by Deep Learning. Biophys J 2019; 117:185-192. [PMID: 31280841 PMCID: PMC6701009 DOI: 10.1016/j.bpj.2019.06.015] [Citation(s) in RCA: 69] [Impact Index Per Article: 13.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/26/2019] [Revised: 05/06/2019] [Accepted: 06/13/2019] [Indexed: 12/15/2022] Open
Abstract
Diffusion plays a crucial role in many biological processes including signaling, cellular organization, transport mechanisms, and more. Direct observation of molecular movement by single-particle-tracking experiments has contributed to a growing body of evidence that many cellular systems do not exhibit classical Brownian motion but rather anomalous diffusion. Despite this evidence, characterization of the physical process underlying anomalous diffusion remains a challenging problem for several reasons. First, different physical processes can exist simultaneously in a system. Second, commonly used tools for distinguishing between these processes are based on asymptotic behavior, which is experimentally inaccessible in most cases. Finally, an accurate analysis of the diffusion model requires the calculation of many observables because different transport modes can result in the same diffusion power-law α, which is typically obtained from the mean-square displacements (MSDs). The outstanding challenge in the field is to develop a method to extract an accurate assessment of the diffusion process using many short trajectories with a simple scheme that is applicable at the nonexpert level. Here, we use deep learning to infer the underlying process resulting in anomalous diffusion. We implement a neural network to classify single-particle trajectories by diffusion type: Brownian motion, fractional Brownian motion and continuous time random walk. Further, we demonstrate the applicability of our network architecture for estimating the Hurst exponent for fractional Brownian motion and the diffusion coefficient for Brownian motion on both simulated and experimental data. These networks achieve greater accuracy than time-averaged MSD analysis on simulated trajectories while only requiring as few as 25 steps. When tested on experimental data, both net and ensemble MSD analysis converge to similar values; however, the net needs only half the number of trajectories required for ensemble MSD to achieve the same confidence interval. Finally, we extract diffusion parameters from multiple extremely short trajectories (10 steps) using our approach.
Collapse
Affiliation(s)
- Naor Granik
- Department of Biomedical Engineering; Lorry I. Lokey Interdisciplinary Center for Life Sciences and Engineering
| | - Lucien E Weiss
- Department of Biomedical Engineering; Lorry I. Lokey Interdisciplinary Center for Life Sciences and Engineering
| | - Elias Nehme
- Department of Biomedical Engineering; Lorry I. Lokey Interdisciplinary Center for Life Sciences and Engineering; Department of Electrical Engineering, Technion - Israel Institute of Technology, Haifa, Israel
| | | | - Michael Chein
- Department of Physiology and Pharmacology, Sackler Faculty of Medicine; Sagol School of Neuroscience
| | - Eran Perlson
- Department of Physiology and Pharmacology, Sackler Faculty of Medicine; Sagol School of Neuroscience
| | - Yael Roichman
- Raymond & Beverly Sackler School of Chemistry; Raymond & Beverly Sackler School of Physics and Astronomy, Tel Aviv University, Tel Aviv, Israel.
| | - Yoav Shechtman
- Department of Biomedical Engineering; Lorry I. Lokey Interdisciplinary Center for Life Sciences and Engineering.
| |
Collapse
|
18
|
Abstract
Two-dimensional advection–diffusion processes with memory and a source concentrated in the symmetry center of the domain have been investigated. The differential equation of the studied model is a fractional differential equation with short-tail memory (a differential equation with Caputo–Fabrizio time-fractional derivatives). An analytical solution of the initial-boundary value problem has been determined by employing the Laplace transform and double sine-Fourier transforms. A numerical solution of the studied problem has been determined using finite difference approximations. Numerical simulations for both solutions have been carried out using the software Mathcad.
Collapse
|
19
|
Baron JW, Galla T. Stochastic fluctuations and quasipattern formation in reaction-diffusion systems with anomalous transport. Phys Rev E 2019; 99:052124. [PMID: 31212552 DOI: 10.1103/physreve.99.052124] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/09/2018] [Indexed: 11/07/2022]
Abstract
Many approaches to modeling reaction-diffusion systems with anomalous transport rely on deterministic equations which ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a generating-functional approach to derive a Gaussian approximation for this intrinsic noise in subdiffusive systems. This results in corrections to the deterministic fractional reaction-diffusion equations. Using this analytical approach, we study the onset of noise-driven quasipatterns in reaction-subdiffusion systems. We find that subdiffusion can be conducive to the formation of both deterministic and stochastic patterns. Our analysis shows that the combination of subdiffusion and intrinsic stochasticity can reduce the threshold ratio of the effective diffusion coefficients required for pattern formation to a greater degree than either effect on its own.
Collapse
Affiliation(s)
- Joseph W Baron
- Theoretical Physics, School of Physics and Astronomy, The University of Manchester, Manchester M13 9PL, United Kingdom
| | - Tobias Galla
- Theoretical Physics, School of Physics and Astronomy, The University of Manchester, Manchester M13 9PL, United Kingdom
| |
Collapse
|
20
|
Pawlik G, Wysoczanski T, Mitus AC. Complex Dynamics of Photoinduced Mass Transport and Surface Relief Gratings Formation. NANOMATERIALS (BASEL, SWITZERLAND) 2019; 9:E352. [PMID: 30836594 PMCID: PMC6474147 DOI: 10.3390/nano9030352] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Received: 02/02/2019] [Revised: 02/20/2019] [Accepted: 02/26/2019] [Indexed: 01/03/2023]
Abstract
The microscopic and semi-macroscopic mechanisms responsible for photoinduced mass transport in functionalized azo-polymers are far from deeply understood. To get some insight into those mechanisms on "microscopic" scale, we studied the directed photoinduced motion of single functionalized polymer chains under various types of polarized light illumination using Monte Carlo bond fluctuation model and our kinetic Monte Carlo model for photoinduced mass transport. We found sub-diffusive, diffusive and super-diffusive regimes of the dynamics of single chains at constant illumination and mostly super-diffusive regime for directed motion in the presence of the gradient of light intensity. This regime is more enhanced for long than for short chains and it approaches the ballistic limit for very long chains. We propose a physical picture of light-driven inscription of Surface Relief Gratings (SRG) as corresponding to a dynamical coexistence of normal and anomalous diffusion in various parts of the system. A simple continuous time random walk model of SRG inscription based on this physical picture reproduced the light-driven mass transport found in experiments as well as the fine structure of SRG.
Collapse
Affiliation(s)
- Grzegorz Pawlik
- Department of Theoretical Physics, Wroclaw University of Science and Technology, 50-370 Wroclaw, Poland.
| | | | - Antoni C Mitus
- Department of Theoretical Physics, Wroclaw University of Science and Technology, 50-370 Wroclaw, Poland.
| |
Collapse
|
21
|
Abstract
AbstractThe fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverseα-stable subordinator. We propose a similar definition for the (nonhomogeneous) fractional compound Poisson process. We give both finite-dimensional and functional limit theorems for the fractional nonhomogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Eventually, some of the limit results are verified in a Monte Carlo simulation.
Collapse
|
22
|
Tuladhar R, Bologna M, Grigolini P. Non-Poisson renewal events and memory. Phys Rev E 2017; 96:042112. [PMID: 29347624 DOI: 10.1103/physreve.96.042112] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/07/2017] [Indexed: 06/07/2023]
Abstract
We study two different forms of fluctuation-dissipation processes generating anomalous relaxations to equilibrium of an initial out-of-equilibrium condition, the former being based on a stationary although very slow correlation function and the latter characterized by the occurrence of crucial events, namely, non-Poisson renewal events, incompatible with the stationary condition. Both forms of regression to equilibrium have the same nonexponential Mittag-Leffler structure. We analyze the single trajectories of the two processes by recording the time distances between two consecutive origin recrossings and establishing the corresponding waiting time probability density function (PDF), ψ(t). In the former case, with no crucial events, ψ(t) is an exponential, and in the latter case, with crucial events, ψ(t) is an inverse power law PDF with a diverging first moment. We discuss the consequences that this result is expected to have for the correct interpretation of some anomalous relaxation processes.
Collapse
Affiliation(s)
- Rohisha Tuladhar
- Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, Texas 76203-1427, USA
| | - Mauro Bologna
- Instituto de Alta Investigación, Universidad de Tarapacá, Casilla 6-D, Arica, Chile
| | - Paolo Grigolini
- Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, Texas 76203-1427, USA
| |
Collapse
|
23
|
Molina-García D, Pham TM, Paradisi P, Manzo C, Pagnini G. Fractional kinetics emerging from ergodicity breaking in random media. Phys Rev E 2016; 94:052147. [PMID: 27967076 DOI: 10.1103/physreve.94.052147] [Citation(s) in RCA: 17] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/23/2015] [Indexed: 06/06/2023]
Abstract
We present a modeling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single-particle tracking experiments in living cells, such as ergodicity breaking, p variation, and aging. In particular, this approach recapitulates characteristic features previously described in part by the fractional Brownian motion and in part by the continuous-time random walk. Moreover, for a proper distribution of the length scale, a single parameter controls the ergodic-to-nonergodic transition and, remarkably, also drives the transition of the diffusion equation of the process from nonfractional to fractional, thus demonstrating that fractional kinetics emerges from ergodicity breaking.
Collapse
Affiliation(s)
- Daniel Molina-García
- BCAM - Basque Center for Applied Mathematics, Alameda de Mazarredo 14, E-48009 Bilbao, Basque Country, Spain
| | - Tuan Minh Pham
- BCAM - Basque Center for Applied Mathematics, Alameda de Mazarredo 14, E-48009 Bilbao, Basque Country, Spain
- Department of Theoretical Physics, Belgorod National Research University, 14 Studencheskaya, 308015 Belgorod, Russia
| | - Paolo Paradisi
- BCAM - Basque Center for Applied Mathematics, Alameda de Mazarredo 14, E-48009 Bilbao, Basque Country, Spain
- ISTI-CNR, Istituto di Scienza e Tecnologie dell'Informazione "A. Faedo," Via Moruzzi 1, I-56124 Pisa, Italy
| | - Carlo Manzo
- ICFO-Institut de Ciències Fotòniques, The Barcelona Institute of Science and Technology, 08860 Castelldefels (Barcelona), Spain
| | - Gianni Pagnini
- BCAM - Basque Center for Applied Mathematics, Alameda de Mazarredo 14, E-48009 Bilbao, Basque Country, Spain
- Ikerbasque - Basque Foundation for Science, Calle de Mará Díaz de Haro 3, E-48013 Bilbao, Basque Country, Spain
| |
Collapse
|
24
|
Zhou JG, Haygarth PM, Withers PJA, Macleod CJA, Falloon PD, Beven KJ, Ockenden MC, Forber KJ, Hollaway MJ, Evans R, Collins AL, Hiscock KM, Wearing C, Kahana R, Villamizar Velez ML. Lattice Boltzmann method for the fractional advection-diffusion equation. Phys Rev E 2016; 93:043310. [PMID: 27176431 DOI: 10.1103/physreve.93.043310] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/26/2015] [Indexed: 11/07/2022]
Abstract
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β, the fractional order α, and the single relaxation time τ, the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.
Collapse
Affiliation(s)
- J G Zhou
- School of Engineering, Liverpool University, Liverpool L69 3GQ, United Kingdom
| | - P M Haygarth
- Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ, United Kingdom
| | - P J A Withers
- Bangor University, Bangor, Gwynedd LL58 8RF, United Kingdom
| | - C J A Macleod
- James Hutton Institute, Aberdeen AB15 8QH, United Kingdom
| | - P D Falloon
- Met Office Hadley Centre, Exeter, Devon EX1 3PB, United Kingdom
| | - K J Beven
- Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ, United Kingdom
| | - M C Ockenden
- Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ, United Kingdom
| | - K J Forber
- Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ, United Kingdom
| | - M J Hollaway
- Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ, United Kingdom
| | - R Evans
- Global Sustainability Institute, Anglia Ruskin University, Cambridge CB1 1PT, United Kingdom
| | - A L Collins
- Rothamsted Research North Wyke, Okehampton EX20 2SB, Devon, United Kingdom
| | - K M Hiscock
- School of Environmental Sciences, University of East Anglia, Norwich NR4 7TJ, United Kingdom
| | - C Wearing
- Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ, United Kingdom
| | - R Kahana
- Met Office Hadley Centre, Exeter, Devon EX1 3PB, United Kingdom
| | | |
Collapse
|
25
|
Svenkeson A, Glaz B, Stanton S, West BJ. Spectral decomposition of nonlinear systems with memory. Phys Rev E 2016; 93:022211. [PMID: 26986335 DOI: 10.1103/physreve.93.022211] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/09/2015] [Indexed: 05/13/2023]
Abstract
We present an alternative approach to the analysis of nonlinear systems with long-term memory that is based on the Koopman operator and a Lévy transformation in time. Memory effects are considered to be the result of interactions between a system and its surrounding environment. The analysis leads to the decomposition of a nonlinear system with memory into modes whose temporal behavior is anomalous and lacks a characteristic scale. On average, the time evolution of a mode follows a Mittag-Leffler function, and the system can be described using the fractional calculus. The general theory is demonstrated on the fractional linear harmonic oscillator and the fractional nonlinear logistic equation. When analyzing data from an ill-defined (black-box) system, the spectral decomposition in terms of Mittag-Leffler functions that we propose may uncover inherent memory effects through identification of a small set of dynamically relevant structures that would otherwise be obscured by conventional spectral methods. Consequently, the theoretical concepts we present may be useful for developing more general methods for numerical modeling that are able to determine whether observables of a dynamical system are better represented by memoryless operators, or operators with long-term memory in time, when model details are unknown.
Collapse
Affiliation(s)
- Adam Svenkeson
- Vehicle Technology Directorate, Army Research Laboratory, Aberdeen Proving Ground, Maryland 21005, USA
| | - Bryan Glaz
- Vehicle Technology Directorate, Army Research Laboratory, Aberdeen Proving Ground, Maryland 21005, USA
| | - Samuel Stanton
- Engineering Science Directorate, Army Research Office, Research Triangle Park, North Carolina 27709, USA
| | - Bruce J West
- Information Science Directorate, Army Research Office, Research Triangle Park, North Carolina 27709, USA
| |
Collapse
|
26
|
Pramukkul P, Svenkeson A, Grigolini P. Effect of noise and detector sensitivity on a dynamical process: inverse power law and Mittag-Leffler interevent time survival probabilities. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:022107. [PMID: 25353422 DOI: 10.1103/physreve.89.022107] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/16/2013] [Indexed: 06/04/2023]
Abstract
We study the combined effects of noise and detector sensitivity on a dynamical process that generates intermittent events mimicking the behavior of complex systems. By varying the sensitivity level of the detector we move between two forms of complexity, from inverse power law to Mittag-Leffler interevent time survival probabilities. Here fluctuations fight against complexity, causing an exponential truncation to the survival probability. We show that fluctuations of relatively weak intensity have a strong effect on the generation of Mittag-Leffler complexity, providing a reason why stretched exponentials are frequently found in nature. Our results afford a more unified picture of complexity resting on the Mittag-Leffler function and encompassing the standard inverse power law definition.
Collapse
Affiliation(s)
- Pensri Pramukkul
- Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, Texas 76203-1427, USA and Faculty of Science and Technology, Chiang Mai Rajabhat University, 202 Chang Phuak Road, Muang, Chiang Mai 50300, Thailand
| | - Adam Svenkeson
- Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, Texas 76203-1427, USA
| | - Paolo Grigolini
- Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, Texas 76203-1427, USA
| |
Collapse
|
27
|
Herrera-Hernández EC, Coronado M, Hernández-Coronado H. Fractal continuum model for tracer transport in a porous medium. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 88:063004. [PMID: 24483554 DOI: 10.1103/physreve.88.063004] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/09/2013] [Revised: 08/21/2013] [Indexed: 06/03/2023]
Abstract
A model based on the fractal continuum approach is proposed to describe tracer transport in fractal porous media. The original approach has been extended to treat tracer transport and to include systems with radial and uniform flow, which are cases of interest in geoscience. The models involve advection due to the fluid motion in the fractal continuum and dispersion whose mathematical expression is taken from percolation theory. The resulting advective-dispersive equations are numerically solved for continuous and for pulse tracer injection. The tracer profile and the tracer breakthrough curve are evaluated and analyzed in terms of the fractal parameters. It has been found in this work that anomalous transport frequently appears, and a condition on the fractal parameter values to predict when sub- or superdiffusion might be expected has been obtained. The fingerprints of fractality on the tracer breakthrough curve in the explored parameter window consist of an early tracer breakthrough and long tail curves for the spherical and uniform flow cases, and symmetric short tailed curves for the radial flow case.
Collapse
Affiliation(s)
- E C Herrera-Hernández
- Instituto Mexicano del Petróleo, Eje Central Lázaro Cárdenas 152, 07730, México D.F., Mexico
| | - M Coronado
- Instituto Mexicano del Petróleo, Eje Central Lázaro Cárdenas 152, 07730, México D.F., Mexico
| | - H Hernández-Coronado
- Instituto Mexicano del Petróleo, Eje Central Lázaro Cárdenas 152, 07730, México D.F., Mexico, and Instituto de Ciencias Nucleares, Universidad Nacional Autónoma de México, C. U., 04510, México D.F., Mexico
| |
Collapse
|
28
|
Bao JD, Liu J. Group superballistic diffusion: bimodal velocity inducing coexistence of two states in a corrugated plane. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 88:022153. [PMID: 24032820 DOI: 10.1103/physreve.88.022153] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/12/2013] [Revised: 07/10/2013] [Indexed: 06/02/2023]
Abstract
We consider anomalous diffusion of a particle moving in a tilted periodic potential in the presence of Lévy noise and nonlinear friction. Using Monte Carlo simulations, we have found some interesting characteristics of diffusion in such a nonlinear system: when the noise intensity is weak and the external force is close to the critical value at which local minima of the potential just vanish, the nonmonotonic behavior of the effective diffusion index and the superballistic diffusion are observed. This is due to the bimodal nature of the velocity distribution, and thus the test particles exist in either a running state or a long-tailed behind state in the spatial coordinate; the latter is disintegrated into small pieces of the probability peaks. We provide a relation between the group diffusion coefficient and the phase diffusion coefficient. It is shown that the distance between the above two-state centers increasing with time plays the definitive role in the superballistic group diffusion.
Collapse
Affiliation(s)
- Jing-Dong Bao
- Department of Physics, Beijing Normal University, Beijing 100875, China
| | | |
Collapse
|
29
|
Abe S. Variational principle for fractional kinetics and the Lévy Ansatz. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 88:022142. [PMID: 24032810 DOI: 10.1103/physreve.88.022142] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/09/2013] [Indexed: 05/20/2023]
Abstract
A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatiotemporal fractionality, and a variational solution is obtained with the help of the Lévy Ansatz. It is shown how the whole range from subdiffusion to superdiffusion is realized by the variational solution as a competing effect between the long waiting time and the long jump. The motion of the center of the probability distribution is also analyzed in the case of a periodic drift.
Collapse
Affiliation(s)
- Sumiyoshi Abe
- Department of Physical Engineering, Mie University, Mie 514-8507, Japan
| |
Collapse
|
30
|
Marquez-Lago TT, Leier A, Burrage K. Anomalous diffusion and multifractional Brownian motion: simulating molecular crowding and physical obstacles in systems biology. IET Syst Biol 2013; 6:134-42. [PMID: 23039694 DOI: 10.1049/iet-syb.2011.0049] [Citation(s) in RCA: 31] [Impact Index Per Article: 2.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/21/2022] Open
Abstract
There have been many recent studies from both experimental and simulation perspectives in order to understand the effects of spatial crowding in molecular biology. These effects manifest themselves in protein organisation on the plasma membrane, on chemical signalling within the cell and in gene regulation. Simulations are usually done with lattice- or meshless-based random walks but insights can also be gained through the computation of the underlying probability density functions of these stochastic processes. Until recently much of the focus had been on continuous time random walks, but some very recent work has suggested that fractional Brownian motion may be a good descriptor of spatial crowding effects in some cases. The study compares both fractional Brownian motion and continuous time random walks and highlights how well they can represent different types of spatial crowding and physical obstacles. Simulated spatial data, mimicking experimental data, was first generated by using the package Smoldyn. We then attempted to characterise this data through continuous time anomalously diffusing random walks and multifractional Brownian motion (MFBM) by obtaining MFBM paths that match the statistical properties of our sample data. Although diffusion around immovable obstacles can be reasonably characterised by a single Hurst exponent, we find that diffusion in a crowded environment seems to exhibit multifractional properties in the form of a different short- and long-time behaviour.
Collapse
|
31
|
Fedotov S, Falconer S. Subdiffusive master equation with space-dependent anomalous exponent and structural instability. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:031132. [PMID: 22587063 DOI: 10.1103/physreve.85.031132] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/11/2011] [Indexed: 05/31/2023]
Abstract
We derive the fractional master equation with space-dependent anomalous exponent. We analyze the asymptotic behavior of the corresponding lattice model both analytically and by Monte Carlo simulation. We show that the subdiffusive fractional equations with constant anomalous exponent μ in a bounded domain [0,L] are not structurally stable with respect to the nonhomogeneous variations of parameter μ. In particular, the Gibbs-Boltzmann distribution is no longer the stationary solution of the fractional Fokker-Planck equation whatever the space variation of the exponent might be. We analyze the random distribution of μ in space and find that in the long-time limit, the probability distribution is highly intermediate in space and the behavior is completely dominated by very unlikely events. We show that subdiffusive fractional equations with the nonuniform random distribution of anomalous exponent is an illustration of a "Black Swan," the low probability event of the small value of the anomalous exponent that completely dominates the long-time behavior of subdiffusive systems.
Collapse
Affiliation(s)
- Sergei Fedotov
- School of Mathematics, The University of Manchester, Manchester, United Kingdom
| | | |
Collapse
|
32
|
Zhang Y, Papelis C. Particle-tracking simulation of fractional diffusion-reaction processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:066704. [PMID: 22304217 DOI: 10.1103/physreve.84.066704] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/18/2011] [Revised: 11/25/2011] [Indexed: 05/31/2023]
Abstract
Computer simulation of reactive transport in heterogeneous systems remains a challenge due to the multiscale nature of reactive dynamics and the non-Fickian behavior of transport. This study develops a fully Lagrangian approach via particle tracking to describe the reactive transport controlled by the tempered super- or subdiffusion. In the particle-tracking algorithm, the local-scale reaction is affected by the interaction radius between adjacent reactants, whose motion can be simulated by the Langevin equations corresponding to the tempered stable models. Lagrangian simulation results show that the transient superdiffusion enhances the reaction by enhancing the degree of mixing of the reactants. The proposed particle-tracking scheme can also be extended conveniently to multiscale superdiffusion. For the case of transient subdiffusion, the trapping of solutes in the immobile phase can either decrease or accelerate the reaction rate, depending on the initial condition of the reactant particles. Further practical applications show that the new solver efficiently captures bimolecular reactions observed in laboratories.
Collapse
Affiliation(s)
- Yong Zhang
- Desert Research Institute, Las Vegas, Nevada 89119, USA.
| | | |
Collapse
|
33
|
Lü Y, Bao JD. Inertial Lévy flight. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:051108. [PMID: 22181370 DOI: 10.1103/physreve.84.051108] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/09/2011] [Indexed: 05/31/2023]
Abstract
Lévy flights with inertial term in various potentials are studied analytically and numerically in terms of the fractional Fokker-Planck equation. The probability density functions of the Lévy flight particle in the linear and harmonic potentials are exactly obtained and a transient contribution of inertial term is found in the case of linear potential, which can be neglected when evolution time is much longer than γ(-1) (γ is the damping coefficient); for the harmonic potential, where the stationary state has still infinite variance of coordinate and its width is larger than that of the inertialess case for arbitrary Lévy index μ in the region of 0<μ<2, we still find that the distribution of velocity of the particle is also the Lévy-type one. Moreover, a crossover from bimodal to unimodal shape for the spatial distribution is shown in the anharmonic potential. Finally, we represent an analytical expression of the rate constant for the inertial Lévy flight particle escaping from a metastable potential by using the reactive flux method and show that the rate is a nonmonotonic function of the Lévy index.
Collapse
Affiliation(s)
- Yan Lü
- Department of Physics, Beijing Normal University, Beijing 100875, People's Republic of China
| | | |
Collapse
|
34
|
Abstract
In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs.
Collapse
|
35
|
Jiang J, Wu J. Simulation of continuous-time random walks by the pruned-enriched method. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:036710. [PMID: 22060532 DOI: 10.1103/physreve.84.036710] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/20/2011] [Revised: 08/03/2011] [Indexed: 05/31/2023]
Abstract
We generalize the pruned-enriched method to simulate the probability distribution of the continuous-time random walk. The small probabilities that the pruned-enriched method can simulate could be many orders of magnitude smaller than the minimum probability obtained from the particle-tracking method when the computational costs of the two methods are the same. In addition, we propose a new criterion for pruning enrichment to improve the efficiency of the pruned-enriched method.
Collapse
Affiliation(s)
- Jianguo Jiang
- Department of HydroSciences, Nanjing University, Nanjing 210093, China.
| | | |
Collapse
|
36
|
Abreu EMC, Godinho CFL. Fractional Dirac bracket and quantization for constrained systems. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:026608. [PMID: 21929129 DOI: 10.1103/physreve.84.026608] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/21/2011] [Revised: 07/18/2011] [Indexed: 05/31/2023]
Abstract
So far, it is not well known how to deal with dissipative systems. There are many paths of investigation in the literature and none of them present a systematic and general procedure to tackle the problem. On the other hand, it is well known that the fractional formalism is a powerful alternative when treating dissipative problems. In this paper, we propose a detailed way of attacking the issue using fractional calculus to construct an extension of the Dirac brackets in order to carry out the quantization of nonconservative theories through the standard canonical way. We believe that, by using the extended Dirac bracket definition, it will be possible to analyze more deeply gauge theories starting with second-class systems.
Collapse
Affiliation(s)
- Everton M C Abreu
- Grupo de Física Teórica, Departamento de Física, Universidade Federal Rural do Rio de Janeiro, BR 465-07, 23890-971 Seropédica, RJ, Brazil.
| | | |
Collapse
|
37
|
Dybiec B. Escape from the potential well: competition between long jumps and long waiting times. J Chem Phys 2010; 133:244114. [PMID: 21197983 DOI: 10.1063/1.3511722] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
Abstract
Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and numerical methods, we demonstrate that the presence of long waiting times distributed according to a power-law distribution with a diverging mean leads to very general asymptotic properties of the survival probability. The observed survival probability asymptotically decays like a power law whose form is not affected by the value of the exponent characterizing the power law jump length distribution. It is demonstrated that this behavior is typical of and generic for systems exhibiting long waiting times. We also show that the survival probability has a universal character not only asymptotically, but also at small times. Finally, it is indicated which properties of the first passage time density are sensitive to the exact value of the exponent characterizing the jump length distribution.
Collapse
Affiliation(s)
- Bartłomiej Dybiec
- Marian Smoluchowski Institute of Physics, and Mark Kac Center for Complex Systems Research, Jagellonian University, ul. Reymonta 4, 30-059 Kraków, Poland.
| |
Collapse
|
38
|
Dybiec B, Gudowska-Nowak E. Subordinated diffusion and continuous time random walk asymptotics. CHAOS (WOODBURY, N.Y.) 2010; 20:043129. [PMID: 21198099 DOI: 10.1063/1.3522761] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/30/2023]
Abstract
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.
Collapse
Affiliation(s)
- Bartłomiej Dybiec
- Marian Smoluchowski Institute of Physics and Mark Kac Center for Complex Systems Research, Jagiellonian University, ul. Reymonta 4, 30-059 Kraków, Poland.
| | | |
Collapse
|
39
|
Voller VR, Paola C. Can anomalous diffusion describe depositional fluvial profiles? ACTA ACUST UNITED AC 2010. [DOI: 10.1029/2009jf001278] [Citation(s) in RCA: 35] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/10/2022]
Affiliation(s)
- V. R. Voller
- Department of Civil and Environmental Engineering; Saint Anthony Falls Laboratory; Minneapolis Minnesota USA
| | - C. Paola
- Department of Geology and Geophysics; Saint Anthony Falls Laboratory; Minneapolis Minnesota USA
| |
Collapse
|
40
|
Ganti V, Meerschaert MM, Foufoula-Georgiou E, Viparelli E, Parker G. Normal and anomalous diffusion of gravel tracer particles in rivers. ACTA ACUST UNITED AC 2010. [DOI: 10.1029/2008jf001222] [Citation(s) in RCA: 129] [Impact Index Per Article: 9.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/09/2022]
Affiliation(s)
- Vamsi Ganti
- Saint Anthony Falls Laboratory and National Center for Earth-surface Dynamics, Department of Civil Engineering; University of Minnesota-Twin Cities; Minneapolis Minnesota USA
| | - Mark M. Meerschaert
- Department of Statistics and Probability; Michigan State University; East Lansing Michigan USA
| | - Efi Foufoula-Georgiou
- Saint Anthony Falls Laboratory and National Center for Earth-surface Dynamics, Department of Civil Engineering; University of Minnesota-Twin Cities; Minneapolis Minnesota USA
| | - Enrica Viparelli
- Ven Te Chow Hydrosystems Laboratory, Department of Civil and Environmental Engineering; University of Illinois at Urbana Champaign; Urbana Illinois USA
| | - Gary Parker
- Ven Te Chow Hydrosystems Laboratory, Department of Civil and Environmental Engineering; University of Illinois at Urbana Champaign; Urbana Illinois USA
| |
Collapse
|
41
|
Fa KS, Wang KG. Continuous time random walk with generic waiting time and external force. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:051126. [PMID: 20866204 DOI: 10.1103/physreve.81.051126] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/17/2010] [Indexed: 05/29/2023]
Abstract
We derive an integrodifferential diffusion equation for decoupled continuous time random walk that is valid for a generic waiting time probability density function and external force. Using this equation we also study diffusion behaviors for a couple of specific waiting time probability density functions such as exponential, a combination of power law and generalized Mittag-Leffler function and a sum of exponentials under the influence of a harmonic trap. We show that first two waiting time probability density functions can reproduce the results of the ordinary and fractional diffusion equations for all the time regions from small to large times. But the third one shows a much more complicated pattern. Furthermore, from the integrodifferential diffusion equation we show that the second Einstein relation can hold for any waiting time probability density function.
Collapse
Affiliation(s)
- Kwok Sau Fa
- Departamento de Física, Universidade Estadual de Maringá, Av. Colombo 5790, 87020-900 Maringá, PR, Brazil.
| | | |
Collapse
|
42
|
Weron K, Jurlewicz A, Magdziarz M, Weron A, Trzmiel J. Overshooting and undershooting subordination scenario for fractional two-power-law relaxation responses. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:041123. [PMID: 20481693 DOI: 10.1103/physreve.81.041123] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/28/2009] [Revised: 03/05/2010] [Indexed: 05/29/2023]
Abstract
In this paper, we propose a transparent subordination approach to anomalous diffusion processes underlying the nonexponential relaxation. We investigate properties of a coupled continuous-time random walk that follows from modeling the occurrence of jumps with compound counting processes. As a result, two different diffusion processes corresponding to over- and undershooting operational times, respectively, have been found. We show that within the proposed framework, all empirical two-power-law relaxation patterns may be derived. This work is motivated by the so-called "less typical" relaxation behavior observed, e.g., for gallium-doped Cd0.99Mn0.01Te mixed crystals.
Collapse
Affiliation(s)
- Karina Weron
- Institute of Physics, Wrocław University of Technology, Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland
| | | | | | | | | |
Collapse
|
43
|
Fa KS, Wang KG. Integrodifferential diffusion equation for continuous-time random walk. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:011126. [PMID: 20365342 DOI: 10.1103/physreve.81.011126] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/29/2009] [Revised: 11/22/2009] [Indexed: 05/29/2023]
Abstract
In this paper, we present an integrodifferential diffusion equation for continuous-time random walk that is valid for a generic waiting time probability density function. Using this equation, we also study diffusion behaviors for a couple of specific waiting time probability density functions such as exponential and a combination of power law and generalized Mittag-Leffler function. We show that for the case of the exponential waiting time probability density function, a normal diffusion is generated and the probability density function is Gaussian distribution. In the case of the combination of a power law and generalized Mittag-Leffler waiting probability density function, we obtain the subdiffusive behavior for all the time regions from small to large times and probability density function is non-Gaussian distribution.
Collapse
Affiliation(s)
- Kwok Sau Fa
- Departamento de Física, Universidade Estadual de Maringá, 87020-900 Maringá, PR, Brazil.
| | | |
Collapse
|
44
|
Ganti V, Singh A, Passalacqua P, Foufoula-Georgiou E. Subordinated Brownian motion model for sediment transport. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 80:011111. [PMID: 19658657 DOI: 10.1103/physreve.80.011111] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/29/2008] [Revised: 05/04/2009] [Indexed: 05/28/2023]
Abstract
Following the introduction of the Brownian motion model for sediment transport by Einstein, several stochastic models have been explored in the literature motivated by the need to reproduce the observed non-Gaussian probability density functions (PDFs) of the sediment transport rates observed in laboratory experiments. Recent studies have presented evidence that PDFs of bed elevation and sediment transport rates depend on time scale (sampling time), but this dependence is not accounted for in any previous stochastic models. Here we propose an extension of Brownian motion, called fractional Laplace motion, as a model for sediment transport which acknowledges the fact that the time over which the gravel particles are in motion is in itself a random variable. We show that this model reproduces the multiscale statistics of sediment transport rates as quantified via a large-scale laboratory experiment.
Collapse
Affiliation(s)
- Vamsi Ganti
- Department of Civil Engineering, St. Anthony Falls Laboratory and National Center for Earth-Surface Dynamics, University of Minnesota, Minnesota, USA
| | | | | | | |
Collapse
|
45
|
Kozubowski TJ, Meerschaert MM. A bivariate infinitely divisible distribution with exponential and Mittag–Leffler marginals. Stat Probab Lett 2009. [DOI: 10.1016/j.spl.2009.03.024] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
|
46
|
Germano G, Politi M, Scalas E, Schilling RL. Stochastic calculus for uncoupled continuous-time random walks. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 79:066102. [PMID: 19658559 DOI: 10.1103/physreve.79.066102] [Citation(s) in RCA: 17] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/25/2008] [Revised: 02/24/2009] [Indexed: 05/28/2023]
Abstract
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.
Collapse
Affiliation(s)
- Guido Germano
- Fachbereich Chemie und WZMW, Philipps-Universität Marburg, 35032 Marburg, Germany.
| | | | | | | |
Collapse
|
47
|
Lutsko JF, Boon JP. Generalized diffusion: a microscopic approach. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2008; 77:051103. [PMID: 18643022 DOI: 10.1103/physreve.77.051103] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/28/2007] [Indexed: 05/26/2023]
Abstract
The Fokker-Planck equation for the probability f(r,t) to find a random walker at position r at time t is derived for the case that the probability to make jumps depends nonlinearly on f(r,t) . The result is a generalized form of the classical Fokker-Planck equation where the effects of drift, due to a violation of detailed balance, and of external fields are also considered. It is shown that in the absence of drift and external fields a scaling solution, describing anomalous diffusion, is possible only if the nonlinearity in the jump probability is of the power law type [ approximately f;{eta}(r,t)] , in which case the generalized Fokker-Planck equation reduces to the porous media equation. Monte Carlo simulations are shown to confirm the theoretical results.
Collapse
Affiliation(s)
- James F Lutsko
- Physics Department, Université Libre de Bruxelles, Code Postal 231, 1050-Bruxelles, Belgium.
| | | |
Collapse
|
48
|
Weron A, Magdziarz M, Weron K. Modeling of subdiffusion in space-time-dependent force fields beyond the fractional Fokker-Planck equation. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2008; 77:036704. [PMID: 18517554 DOI: 10.1103/physreve.77.036704] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/03/2007] [Indexed: 05/26/2023]
Abstract
In this paper we attack the challenging problem of modeling subdiffusion with an arbitrary space-time-dependent driving. Our method is based on a combination of the Langevin-type dynamics with subordination techniques. For the case of a purely time-dependent force, we recover the death of linear response and field-induced dispersion -- two significant physical properties well-known from the studies based on the fractional Fokker-Planck equation. However, our approach allows us to study subdiffusive dynamics without referring to this equation.
Collapse
Affiliation(s)
- Aleksander Weron
- Hugo Steinhaus Center, Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wroclaw, Poland.
| | | | | |
Collapse
|