Semi-Markov models and motion in heterogeneous media

DOI10.1007/S10955-017-1871-2MaRDI QIDQ1685491zbMATH OpenOpenAlexFDO

Authors Costantino Ricciuti, Bruno Toaldo

Publication date 14 December 2017

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.02846

zbMATH Keywords

fractional derivativesanomalous diffusionsubordinatorssemi-Markov processesVolterra equationscontinuous time random walks

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Integral equations with kernels of Cauchy type (45E05) Other physical applications of random processes (60K40)

Abstract: In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of Volterra type, exhibiting a position dependent convolution kernel. Particular attention is devoted to the case where the holding times have a power-law decaying density, whose exponent depends on the state itself, which leads to variable order fractional equations. A suitable limit yields a variable order fractional heat equation, which models anomalous diffusions in heterogeneous media.

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