Non-Gaussian transport measurements and the Einstein relation in amorphous silicon

Enhanced Exciton Drift Transport through Suppressed Diffusion in One-Dimensional Guides

Drift-diffusion dynamics is investigated in a one-dimensional (1D) exciton guide at room temperature. Spatial engineering of the exciton energy in a WSe2 monolayer is achieved using local strain to confine and direct exciton transport. An unexpected and massive deviation from the Einstein relation is observed and correlated to exciton capture by defects. We find that the capture reduces exciton temperature and diffusion so much that drift transport visibility improves to 38% as excitons traverse asymmetrically over regions with occupied defect states. Based on measurements over multiple potential gradients, we estimate the exciton mobility to be 169 ± 39 cm2/(eV s) at room temperature. Experiments at elevated exciton densities reveal that the exciton drift velocity monotonically increases with exciton density, unlike exciton mobility, due to contributions from nonequilibrium many-body effects.

Generalization on Entropy-Ruled Charge and Energy Transport for Organic Solids and Biomolecular Aggregates

Herein, a generalized version of the entropy-ruled charge and energy transport mechanism for organic solids and biomolecular aggregates is presented. The effects of thermal disorder and electric field on electronic transport in molecular solids have been quantified by entropy, which eventually varies with respect to the typical disorder (static or dynamic). Based on our previous differential entropy (h s )-driven charge transport method, we explore the nonsteady carrier energy flux principle for soft matter systems from small organic solids to macrobiomolecular aggregates. Through this principle, the synergic nature of charge and energy transport in different organic systems is addressed. In this work, entropy is the key parameter to classify whether the carrier dynamics is in a nonsteady or steady state. Besides that, we also propose the formulation for unifying the hopping and band transport, which provides the relaxation time-hopping rate relation and the relaxation time-effective mass ratio. The calculated disorder drift time (or entropy-weighted carrier drift time) for hole transport in an alkyl-substituted triphenylamine (TPA) molecular device is 9.3 × 10-7 s, which illustrates nuclear dynamics-coupled charge transfer kinetics. The existence of nonequilibrium transport is anticipated while the carrier dynamics is in the nonsteady state, which is further examined from the rate of traversing potential in octupolar molecules. Our entropy-ruled Einstein model connects the adiabatic band and nonadiabatic hopping transport mechanisms. The logarithmic current density at different electric field-assisted site energy differences provides information about the typical transport (whether trap-free diffusion or trap-assisted recombination) in molecular devices, which reflects in the Navamani-Shockley diode equation.

Fractional Integrable Nonlinear Soliton Equations

Nonlinear integrable equations serve as a foundation for nonlinear dynamics, and fractional equations are well known in anomalous diffusion. We connect these two fields by presenting the discovery of a new class of integrable fractional nonlinear evolution equations describing dispersive transport in fractional media. These equations can be constructed from nonlinear integrable equations using a widely generalizable mathematical process utilizing completeness relations, dispersion relations, and inverse scattering transform techniques. As examples, this general method is used to characterize fractional extensions to two physically relevant, pervasive integrable nonlinear equations: the Korteweg-deVries and nonlinear Schrödinger equations. These equations are shown to predict superdispersive transport of nondissipative solitons in fractional media.

Anomalous diffusion driven by the redistribution of internal stresses

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.

Nanoscale Disorder Generates Subdiffusive Heat Transport in Self-Assembled Nanocrystal Films

Investigating the impact of nanoscale heterogeneity on heat transport requires a spatiotemporal probe of temperature on the length and time scales intrinsic to heat navigating nanoscale defects. Here, we use stroboscopic optical scattering microscopy to visualize nanoscale heat transport in disordered films of gold nanocrystals. We find that heat transport appears subdiffusive at the nanoscale. Finite element simulations show that tortuosity of the heat flow underlies the subdiffusive transport, owing to a distribution of nonconductive voids. Thus, while heat travels diffusively through contiguous regions of the film, the tortuosity causes heat to navigate circuitous pathways that make the observed mean-squared expansion of an initially localized temperature distribution appear subdiffusive on length scales comparable to the voids. Our approach should be broadly applicable to uncover the impact of both designed and unintended heterogeneities in a wide range of materials and devices that can affect more commonly used spatially averaged thermal transport measurements.

A Computational Study of Isopropyl Alcohol Adsorption and Diffusion in UiO-66 Metal-Organic Framework: The Role of Missing Linker Defect

Defect engineering leads to an effective manipulation of the physical and chemical properties of metal-organic frameworks (MOFs). Taking the common missing linker defect as an example, the defective MOF generally possesses larger pores and a greater surface area/volume ratio, both of which favor an increased amount of adsorption. When it comes to the self-diffusion of adsorbates in MOFs, however, the missing linker is a double-edged sword: the unsaturated metal sites, due to missing linkers, could interact more strongly with adsorbates and result in a slower self-diffusion. Therefore, it is of fundamental importance to evaluate the two competing factors and reveal which one is dominating, a faster self-diffusion due to larger volume or a slower self-diffusion owing to strong interactions at unsaturated sites. In this work, via Monte Carlo and molecular dynamics simulations, we investigate the behavior of isopropyl alcohol (IPA) in the Zr-based UiO-66 MOFs, with a specific focus on the missing linker effects. The results reveal that unsaturated Zr sites bind strongly with IPA molecules, which in return would significantly reduce the self-diffusion coefficient of IPA. Besides this, for the same level of missing linkers, the location of defective sites also makes a difference. We expect such a theoretical study will provide an in-depth understanding of self-diffusion under confinement, inspire better defect engineering strategics, and promote MOF based materials toward challenging real-life applications.

The Truncation Regularization Method for Identifying the Initial Value on Non-Homogeneous Time-Fractional Diffusion-Wave Equations

In the essay, we consider an initial value question for a mixed initial-boundary value of time-fractional diffusion-wave equations. This matter is an ill-posed problem; the solution relies discontinuously on the measured information. The truncation regularization technique is used for restoring the initial value functions. The convergence estimations are given in a priori regularization parameter choice regulations and a posteriori regularization parameter choice regulations. Numerical examples are given to demonstrate this is effective and practicable.

On the fluctuation-dissipation relation in non-equilibrium and non-Hamiltonian systems

We review generalized fluctuation-dissipation relations, which are valid under general conditions even in "nonstandard systems," e.g., out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in terms of suitable correlation functions computed in the unperturbed dynamics. In these relations, typically, one has nontrivial contributions due to the form of the stationary probability distribution; such terms take into account the interaction among the relevant degrees of freedom in the system. We illustrate the general formalism with some examples in nonstandard cases, including driven granular media, systems with a multiscale structure, active matter, and systems showing anomalous diffusion.

Memory-induced resonancelike suppression of spike generation in a resonate-and-fire neuron model

The behavior of a stochastic resonate-and-fire neuron model based on a reduction of a fractional noise-driven generalized Langevin equation (GLE) with a power-law memory kernel is considered. The effect of temporally correlated random activity of synaptic inputs, which arise from other neurons forming local and distant networks, is modeled as an additive fractional Gaussian noise in the GLE. Using a first-passage-time formulation, in certain system parameter domains exact expressions for the output interspike interval (ISI) density and for the survival probability (the probability that a spike is not generated) are derived and their dependence on input parameters, especially on the memory exponent, is analyzed. In the case of external white noise, it is shown that at intermediate values of the memory exponent the survival probability is significantly enhanced in comparison with the cases of strong and weak memory, which causes a resonancelike suppression of the probability of spike generation as a function of the memory exponent. Moreover, an examination of the dependence of multimodality in the ISI distribution on input parameters shows that there exists a critical memory exponent α_{c}≈0.402, which marks a dynamical transition in the behavior of the system. That phenomenon is illustrated by a phase diagram describing the emergence of three qualitatively different structures of the ISI distribution. Similarities and differences between the behavior of the model at internal and external noises are also discussed.

Memory effects for a stochastic fractional oscillator in a magnetic field

The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also discussed.

Photo-excited hot carrier dynamics in hydrogenated amorphous silicon imaged by 4D electron microscopy

Charge carrier dynamics in amorphous semiconductors has been a topic of intense research that has been propelled by modern applications in thin-film solar cells, transistors and optical sensors. Charge transport in these materials differs fundamentally from that in crystalline semiconductors owing to the lack of long-range order and high defect density. Despite the existence of well-established experimental techniques such as photoconductivity time-of-flight and ultrafast optical measurements, many aspects of the dynamics of photo-excited charge carriers in amorphous semiconductors remain poorly understood. Here, we demonstrate direct imaging of carrier dynamics in space and time after photo-excitation in hydrogenated amorphous silicon (a-Si:H) by scanning ultrafast electron microscopy (SUEM). We observe an unexpected regime of fast diffusion immediately after photoexcitation, together with spontaneous electron-hole separation and charge trapping induced by the atomic disorder. Our findings demonstrate the rich dynamics of hot carrier transport in amorphous semiconductors that can be revealed by direct imaging based on SUEM.

Length-dependent thermal transport in one-dimensional self-assembly of planar π-conjugated molecules

This work reports a thermal transport study in quasi-one-dimensional organic nanostructures self-assembled from conjugated planar molecules via π-π interactions. Thermal resistances of single crystalline copper phthalocyanine (CuPc) and perylenetetracarboxylic diimide (PTCDI) nanoribbons are measured via a suspended thermal bridge method. We experimentally observed the deviation from the linear length dependence for the thermal resistance of single crystalline β-phase CuPc nanoribbons, indicating possible subdiffusion thermal transport. Interestingly, a gradual transition to the linear length dependence is observed with the increase of the lateral dimensions of CuPc nanoribbons. The measured thermal resistance of single crystalline CuPc nanoribbons shows an increasing trend with temperature. However, the trend of temperature dependence of thermal resistance is reversed after electron irradiation, i.e., decreasing with temperature, indicating that the single crystalline CuPc nanoribbons become 'amorphous'. Similar behavior is also observed for PTCDI nanoribbons after electron irradiation, proving that the electron beam can induce amorphization of single crystalline self-assembled nanostructures of planar π-conjugated molecules. The measured thermal resistance of the 'amorphous' CuPc nanoribbon demonstrates a roughly linear dependence on the nanoribbon length, suggesting that normal diffusion dominates thermal transport.

Cage effect for the velocity correlation functions of a Brownian particle in viscoelastic shear flows

The long-time limit behavior of velocity correlation functions (VCFs) for an underdamped Brownian particle in an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law memory kernel. The influence of a fluctuating environment is modeled by an additive external fractional Gaussian noise. The exact expressions of the correlation functions of the fluctuating components of velocity for the Brownian particle in the shear plane have been calculated. Also, the particle's angular momentum is found. It is shown that in a certain region of the system parameters an interplay of the shear flow, memory effects, and external noise can induce a bounded long-time behavior of the VCFs, even in the shear flow direction, where in the case of internal noise the velocity process is subdiffusive, i.e., unbounded in time. Moreover, we find resonant behavior of the VCFs and the angular momentum versus the shear oscillation frequency, implying that they can be efficiently excited by oscillatory shear. The role of the initial positional distribution of particles is also discussed.

Fractional Brownian motion run with a multi-scaling clock mimics diffusion of spherical colloids in microstructural fluids

The collective molecular reorientations within a nematic liquid crystal fluid bathing a spherical colloid cause the colloid to diffuse anomalously on a short time scale (i.e., as a non-Brownian particle). The deformations and fluctuations of long-range orientational order in the liquid crystal profoundly influence the transient diffusive regimes. Here we show that an anisotropic fractional Brownian process run with a nonlinear multiscaling clock effectively mimics this collective and transient phenomenon. This novel process has memory, Gaussian increments, and a multiscale mean square displacement that can be chosen independently from the fractal dimension of a particle trajectory. The process is capable of modeling multiscale sub-, super-, or classical diffusion. The finite-size Lyapunov exponents for this multiscaling process are defined for future analysis of related mixing processes.

Anomalous diffusion and response in branched systems: a simple analysis

We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling arguments is able to predict the correct anomalous regime for different topologies. In addition, we show that even in the presence of anomalous diffusion, Einstein's relation still holds, implying a proportionality between the mean square displacement of the unperturbed systems and the drift induced by an external forcing.

Memory effects for a trapped Brownian particle in viscoelastic shear flows

The long-time limit behavior of the positional distribution for an underdamped Brownian particle in a fluctuating harmonic potential well, which is simultaneously exposed to an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law-type memory kernel. The influence of a fluctuating environment is modeled by a multiplicative white noise (fluctuations of the stiffness of the trapping potential) and by an additive internal fractional Gaussian noise. The exact expressions of the second-order moments of the fluctuating position for the Brownian particle in the shear plane have been calculated. Also, shear-induced cross correlation between particle fluctuations along orthogonal directions as well as the angular momentum are found. It is shown that interplay of shear flow, memory, and multiplicative noise can generate a variety of cooperation effects, such as energetic instability, multiresonance versus the shear frequency, and memory-induced anomalous diffusion in the direction of the shear flow. Particularly, two different critical memory exponents have been found, which mark dynamical transitions from a stationary regime to a subdiffusive (or superdiffusive) regime of the system. Similarities and differences between the behaviors of the models with oscillatory and nonoscillatory shear flow are also discussed.

No-go theorem for ergodicity and an Einstein relation

We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements (MSD) is broken, and/or the generalized Einstein relation for time averaged diffusivity and mobility is invalid, which is in complete contrast to normal diffusion processes. We also give a general relation for the time averages of drift and MSD for ergodic (in the MSD sense) anomalous diffusion processes, showing that the ratio of these quantities depends on the measurement time. The Lévy walk model is used to exemplify the no-go theorem.

Nonlinear response and crowding effects in microrheology

The mobility of tagged particles in a microrheological setup has been investigated via molecular dynamics simulations of a three-dimensional Lennard-Jones binary mixture. After coupling a small number of particles to a constant external driving force, the drift velocity and other observables of the dragged probe particles are reported in the linear and nonlinear response regime. In the nonlinear regime significant crowding effects are observed, thereby creating stringlike structures. Formation of the strings further enhances the nonlinear effects. A systematic study of these effects' dependence on temperature and total number of driven probe atoms is presented.

Path-integral formulation for Lévy flights: evaluation of the propagator for free, linear, and harmonic potentials in the over- and underdamped limits

Lévy flights can be described using a Fokker-Planck equation, which involves a fractional derivative operator in the position coordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show that the solution of the equation can be written as a Hamiltonian path integral. Though this has been realized in the literature, the method has not found applications as the path integral appears difficult to evaluate. We show that a method in which one integrates over the position coordinates first, after which integration is performed over the momentum coordinates, can be used to evaluate several path integrals that are of interest. Using this, we evaluate the propagators for (a) free particle, (b) particle subjected to a linear potential, and (c) harmonic potential. In all the three cases, we have obtained results for both overdamped and underdamped cases.

Generalized Langevin equation with multiplicative noise: temporal behavior of the autocorrelation functions

The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.

Interdiffusion and Carrier Recombination in High Intensity Transient Gratings

Transient grating (TG) experiments were performed to study carrier diffusion and recombination in amorphous silicon films (a-Si:H) at high light intensities using 8 ns pulses from a frequency-doubled Nd:YAG laser. The ambipolar diffusion coefficients reached about 10−2cm2/s, which is 2 orders of magnitude larger than the steady-state value. Similar results were obtained in intrinsic, p-, and n-doped a-Si:H films, indicating that the diffusion coefficients in all cases reflect the near band edge mobility of the slower carriers, that is holes. In particular, the p-type sample shows an initially fast, then a slow grating efficiency decay, consistent with dispersive transport.

Fractional brownian motion run with a nonlinear clock

We construct a family of stochastic processes with nonstationary, correlated increments which allow a priori independent selections of both fractal dimension and mean-square displacement. The family is essentially fractional Brownian motion (fBm) run with a nonlinear clock (fBm-nlc). The fractal dimension of fBm-nlc is shown to be the same as that of the underlying fBm process. We also compute the p-variation and discuss the problems in using this to differentiate between diffusive processes. The fBm-nlc process illustrates that the range of anomalous diffusive processes has not been adequately explored.

Continuous time random walk with generic waiting time and external force

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.

Kramers-like escape driven by fractional Gaussian noise

We investigate the escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well and analyze in detail the dependence of the mean escape time on the Hurst exponent H and the particle diffusivity D. We observe different behavior for the subdiffusive (antipersistent) and superdiffusive (persistent) domains. In particular, we find that the escape becomes increasingly faster for decreasing values of H , consistent with previous findings on the first passage behavior. Approximate analytical calculations are shown to support the numerically observed dependencies.

Memory-enhanced energetic stability for a fractional oscillator with fluctuating frequency

The long-time limit behavior of the variance and the correlation function for the output signal of a fractional oscillator with fluctuating eigenfrequency subjected to a periodic force is considered. The influence of a fluctuating environment is modeled by a multiplicative white noise and by an additive noise with a zero mean. The viscoelastic-type friction kernel with memory is assumed as a power-law function of time. The exact expressions of stochastic resonance (SR) characteristics such as variance and signal-to-noise ratio (SNR) have been calculated. It is shown that at intermediate values of the memory exponent the energetic stability of the oscillator is significantly enhanced in comparison with the cases of strong and low memory. A multiresonancelike behavior of the variance and SNR as functions of the memory exponent is observed and a connection between this effect and the memory-induced enhancement of energetic stability is established. The effect of memory-induced energetic stability encountered in case the harmonic potential is absent, is also discussed.

Resonant behavior of a fractional oscillator with fluctuating frequency

The long-time behavior of the first moment for the output signal of a fractional oscillator with fluctuating frequency subjected to an external periodic force is considered. Colored fluctuations of the oscillator eigenfrequency are modeled as a dichotomous noise. The viscoelastic type friction kernel with memory is assumed as a power-law function of time. Using the Shapiro-Loginov formula, exact expressions for the response to an external periodic field and for the complex susceptibility are presented. On the basis of the exact formulas it is demonstrated that interplay of colored noise and memory can generate a variety of cooperation effects, such as multiresonances versus the driving frequency and the friction coefficient as well as stochastic resonance versus noise parameters. The necessary and sufficient conditions for the cooperation effects are also discussed. Particularly, two different critical memory exponents have been found, which mark dynamical transitions in the behavior of the system.

Anomalous diffusion as modeled by a nonstationary extension of Brownian motion

If the mean-square displacement of a stochastic process is proportional to t;{beta} , beta not equal1 , then it is said to be anomalous. We construct a family of Markovian stochastic processes with independent nonstationary increments and arbitrary but a priori specified mean-square displacement. We label the family as an extended Brownian motion and show that they satisfy a Langevin equation with time-dependent diffusion coefficient. If the time derivative of the variance of the process is homogeneous, then by computing the fractal dimension it can be shown that the complexity of the family is the same as that of the Brownian motion. For two particles initially separated by a distance x , the finite-size Lyapunov exponent (FSLE) measures the average rate of exponential separation to a distance ax . An analytical expression is developed for the FSLEs of the extended Brownian processes and numerical examples presented. The explicit construction of these processes illustrates that contrary to what has been stated in the literature, a power-law mean-square displacement is not necessarily related to a breakdown in the classical central limit theorem (CLT) caused by, for example, correlation (fractional Brownian motion or correlated continuous-time random-walk schemes) or infinite variance (Levy motion). The classical CLT, coupled with nonstationary increments, can and often does give rise to power-law moments such as the mean-square displacement.

Interpretation of electron diffusion coefficient in organic and inorganic semiconductors with broad distributions of states

The carrier transport properties in nanocrystalline semiconductors and organic materials play a key role for modern organic/inorganic devices such as dye-sensitized (DSC) and organic solar cells, organic and hybrid light-emitting diodes (OLEDs), organic field-effect transistors, and electrochemical sensors and displays. Carrier transport in these materials usually occurs by transitions in a broad distribution of localized states. As a result the transport is dominated by thermal activation to a band of extended states (multiple trapping), or if these do not exist, by hopping via localized states. We provide a general view of the physical interpretation of the variations of carrier transport coefficients (diffusion coefficient and mobility) with respect to the carrier concentration, or Fermi level, examining in detail models for carrier transport in nanocrystalline semiconductors and organic materials with the following distributions: single and two-level systems, exponential and Gaussian density of states. We treat both the multiple trapping models and the hopping model in the transport energy approximation. The analysis is simplified by thermodynamic properties: the chemical capacitance, C(mu), and the thermodynamic factor, chi(n), that allow us to derive many properties of the chemical diffusion coefficient, D(n), used in Fick's law. The formulation of the generalized Einstein relation for the mobility to diffusion ratio shows that the carrier mobility is proportional to the jump diffusion coefficient, D(J), that is derived from single particle random walk. Characteristic experimental data for nanocrystalline TiO(2) in DSC and electrochemically doped conducting polymers are discussed in the light of these models.

Non-Markovian diffusion over a parabolic potential barrier: Influence of the friction-memory function

The over-passing probability across an inverted parabolic potential barrier is investigated according to the classical and quantal generalized Langevin equations. It is shown that, in the classical case, the asymptotic value of the over-passing probability is determined by a single dominant root of the "characteristic function," and it is given by a simple expression. The expression for the over-passing probability is quite general, and details of dissipation mechanism and memory effects enter into the expression only through the dominant root of the characteristic equation.

Anomalous diffusion: exact solution of the generalized Langevin equation for harmonically bounded particle

We study the effect of a disordered or fractal environment in the irreversible dynamics of a harmonic oscillator. Starting from a generalized Langevin equation and using Laplace analysis, we derive exact expressions for the mean values, variances, and velocity autocorrelation function of the particle in terms of generalized Mittag-Leffler functions. The long-time behaviors of these quantities are obtained and the presence of a whip-back effect is analyzed.

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

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

Morphogen gradient formation in a complex environment: an anomalous diffusion model

Current models of morphogen-induced patterning assume that morphogens undergo normal, or Fickian, diffusion, although the validity of this assumption has never been examined. Here we argue that the interaction of morphogens with the complex extracellular surrounding may lead to anomalous diffusion. We present a phenomenological model that captures this interaction, and derive the properties of the morphogen profile under conditions of anomalous (non-Fickian) diffusion. In this context we consider the continuous time random walk formalism and extend its application to account for degradation of morphogen particles. We show that within the anomalous diffusion model, morphogen profiles are fundamentally distinct from the corresponding Fickian profiles. Differences were found in several key aspects, including the role of degradation in determining the profile, the rate by which it spreads in time and its long-term behavior. We analyze the effect of an abrupt change in the extracellular environment on the concentration profiles. Furthermore, we discuss the robustness of the morphogen distribution to fluctuations in morphogen production rate, and describe a feedback mechanism that can buffer such fluctuations. Our study also provides rigorous criteria to distinguish experimentally between Fickian and anomalous modes of morphogen transport.

Anomalous Kerr effect relaxation in an alternating field

Perturbation theory is used to derive the complex harmonic components (stationary regime) arising in Kerr effect relaxation for an assembly of nonelectrically interacting, polar, and polarizable symmetric-top molecules acted on by a strong dc bias electric field superimposed on a weak ac electric field. The approach starts from a fractional kinetic equation written in configuration space and represents an extension of the Smoluchowski equation to fractional dynamics. This equation is solved in the context of a subdiffusive process characterized by an anomalous exponent alpha ranging from 0 to 1, the Brownian limit. By using a perturbation procedure restricted to the second order in the ac field strength, analytic expressions for the electric birefringence spectra representing the frequency dependence of the first (in omega) and the second (in 2omega) harmonic components are obtained. Various Cole-Cole-like diagrams are presented in order to illustrate the results so obtained and to emphasize the role played by the fractal parameter alpha in the anomalous diffusion collision process. A comparison of our theoretical model with experimental measurements of the ac Kerr effect response of a dilute polymer solution [poly(3-hexylthiophene)] appears to be quite satisfactory.

Growing surfaces with anomalous diffusion: results for the fractal Kardar-Parisi-Zhang equation

In this paper I study a model for a growing surface in the presence of anomalous diffusion, also known as the fractal Kardar-Parisi-Zhang equation (FKPZ). This equation includes a fractional Laplacian that accounts for the possibility that surface transport is caused by a hopping mechanism of a Levy flight. It is shown that for a specific choice of parameters of the FKPZ equation, the equation can be solved exactly in one dimension, so that all the critical exponents, which describe the surface that grows under FKPZ, can be derived for that case. Afterwards, the self-consistent expansion (SCE) is used to predict the critical exponents for the FKPZ model for any choice of the parameters and any spatial dimension. It is then verified that the results obtained using SCE recover the exact result in one dimension. At the end a simple picture for the behavior of the fractal KPZ equation is suggested and the upper critical dimension of this model is discussed.

Anomalous heat conduction and anomalous diffusion in one-dimensional systems

We establish a connection between anomalous heat conduction and anomalous diffusion in one-dimensional systems. It is shown that if the mean square of the displacement of the particle is <Deltax(2)>=2Dt(alpha)(0<alpha</=2), then the thermal conductivity can be expressed in terms of the system size L as kappa=cL(beta) with beta=2-2/alpha. This result predicts that normal diffusion (alpha=1) implies normal heat conduction obeying the Fourier law (beta=0) and that superdiffusion (alpha>1) implies anomalous heat conduction with a divergent thermal conductivity (beta>0). More interestingly, subdiffusion (alpha<1) implies anomalous heat conduction with a convergent thermal conductivity (beta<0), and, consequently, the system is a thermal insulator in the thermodynamic limit. Existing numerical data support our results.

Ultraslow vacancy-mediated tracer diffusion in two dimensions: the Einstein relation verified

We study the dynamics of a charged tracer particle (TP) on a two-dimensional lattice, all sites of which except one (a vacancy) are filled with identical neutral, hard-core particles. The particles move randomly by exchanging their positions with the vacancy, subject to the hard-core exclusion. In the case when the charged TP experiences a bias due to external electric field E (which favors its jumps in the preferential direction), we determine exactly the limiting probability distribution of the TP position in terms of appropriate scaling variables and the leading large-n (n being the discrete time) behavior of the TP mean displacement X(n); the latter is shown to obey an anomalous, logarithmic law /X(n)/=alpha(0)(/E/)ln(n). Comparing our results with earlier predictions by Brummelhuis and Hilhorst [J. Stat. Phys. 53, 249 (1988)] for the TP diffusivity D(n) in the unbiased case, we infer that the Einstein relation mu(n)=betaD(n) between the TP diffusivity and the mobility mu(n)=lim(/E/-->0)(/X(n)///E/n) holds in the leading n order, despite the fact that both D(n) and mu(n) are not constant but vanish as n--> infinity. We also generalize our approach to the situation with very small but finite vacancy concentration rho(v), in which case we find a ballistic-type law /X(n)/=pi(alpha)(0)(/E/)rho(v)n. We demonstrate that here, again, both D(n) and mu(n), calculated in the linear in rho(v) approximation, do obey the Einstein relation.

Free random Lévy matrices

Using the theory of free random variables and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable Lévy distributions. We show that the resolvents for the corresponding matrices obey transcendental equations in the large size limit. We solve these equations in a number of cases, and show that the eigenvalue distributions exhibit Lévy tails. For the analytically known Lévy measures we explicitly construct the density of states using the method of orthogonal polynomials. We show that the Lévy tail distributions are characterized by a different novel form of microscopic universality.

Fractional Langevin equation

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both subdiffusion and superdiffusion of a free particle coupled to a fractal heat bath. We further compare fractional Brownian motion with the fractal time process. The respective mean-square displacements of these two forms of anomalous diffusion exhibit the same power-law behavior. Here we show that their lowest moments are actually all identical, except the second moment of the velocity. This provides a simple criterion that enable us to distinguish these two non-Markovian processes.

Fractional Fokker-Planck equation, solution, and application

Recently, Metzler et al. [Phys. Rev. Lett. 82, 3563 (1999)], introduced a fractional Fokker-Planck equation (FFPE) describing a subdiffusive behavior of a particle under the combined influence of external nonlinear force field, and a Boltzmann thermal heat bath. In this paper we present the solution of the FFPE in terms of an integral transformation. The transformation maps the solution of ordinary Fokker-Planck equation onto the solution of the FFPE, and is based on Lévy's generalized central limit theorem. The meaning of the transformation is explained based on the known asymptotic solution of the continuous time random walk (CTRW). We investigate in detail (i) a force-free particle, (ii) a particle in a uniform field, and (iii) a particle in a harmonic field. We also find an exact solution of the CTRW, and compare the CTRW result with the corresponding solution of the FFPE. The relation between the fractional first passage time problem in an external nonlinear field and the corresponding integer first passage time is given. An example of the one-dimensional fractional first passage time in an external linear field is investigated in detail. The FFPE is shown to be compatible with the Scher-Montroll approach for dispersive transport, and thus is applicable in a large variety of disordered systems. The simple FFPE approach can be used as a practical tool for a phenomenological description of certain types of complicated transport phenomena.