Two-time scale subordination in physical processes with long-term memory
From MaRDI portal
Publication:2481003
Abstract: We use the two-time scale subordination in order to describe dynamical processes in continuous media with a long-term memory. Our consideration touches two physical examples in detail. First we study a temporal evolution of the species concentration for the trapping reaction in which a diffusing reactant is surrounded by a sea of randomly moving traps. The analysis is based on the random-variable formalism of anomalous diffusive processes. We find that the empirical trapping-reaction law, according to which the reactant concentration decreases in time as a product of an exponential and a stretched exponential function, can be explained by the two-time scale subordination of random processes. Another example is connected with a state equation for continuous media with memory. If the pressure and the density of a medium are subordinated in two different random processes, then the ordinary state equation becomes fractional with two time scales. This allows one to arrive at the state equation of Bagley-Torvik type.
Recommendations
- Reactions in subdiffusive media and associated fractional equations
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
- Master equations for subordinated processes
- scientific article; zbMATH DE number 5608447
Cites work
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- A Theoretical Basis for the Application of Fractional Calculus to Viscoelasticity
- Diffusion and reactions in fractals and disordered systems
- Fractal behavior in trapping and reaction: A random walk study
- Fractional diffusion and wave equations
- Limit theorems for continuous-time random walks with infinite mean waiting times
- On the appearance of the fractional derivative in the behavior of real materials
- Probability interpretation of the integral of fractional order
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
Cited in
(25)- Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
- Separation and stability of solutions to nonlinear systems involving Caputo-Fabrizio derivatives
- Transient anomalous sub-diffusion on bounded domains
- Survival in two-species reaction-diffusion system with Lévy flights: renormalization group treatment and numerical simulations
- Linnik Lévy process and some extensions
- Stable Lévy process delayed by tempered stable subordinator
- Langevin picture of subdiffusion with infinitely divisible waiting times
- Black-Scholes formula in subdiffusive regime
- The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise
- Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination
- Delayed and rushed motions through time change
- Time-changed Poisson processes of order \(k\)
- Fractional dynamics at multiple times
- Fractional Brownian motion time-changed by gamma and inverse gamma process
- Stable Lévy motion with inverse Gaussian subordinator
- Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
- Convoluted fractional Poisson process of order k
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- A semi-Markov algorithm for continuous time random walk limit distributions
- Atypical case of the dielectric relaxation responses and its fractional kinetic equation
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
- Tempered Fractional Model of Transient Current in Organic Semiconductor Layers
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
- Bivariate tempered space-fractional Poisson process and shock models
- Stochastic models with mixtures of tempered stable subordinators
This page was built for publication: Two-time scale subordination in physical processes with long-term memory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481003)
