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Slices of the Anomalous Phase Cube Depict Regions of Sub- and Super-Diffusion in the Fractional Diffusion Equation

Author

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  • Richard L. Magin

    (Department of Bioengineering, University of Illinois at Chicago, Chicago, IL 60607, USA)

  • Ervin K. Lenzi

    (Departamento de Física, Universidade Estadual de Ponta Grossa, Ponta Grossa 84030-900, PR, Brazil)

Abstract

Fractional-order time and space derivatives are one way to augment the classical diffusion equation so that it accounts for the non-Gaussian processes often observed in heterogeneous materials. Two-dimensional phase diagrams—plots whose axes represent the fractional derivative order—typically display: (i) points corresponding to distinct diffusion propagators (Gaussian, Cauchy), (ii) lines along which specific stochastic models apply (Lévy process, subordinated Brownian motion), and (iii) regions of super- and sub-diffusion where the mean squared displacement grows faster or slower than a linear function of diffusion time (i.e., anomalous diffusion). Three-dimensional phase cubes are a convenient way to classify models of anomalous diffusion (continuous time random walk, fractional motion, fractal derivative). Specifically, each type of fractional derivative when combined with an assumed power law behavior in the diffusion coefficient renders a characteristic picture of the underlying particle motion. The corresponding phase diagrams, like pages in a sketch book, provide a portfolio of representations of anomalous diffusion. The anomalous diffusion phase cube employs lines of super-diffusion (Lévy process), sub-diffusion (subordinated Brownian motion), and quasi-Gaussian behavior to stitch together equivalent regions.

Suggested Citation

  • Richard L. Magin & Ervin K. Lenzi, 2021. "Slices of the Anomalous Phase Cube Depict Regions of Sub- and Super-Diffusion in the Fractional Diffusion Equation," Mathematics, MDPI, vol. 9(13), pages 1-29, June.
  • Handle: RePEc:gam:jmathe:v:9:y:2021:i:13:p:1481-:d:581211
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    References listed on IDEAS

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    1. Balescu, R., 2007. "V-Langevin equations, continuous time random walks and fractional diffusion," Chaos, Solitons & Fractals, Elsevier, vol. 34(1), pages 62-80.
    2. Lenzi, E.K. & Malacarne, L.C. & Mendes, R.S. & Pedron, I.T., 2003. "Anomalous diffusion, nonlinear fractional Fokker–Planck equation and solutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 319(C), pages 245-252.
    3. H. J. Haubold & A. M. Mathai & R. K. Saxena, 2011. "Mittag-Leffler Functions and Their Applications," Journal of Applied Mathematics, Hindawi, vol. 2011, pages 1-51, May.
    4. Jiang, Xiaoyun & Xu, Mingyu, 2010. "The time fractional heat conduction equation in the general orthogonal curvilinear coordinate and the cylindrical coordinate systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3368-3374.
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    1. Richard L. Magin & Ervin K. Lenzi, 2022. "Fractional Calculus Extension of the Kinetic Theory of Fluids: Molecular Models of Transport within and between Phases," Mathematics, MDPI, vol. 10(24), pages 1-20, December.
    2. Ervin K. Lenzi & Haroldo V. Ribeiro & Marcelo K. Lenzi & Luiz R. Evangelista & Richard L. Magin, 2022. "Fractional Diffusion with Geometric Constraints: Application to Signal Decay in Magnetic Resonance Imaging (MRI)," Mathematics, MDPI, vol. 10(3), pages 1-11, January.

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