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Pre-asymptotic corrections to fractional diffusion equations

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  • Marseguerra, Marzio
  • Zoia, Andrea

Abstract

The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to the presence of obstacles which hinder particle migration. The asymptotic behavior of these systems is usually well described by fractional diffusion, which provides an elegant and unified framework for modeling anomalous transport. We show that pre-asymptotic corrections to fractional diffusion might become relevant, depending on the microscopic dynamics of the particles. To incorporate these effects, we derive a modified transport equation and validate its effectiveness by a Monte Carlo simulation.

Suggested Citation

  • Marseguerra, Marzio & Zoia, Andrea, 2008. "Pre-asymptotic corrections to fractional diffusion equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2668-2674.
    • Handle: RePEc:eee:phsmap:v:387:y:2008:i:12:p:2668-2674
    DOI: 10.1016/j.physa.2008.01.087
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    References listed on IDEAS

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    1. Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000. "Fractional calculus and continuous-time finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 376-384.
    2. Metzler, Ralf & Klafter, Joseph, 2000. "Boundary value problems for fractional diffusion equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 278(1), pages 107-125.
    3. Margolin, Gennady & Berkowitz, Brian, 2004. "Continuous time random walks revisited: first passage time and spatial distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 334(1), pages 46-66.
    4. 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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