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Distributed-order diffusion equations and multifractality: Models and solutions

  • Trifce Sandev*
  • , Aleksei V. Chechkin
  • , Nickolay Korabel
  • , Holger Kantz
  • , Igor M. Sokolov
  • , Ralf Metzler
  • *Corresponding author for this work

    Research output: Contribution to journalArticleScientificpeer-review

    105 Citations (Scopus)

    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 languageEnglish
    Article number042117
    Number of pages19
    JournalPhysical Review E : Statistical, Nonlinear, and Soft Matter Physics
    Volume92
    Issue number4
    DOIs
    Publication statusPublished - 7 Oct 2015
    Publication typeA1 Journal article-refereed

    Funding

    A.V.C. acknowledges the IMU Berlin Einstein Foundation for financial support. R.M. acknowledges support from the Academy of Finland (Suomen Akatemia) through the FiDiPro scheme.

    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

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