Models for characterizing the transition among anomalous diffusions with different diffusion exponents
From MaRDI portal
Abstract: Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take the waiting time probability density function (PDF) as an infinite series in three parameter Mittag-Leffler functions. According to the models, the mean squared displacement of the process is analytically obtained and numerically verified, in particular, the trend of its transition is shown; furthermore the stochastic representation of the process is presented and the positiveness of the PDF of the position of the particles is strictly proved. Finally, the fractional moments of the model are calculated, and the analytical solutions of the model with external harmonic potential are obtained and some applications are proposed.
Recommendations
- From power laws to fractional diffusion processes with and without external forces, the non direct way
- Discrete and continuous random walk models for space-time fractional diffusion
- Anomalous diffusion originated by two Markovian hopping-trap mechanisms
- scientific article; zbMATH DE number 5608447
- Anomalous diffusion: models, their analysis, and interpretation
Cites work
- scientific article; zbMATH DE number 3482665 (Why is no real title available?)
- scientific article; zbMATH DE number 1253585 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 2015731 (Why is no real title available?)
- scientific article; zbMATH DE number 5681159 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3350519 (Why is no real title available?)
- scientific article; zbMATH DE number 2208480 (Why is no real title available?)
- scientific article; zbMATH DE number 3108589 (Why is no real title available?)
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
- Aging and nonergodicity beyond the Khinchin theorem
- Applications of fractional calculus in physics
- Bernstein functions. Theory and applications
- Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
- Convergence of series in three parametric Mittag-Leffler functions
- Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
- Erdélyi-Kober fractional diffusion
- Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- From continuous time random walks to the generalized diffusion equation
- Generalized Langevin equation and the Prabhakar derivative
- Grünwald-Letnikov operators for fractional relaxation in Havriliak-Negami models
- Hilfer-Prabhakar derivatives and some applications
- Inverse stable subordinators
- Langevin equation for a free particle driven by power law type of noises
- Langevin picture of subdiffusion with infinitely divisible waiting times
- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
- Mathematical modeling of fractional differential filtration dynamics based on models with Hilfer-Prabhakar derivative
- Models of dielectric relaxation based on completely monotone functions
- On complete monotonicity of the Prabhakar function and non-Debye relaxation in dielectrics
- Prabhakar-like fractional viscoelasticity
- Random walks on lattices. II
- Some properties of Prabhakar-type fractional calculus operators
- Stochastic solution of space-time fractional diffusion equations
- The Prabhakar or three parameter Mittag-Leffler function: theory and application
- Vector continued fractions using a generalized inverse
Cited in
(17)- Mittag-Leffler functions in superstatistics
- A practical guide to Prabhakar fractional calculus
- Transitions in asymmetric spike patterns with anomalous diffusion
- Comment on `anomalous diffusion originated by two Markovian hopping-trap mechanisms'
- Monitoring Lévy-process crossovers
- Transition of multidimensional jumplike processes from anomalous diffusion to linear diffusion
- Quantifying fate and transport of nitrate in saturated soil systems using fractional derivative model
- Duality of fractional systems
- Modeling Anomalous Diffusion
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
- Anomalous diffusion originated by two Markovian hopping-trap mechanisms
- Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths
- Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
- On discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamics
- Generalized diffusion-wave equation with memory kernel
- Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
This page was built for publication: Models for characterizing the transition among anomalous diffusions with different diffusion exponents
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3119977)