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Fractional model equation for anomalous diffusion

Author

Listed:
  • Metzler, Ralf
  • Glöckle, Walter G.
  • Nonnenmacher, Theo F.

Abstract

In recent years the phenomenon of anomalous diffusion has attracted more and more attention. One of the main impulses was initiated by de Gennes' idea of the “ant in the labyrinth”. Several authors presented asymptotic probability density functions for the location of a random walker on a fractal object. As this density function and the time dependence of its second moment are now well established, a modified diffusion equation providing the correct result is formulated. The parameters of this fractional partial differential equation are uniquely determined by the fractal Hausdorff dimension of the underlying object and the anomalous diffusion exponent. The presented equation reduces exactly to the ordinary isotropic diffusion equation by appropriate choice of the parameters. A closed form solution is given in terms of Fox's H-function. In the asymptotic case a “halved” diffusion equation can be established. Furthermore, the differences to equations considered previously are discussed.

Suggested Citation

  • Metzler, Ralf & Glöckle, Walter G. & Nonnenmacher, Theo F., 1994. "Fractional model equation for anomalous diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 211(1), pages 13-24.
  • Handle: RePEc:eee:phsmap:v:211:y:1994:i:1:p:13-24
    DOI: 10.1016/0378-4371(94)90064-7
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    Cited by:

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    2. Afzaal Mubashir Hayat & Muhammad Bilal Riaz & Muhammad Abbas & Moataz Alosaimi & Adil Jhangeer & Tahir Nazir, 2024. "Numerical Solution to the Time-Fractional Burgers–Huxley Equation Involving the Mittag-Leffler Function," Mathematics, MDPI, vol. 12(13), pages 1-23, July.
    3. Razminia, Kambiz & Razminia, Abolhassan & Baleanu, Dumitru, 2019. "Fractal-fractional modelling of partially penetrating wells," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 135-142.
    4. Claudia A. Pérez-Pinacho & Cristina Verde, 2022. "A Note on an Integral Transformation for the Equivalence between a Fractional and Integer Order Diffusion Model," Mathematics, MDPI, vol. 10(5), pages 1-13, February.
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    8. Gorenflo, Rudolf & Mainardi, Francesco & Moretti, Daniele & Pagnini, Gianni & Paradisi, Paolo, 2002. "Fractional diffusion: probability distributions and random walk models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 305(1), pages 106-112.
    9. Duan, Jun-Sheng & Wang, Zhong & Liu, Yu-Lu & Qiu, Xiang, 2013. "Eigenvalue problems for fractional ordinary differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 46(C), pages 46-53.
    10. Saenko, Viacheslav V., 2016. "The influence of the finite velocity on spatial distribution of particles in the frame of Levy walk model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 765-782.
    11. Lenzi, M.K. & Lenzi, E.K. & Guilherme, L.M.S. & Evangelista, L.R. & Ribeiro, H.V., 2022. "Transient anomalous diffusion in heterogeneous media with stochastic resetting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
    12. Razminia, Kambiz & Razminia, Abolhassan & Torres, Delfim F.M., 2015. "Pressure responses of a vertically hydraulic fractured well in a reservoir with fractal structure," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 374-380.
    13. Roscani, Sabrina D. & Bollati, Julieta & Tarzia, Domingo A., 2018. "A new mathematical formulation for a phase change problem with a memory flux," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 340-347.
    14. Vyacheslav Svetukhin, 2021. "Nucleation Controlled by Non-Fickian Fractional Diffusion," Mathematics, MDPI, vol. 9(7), pages 1-11, March.
    15. Paradisi, Paolo & Cesari, Rita & Mainardi, Francesco & Tampieri, Francesco, 2001. "The fractional Fick's law for non-local transport processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 293(1), pages 130-142.
    16. Scalas, Enrico, 2006. "The application of continuous-time random walks in finance and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 225-239.
    17. Krasowska, Monika & Strzelewicz, Anna & Rybak, Aleksandra & Dudek, Gabriela & Cieśla, Michał, 2016. "Structure and transport properties of ethylcellulose membranes with different types and granulation of magnetic powder," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 241-250.
    18. Dmitry Zhukov & Konstantin Otradnov & Vladimir Kalinin, 2024. "Fractional-Differential Models of the Time Series Evolution of Socio-Dynamic Processes with Possible Self-Organization and Memory," Mathematics, MDPI, vol. 12(3), pages 1-19, February.
    19. Essex, Christopher & Schulzky, Christian & Franz, Astrid & Hoffmann, Karl Heinz, 2000. "Tsallis and Rényi entropies in fractional diffusion and entropy production," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 299-308.
    20. Satin, Seema E. & Parvate, Abhay & Gangal, A.D., 2013. "Fokker–Planck equation on fractal curves," Chaos, Solitons & Fractals, Elsevier, vol. 52(C), pages 30-35.
    21. Pavlos, G.P. & Karakatsanis, L.P. & Iliopoulos, A.C. & Pavlos, E.G. & Xenakis, M.N. & Clark, Peter & Duke, Jamie & Monos, D.S., 2015. "Measuring complexity, nonextensivity and chaos in the DNA sequence of the Major Histocompatibility Complex," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 188-209.
    22. Viacheslav V. Saenko & Vladislav N. Kovalnogov & Ruslan V. Fedorov & Dmitry A. Generalov & Ekaterina V. Tsvetova, 2022. "Numerical Method for Solving of the Anomalous Diffusion Equation Based on a Local Estimate of the Monte Carlo Method," Mathematics, MDPI, vol. 10(3), pages 1-19, February.
    23. Hu, Xiuling & Liao, Hong-Lin & Liu, F. & Turner, I., 2015. "A center Box method for radially symmetric solution of fractional subdiffusion equation," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 467-486.
    24. Lenzi, E.K. & Mendes, R.S. & Gonçalves, G. & Lenzi, M.K. & da Silva, L.R., 2006. "Fractional diffusion equation and Green function approach: Exact solutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 215-226.

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