IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v211y1994i1p13-24.html
   My bibliography  Save this article

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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0378437194900647
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/0378-4371(94)90064-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Rui, Weiguo, 2018. "Idea of invariant subspace combined with elementary integral method for investigating exact solutions of time-fractional NPDEs," Applied Mathematics and Computation, Elsevier, vol. 339(C), pages 158-171.
    3. Min, Seungsik & Shin, Ki-Hong & Baek, Woonhak & Kim, Kyungsik & You, Cheol-Hwan & Lee, Dong-In & Yum, Seong Soo & Kim, Wonheung & Chang, Ki-Ho, 2020. "Dynamical behavior of combined detrended cross-correlation analysis methods in random walks and Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    4. 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.
    5. Vyacheslav Svetukhin, 2021. "Nucleation Controlled by Non-Fickian Fractional Diffusion," Mathematics, MDPI, vol. 9(7), pages 1-11, March.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Fernando Alcántara-López & Carlos Fuentes & Rodolfo G. Camacho-Velázquez & Fernando Brambila-Paz & Carlos Chávez, 2022. "Spatial Fractional Darcy’s Law on the Diffusion Equation with a Fractional Time Derivative in Single-Porosity Naturally Fractured Reservoirs," Energies, MDPI, vol. 15(13), pages 1-11, July.
    12. Razminia, Kambiz & Razminia, Abolhassan & Baleanu, Dumitru, 2019. "Fractal-fractional modelling of partially penetrating wells," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 135-142.
    13. Qureshi, Sania & Bonyah, Ebenezer & Shaikh, Asif Ali, 2019. "Classical and contemporary fractional operators for modeling diarrhea transmission dynamics under real statistical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    14. 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.
    15. 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.
    16. 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).
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:211:y:1994:i:1:p:13-24. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.