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Some insights in superdiffusive transport

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  • Marseguerra, M.
  • Zoia, A.

Abstract

In a wide range of systems, the relaxation in response to an initial pulse has been experimentally found to follow a nonlinear relationship for the mean squared displacement, of the kind 〈x2(t)〉∝tα, where α may be greater or smaller than 1. Such phenomena have been described under the generic term of anomalous diffusion. “Lévy flights” stochastic processes lead to superdiffusive behaviour (1<α<2) and have been recently proposed to model—among the others—the subsurface contaminant spread in highly heterogeneous media under the effects of water flow. In this paper, within the continuous-time random walk (CTRW) approach to anomalous diffusion, we compare the analytical solution of the approximated fractional diffusion equation (FDE) with the Monte Carlo one, obtained by simulating the superdiffusive behaviour of an ensemble of particle in a medium. We show that the two are neatly different as the process approaches the standard diffusive behaviour. We argue that this is due to a truncation in the Fourier space expansion introduced by the FDE approach. We propose a second-order correction to this expansion and numerically solve the CTRW model under this hypothesis: the accuracy of the results thus obtained is validated through Monte Carlo simulation over all the superdiffusive range. The same kind of discrepancy is shown to occur also in the derivation of the fractional moments of the distribution: analogous corrections are proposed and validated through the Monte Carlo approach.

Suggested Citation

  • Marseguerra, M. & Zoia, A., 2007. "Some insights in superdiffusive transport," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 1-14.
  • Handle: RePEc:eee:phsmap:v:377:y:2007:i:1:p:1-14
    DOI: 10.1016/j.physa.2006.11.040
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    References listed on IDEAS

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    1. 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.
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    5. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
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