A two-dimensional non-Markovian random walk leading to anomalous diffusion

M.A.A. da Silva, G.M. Viswanathan and J.C. Cressoni

Physica A: Statistical Mechanics and its Applications, 2015, vol. 421, issue C, 522-532

Abstract: Exact solutions are rare for non-Markovian random walk models even in 1D, and much more so in 2D. Here we propose a 2D genuinely non-Markovian random walk model with a very rich phase diagram, such that the motion in each dimension can belong to one of 3 categories: (i) subdiffusive, (ii) superdiffusive, or (iii) normally diffusive. The main advance reported here is a different method, and the consequent physical insight, for analytically solving this model. Simpler non-Markovian models, such as Levy walks, have been solved in 2D, but it is not clear if the method of solution could be made to work for more complicated models such as the one studied here. We also report the exact solutions for the first two moments of the random walk propagator, along with the complete phase diagram. The latter is surprisingly rich and admits diverse diffusion regimes. Finally we discuss these results in the context of theoretical underpinnings as well as possible applications.

Keywords: Random walk; Random processes; non-Markovian; Memory correlations; Anomalous diffusion (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:421:y:2015:i:c:p:522-532

DOI: 10.1016/j.physa.2014.11.047

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