Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes

DOI10.1098/RSTA.2012.0154MaRDI QIDQ2809797zbMATH OpenOpenAlexWikidataFDO

Authors Gianni Pagnini, Antonio Mura, Francesco Mainardi

Publication date 30 May 2016

Published in Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rsta.2012.0154

zbMATH Keywords

fractional Brownian motionanomalous diffusion\(M\)-Wright functiongeneralized grey Brownian motionself-similar stochastic processesLévy stable density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cites work

• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
• A stochastic model for the motion of particle pairs in isotropic high-Reynolds-number turbulence, and its application to the problem of concentration variance
• A stochastic model of two-particle dispersion and concentration fluctuations in homogeneous turbulence
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
• Fractional Bloch equation with delay
• Mellin convolution for subordinated stable processes
• On the bound of the Lyapunov exponents for the fractional differential systems

Cited in

(12)

• Time-fractional fabric to quantify non-Fickian diffusion in porous media: new vision from previous studies
• Fractional rheological models for thermomechanical systems. Dissipation and free energies
• Fractional calculus and its applications
• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
• Generalized Fokker-Planck equation for superstatistical systems
• Macroscale modeling the methanol anomalous transport in the porous Pellet using the time-fractional diffusion and fractional Brownian motion: a model comparison
• Normal and anomalous diffusion of Brownian particles on disordered potentials
• A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
• The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes
• Generalized grey Brownian motion local time: existence and weak approximation
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
• Random diffusivity models for scaled Brownian motion

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