Fractional diffusion with two time scales

B. Baeumer and M.M. Meerschaert

Physica A: Statistical Mechanics and its Applications, 2007, vol. 373, issue C, 237-251

Abstract: Moving particles that rest along their trajectory lead to time-fractional diffusion equations for the scaling limit distributions. For power law waiting times with infinite mean, the equation contains a fractional time derivative of order between 0 and 1. For finite mean waiting times, the most revealing approach is to employ two time scales, one for the mean and another for deviations from the mean. For finite mean power law waiting times, the resulting equation contains a first derivative as well as a derivative of order between 1 and 2. Finite variance waiting times lead to a second-order partial differential equation in time. In this article we investigate the various solutions with regard to moment growth and scaling properties, and show that even infinite mean waiting times do not necessarily induce subdiffusion, but can lead to super-diffusion if the jump distribution has non-zero mean.

Keywords: Continuous time random walks; Anomalous diffusion; Fractional derivatives; Power laws; Hitting times (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:373:y:2007:i:c:p:237-251

DOI: 10.1016/j.physa.2006.06.014

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