A simple mathematical model for anomalous diffusion via Fisher's information theory

DOI10.1016/J.PHYSLETA.2009.08.064MaRDI QIDQ407867zbMATH OpenOpenAlexFDO

Authors Marcelo R. Ubriaco

Publication date 28 March 2012

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.1970

zbMATH Keywords

entropyanomalous diffusionFisher information

Mathematics Subject Classification ID

Diffusion processes (60J60) Measures of information, entropy (94A17) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Abstract: Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=intdxp(x)(-lnp(x){)}^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher information measure with respect to the new function and obtain a differential operator that reduces to a space coordinate second derivative in the $qo1$ limit. We then propose a simple differential equation for anomalous diffusion and show that its solutions are a generalization of the functions in the Barenblatt-Pattle solution. We find that the mean squared displacement, up to a $q$-dependent constant, has a time dependence according to $<x^2>sim{K}^{1/q}{t}^{1/q}$, where the parameter $q$ takes values $q=frac2n-12n+1$ (superdiffusion) and $q=frac2n+12n-1$ (subdiffusion), $forallngeq1$.

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Cited in

(11)

• Quasi-stationary states of the NRT nonlinear Schrödinger equation
• A pseudo-spectral method based on reproducing kernel for solving the time-fractional diffusion-wave equation
• Special features of the relation between Fisher information and Schrödinger eigenvalue equation
• Density matrix for a consistent non-extensive thermodynamics
• Fisher information, the Hellmann-Feynman theorem, and the Jaynes reciprocity relations
• Two-parameter fractional Tsallis information dimensions of complex networks
• Error estimates of a spectral Petrov-Galerkin method for two-sided fractional reaction-diffusion equations
• Pilot wave approach to the NRT nonlinear Schrödinger equation
• Tsallis' maximum entropy ansatz leading to exact analytical time dependent wave packet solutions of a nonlinear Schrödinger equation
• Fractional information dimensions of complex networks
• Statistical dynamics of driven systems of confined interacting particles in the overdamped-motion regime

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