Abstract
We study distributed-order time fractional diffusion equations characterized by multifractal memory kernels, in contrast to the simple power-law kernel of common time fractional diffusion equations. Based on the physical approach to anomalous diffusion provided by the seminal Scher-Montroll-Weiss continuous time random walk, we analyze both natural and modified-form distributed-order time fractional diffusion equations and compare the two approaches. The mean squared displacement is obtained and its limiting behavior analyzed. We derive the connection between the Wiener process, described by the conventional Langevin equation and the dynamics encoded by the distributed-order time fractional diffusion equation in terms of a generalized subordination of time. A detailed analysis of the multifractal properties of distributed-order diffusion equations is provided.
Original language | English |
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Article number | 042117 |
Number of pages | 19 |
Journal | Physical Review E : Statistical, Nonlinear, and Soft Matter Physics |
Volume | 92 |
Issue number | 4 |
DOIs | |
Publication status | Published - 7 Oct 2015 |
Publication type | A1 Journal article-refereed |
Keywords
- TIME RANDOM-WALKS
- FOKKER-PLANCK EQUATION
- GENERALIZED LANGEVIN EQUATION
- MITTAG-LEFFLER FUNCTIONS
- FRACTIONAL DIFFUSION
- ANOMALOUS DIFFUSION
- LEVY FLIGHTS
- MASTER-EQUATIONS
- KINETIC-THEORY
- RELAXATION
Publication forum classification
- Publication forum level 1