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Closed-form multi-dimensional solutions and asymptotic behaviors for subdiffusive processes with crossovers: I. Retarding case

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  • Awad, Emad
  • Sandev, Trifce
  • Metzler, Ralf
  • Chechkin, Aleksei

Abstract

Numerous anomalous diffusion processes are characterized by crossovers of the scaling exponent in the mean squared displacement at some correlations time. The bi-fractional diffusion equation containing two time-fractional derivatives is a versatile mathematical tool describing specifically retarded subdiffusive transport, in which the scaling exponents acquires a smaller value, i.e., the diffusion becomes even slower after the crossover. We here derive closed-form multi-dimensional solutions for this integro-differential equation in n spatial dimensions by generalizing the classical Schneider-Wyss solution of the fractional diffusion equation with a single fractional derivative. In the two-dimensional case we develop a limiting approach based on the solution of the space-time fractional diffusion equation. The probabilistic interpretation in higher dimensions is discussed. The asymptotic long- and short-time behaviors are derived. It is shown that the solution of the bi-fractional diffusion equation can be interpreted in terms of the Fox H-transform of the Gaussian distribution.

Suggested Citation

  • Awad, Emad & Sandev, Trifce & Metzler, Ralf & Chechkin, Aleksei, 2021. "Closed-form multi-dimensional solutions and asymptotic behaviors for subdiffusive processes with crossovers: I. Retarding case," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
  • Handle: RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007116
    DOI: 10.1016/j.chaos.2021.111357
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    References listed on IDEAS

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    1. Boyadjiev, Lyubomir & Luchko, Yuri, 2017. "Mellin integral transform approach to analyze the multidimensional diffusion-wave equations," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 127-134.
    2. Yuri Luchko, 2017. "On Some New Properties of the Fundamental Solution to the Multi-Dimensional Space- and Time-Fractional Diffusion-Wave Equation," Mathematics, MDPI, vol. 5(4), pages 1-16, December.
    3. Langlands, T.A.M., 2006. "Solution of a modified fractional diffusion equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 136-144.
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