Anomalous diffusion in one dimension (Q1108671): Difference between revisions

In view of the interest in the occurrence of anomalous diffusion \((<r^ 2(t)>\sim t^{2H}\), \(0<H<)\) in several physical circumstances, we study anomalous diffusion per se in terms of exactly solvable one-dimensional models. The basic idea is to exploit the fact that temporal correlations lead directly to anomalous diffusion, and provide solvable analogues of more realistic physical situations. We first derive a general equation for a deterministic trajectory \(x_{\epsilon}(t)\) that comprehensively characterizes the diffusive motion, by finding the \(\epsilon\)-quantiles of the time-dependent probability distribution. The class of all diffusion processes (or, equivalently, symmetric random walks) for which \(x_{\epsilon}(t)\sim t^{1/2}\), and, subsequently, \(x_{\epsilon}(t)\sim t^ H\), is identified. Explicit solutions are presented for families of such processes. Considering random walks whose step sequences in time are governed by renewal processes, and proceeding to the continuum limit, a true generalization of Brownian motion (the latter corresponds to the limiting value \(H=)\) is obtained explicitly: \(<x^ 2(t)>\sim t^{2H}\); the diffusive spread of the initial condition is given by \(x_{\epsilon}(t)\sim t^ H\); and the first passage time from the origin to the point x has a stable Lévy distribution with an exponent equal to H.