Generalized diffusion: a microscopic approach

Non-Additive Entropic Forms and Evolution Equations for Continuous and Discrete Probabilities

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker-Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker-Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker-Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed.

Equilibrium States in Two-Temperature Systems

Systems characterized by more than one temperature usually appear in nonequilibrium statistical mechanics. In some cases, e.g., glasses, there is a temperature at which fast variables become thermalized, and another case associated with modes that evolve towards an equilibrium state in a very slow way. Recently, it was shown that a system of vortices interacting repulsively, considered as an appropriate model for type-II superconductors, presents an equilibrium state characterized by two temperatures. The main novelty concerns the fact that apart from the usual temperature T, related to fluctuations in particle velocities, an additional temperature θ was introduced, associated with fluctuations in particle positions. Since they present physically distinct characteristics, the system may reach an equilibrium state, characterized by finite and different values of these temperatures. In the application of type-II superconductors, it was shown that θ≫T, so that thermal effects could be neglected, leading to a consistent thermodynamic framework based solely on the temperature θ. In the present work, a more general situation, concerning a system characterized by two distinct temperatures θ1 and θ2, which may be of the same order of magnitude, is discussed. These temperatures appear as coefficients of different diffusion contributions of a nonlinear Fokker-Planck equation. An H-theorem is proven, relating such a Fokker-Planck equation to a sum of two entropic forms, each of them associated with a given diffusion term; as a consequence, the corresponding stationary state may be considered as an equilibrium state, characterized by two temperatures. One of the conditions for such a state to occur is that the different temperature parameters, θ1 and θ2, should be thermodynamically conjugated to distinct entropic forms, S1 and S2, respectively. A functional Λ[P]≡Λ(S1[P],S2[P]) is introduced, which presents properties characteristic of an entropic form; moreover, a thermodynamically conjugated temperature parameter γ(θ1,θ2) can be consistently defined, so that an alternative physical description is proposed in terms of these pairs of variables. The physical consequences, and particularly, the fact that the equilibrium-state distribution, obtained from the Fokker-Planck equation, should coincide with the one from entropy extremization, are discussed.

Concentration-Encoded Subdiffusive Molecular Communication: Theory, Channel Characteristics, and Optimum Signal Detection

Unlike normal diffusion, in anomalous diffusion, the movement of a molecule is described by the correlated random walk model where the mean square displacement of a molecule depends on the power law of time. In molecular communication (MC), there are many scenarios when the propagation of molecules cannot be described by normal diffusion process, where anomalous diffusion is a better fit. In this paper, the effects of anomalous subdiffusion on concentration-encoded molecular communication (CEMC) are investigated. Although classical (i.e., normal) diffusion is a widely-used model of diffusion in molecular communication (MC) research, anomalous subdiffusion is quite common in biological media involving bio-nanomachines, yet inadequately addressed as a research issue so far. Using the fractional diffusion approach, the molecular propagation effects in the case of pure subdiffusion occurring in an unbounded three-dimensional propagation medium have been shown in detail in terms of temporal dispersion parameters of the impulse response of the subdiffusive channel. Correspondingly, the bit error rate (BER) performance of a CEMC system is investigated with sampling-based (SD) and strength (i.e., energy)-based (ED) signal detection methods. It is found that anomalous subdiffusion has distinctive time-dispersive properties that play a vital role in accurately designing a subdiffusive CEMC system. Unlike normal diffusion, to detect information symbols in subdiffusive CEMC, a receiver requires larger memory size to operate correctly and hence a more complex structure. An in-depth analysis has been made on the performances of SD and ED optimum receiver models under diffusion noise and intersymbol interference (ISI) scenarios when communication range, transmission data rate, and memory size vary. In subdiffusive CEMC, the SD method.

Nonlinear Ehrenfest's urn model

Ehrenfest's urn model is modified by introducing nonlinear terms in the associated transition probabilities. It is shown that these modifications lead, in the continuous limit, to a Fokker-Planck equation characterized by two competing diffusion terms, namely, the usual linear one and a nonlinear diffusion term typical of anomalous diffusion. By considering a generalized H theorem, the associated entropy is calculated, resulting in a sum of Boltzmann-Gibbs and Tsallis entropic forms. It is shown that the stationary state of the associated Fokker-Planck equation satisfies precisely the same equation obtained by extremization of the entropy. Moreover, the effects of the nonlinear contributions on the entropy production phenomenon are also analyzed.

Microscopic theory of anomalous diffusion based on particle interactions

We present a master equation formulation based on a Markovian random walk model that exhibits subdiffusion, classical diffusion, and superdiffusion as a function of a single parameter. The nonclassical diffusive behavior is generated by allowing for interactions between a population of walkers. At the macroscopic level, this gives rise to a nonlinear Fokker-Planck equation. The diffusive behavior is reflected not only in the mean squared displacement [<r(2)(t)>~t(γ) with 0<γ≤1.5] but also in the existence of self-similar scaling solutions of the Fokker-Planck equation. We give a physical interpretation of sub- and superdiffusion in terms of the attractive and repulsive interactions between the diffusing particles and we discuss analytically the limiting values of the exponent γ. Simulations based on the master equation are shown to be in agreement with the analytical solutions of the nonlinear Fokker-Planck equation in all three diffusion regimes.

Exclusion processes: short-range correlations induced by adhesion and contact interactions

We analyze the out-of-equilibrium behavior of exclusion processes where agents interact with their nearest neighbors, and we study the short-range correlations which develop because of the exclusion and other contact interactions. The form of interactions we focus on, including adhesion and contact-preserving interactions, is especially relevant for migration processes of living cells. We show the local agent density and nearest-neighbor two-point correlations resulting from simulations on two-dimensional lattices in the transient regime where agents invade an initially empty space from a source and in the stationary regime between a source and a sink. We compare the results of simulations with the corresponding quantities derived from the master equation of the exclusion processes, and in both cases, we show that, during the invasion of space by agents, a wave of correlations travels with velocity v(t)~t(-1/2). The relative placement of this wave to the agent density front and the time dependence of its height may be used to discriminate between different forms of contact interactions or to quantitatively estimate the intensity of interactions. We discuss, in the stationary density profile between a full and an empty reservoir of agents, the presence of a discontinuity close to the empty reservoir. Then we develop a method for deriving approximate hydrodynamic limits of the processes. From the resulting systems of partial differential equations, we recover the self-similar behavior of the agent density and correlations during space invasion.

Reaction-diffusion processes with nonlinear diffusion

We study reaction-diffusion processes with concentration-dependent diffusivity. First, the decay of the concentration in the single-species and two-species diffusion-controlled annihilation processes is determined. We then consider two natural inhomogeneous realizations. The two-species annihilation process is investigated in the situation when the reactants are initially separated, namely each species occupies a half space. In particular, we establish the growth law of the width of the reaction zone. The single-species annihilation process is studied in the situation when the spatially localized source drives the system toward the nonequilibrium steady state. Finally, we investigate a dissolution process with a localized source of diffusing atoms which react with the initially present immobile atoms forming immobile molecules.

Microscopic approach to nonlinear reaction-diffusion: the case of morphogen gradient formation

We develop a microscopic theory for reaction-diffusion (RD) processes based on a generalization of Einstein's master equation [Ann. Phys. 17, 549 (1905)] with a reactive term and show how the mean-field formulation leads to a generalized RD equation with nonclassical solutions. For the nth-order annihilation reaction A+A+A+···+A→0, we obtain a nonlinear reaction-diffusion equation for which we discuss scaling and nonscaling formulations. We find steady states with solutions either exhibiting long-range power-law behavior showing the relative dominance of subdiffusion over reaction effects in constrained systems or, conversely, solutions that go to zero a finite distance from the source, i.e., having finite support of the concentration distribution, describing situations in which diffusion is slow and extinction is fast. Theoretical results are compared with experimental data for morphogen gradient formation.

Continuous-time random-walk model of transport in variably saturated heterogeneous porous media

We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the cases of homogeneous and heterogeneous porous materials. Within a fractal mobile-immobile continuous time random-walk framework, the heterogeneity will be characterized by algebraically decaying particle retention times. We derive the corresponding (nonlinear) continuum-limit partial differential equations and we compare their solutions to Monte Carlo simulation results. The proposed methodology is fairly general and can be used to track fluid and solutes particles trajectories for a variety of initial and boundary conditions.

Mass transport subject to time-dependent flow with nonuniform sorption in porous media

We address the description of solutes flow with trapping processes in porous media. Starting from a small-scale model for tracer particle trajectories, we derive the corresponding governing equations for the concentration of the mobile and immobile phases within a fractal mobile-immobile model approach. We show that this formulation is fairly general and can easily take into account nonconstant coefficients and in particular space-dependent sorption rates. The transport equations are solved numerically and a comparison with Monte Carlo particle-tracking simulations of spatial contaminant profiles and breakthrough curves is proposed, so as to illustrate the obtained results.

Nonlinear random-walk approach to concentration-dependent contaminant transport in porous media

We propose a nonlinear random-walk model to describe the dynamics of dense contaminant plumes in porous media. A coupling between concentration and velocity fields is found so that transport displays non-Fickian features. The qualitative behavior of the pollutant spatial profiles and moments is explored with the help of Monte Carlo simulation, within a continuous-time random-walk approach. Model outcomes are then compared with experimental measurements of variable-density contaminant transport in homogeneous and saturated vertical columns.