Two-time scale subordination in physical processes with long-term memory

DOI10.1016/J.AOP.2007.04.011zbMATH Open1164.82007arXiv1111.3192OpenAlexW2038660487MaRDI QIDQ2481003FDOQ2481003

Authors: A. A. Stanislavsky, K. Weron 

Publication date: 7 April 2008

Published in: Annals of Physics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1111.3192

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zbMATH Keywords

subordinationanomalous diffusiontrapping reactioncontinuous medium with memorynonexponential relaxation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

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Cited In (25)

• Time-changed Poisson processes of order \(k\)
• Atypical case of the dielectric relaxation responses and its fractional kinetic equation
• Fractional Brownian motion time-changed by gamma and inverse gamma process
• Transient anomalous sub-diffusion on bounded domains
• Black-Scholes formula in subdiffusive regime
• Stable Lévy motion with inverse Gaussian subordinator
• Survival in two-species reaction-diffusion system with Lévy flights: renormalization group treatment and numerical simulations
• A semi-Markov algorithm for continuous time random walk limit distributions
• Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
• Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients
• Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination
• Convoluted fractional Poisson process of order k
• Bivariate tempered space-fractional Poisson process and shock models
• Stochastic models with mixtures of tempered stable subordinators
• The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise
• Tempered Fractional Model of Transient Current in Organic Semiconductor Layers
• Separation and stability of solutions to nonlinear systems involving Caputo-Fabrizio derivatives
• Langevin picture of subdiffusion with infinitely divisible waiting times
• Delayed and rushed motions through time change
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
• Fractional dynamics at multiple times
• Linnik Lévy process and some extensions
• Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
• Stable Lévy process delayed by tempered stable subordinator

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