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

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

Two-particle dispersion is investigated in the context of anomalous diffusion. Two different modelling approaches related to time subordination are considered and unified in the framework of self-similar stochastic processes. By assuming a single-particle fractional Brownian motion and that the two-particle correlation function decreases in time with a power law, the particle relative separatio...

Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion

The Master Equation approach to model anomalous diffusion is considered. Anomalous diffusion in complex media can be described as the result of a superposition mechanism reflecting inhomogeneity and nonstationarity properties of the medium. For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master Equation emerges to be the governing equatio...

Hitting probability for anomalous diffusion processes.

We present the universal features of the hitting probability Q(x,L), the probability that a generic stochastic process starting at x and evolving in a box [0, L] hits the upper boundary L before hitting the lower boundary at 0. For a generic self-affine process, we show that Q(x,L)=Q(z=x/L) has a scaling Q(z) approximately z;{phi} as z-->0, where phi=theta/H, H, and theta being the Hurst and pe...

Anomalous Diffusion, Stable Processes, and Generalised Functions

Anomalous diffusion, stable processes, and generalized functions.

The evolution equations in real space and time corresponding to a class of anomalous diffusion processes are examined. As special cases, evolution equations corresponding to stable processes are derived using the theory of generalized functions, recovering some known results differently interpreted, and an evolution law for stable processes of order unity.