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Published on: September 8, 2016
Operator Lévy motion and multiscaling anomalous diffusion
M M Meerschaert1, D A Benson, B Baeumer
1Department of Mathematics, University of Nevada, Reno, Nevada 89557-0084, USA. mcubed@unr.edu
Abstract:
The long-term limit motions of individual heavy-tailed (power-law) particle jumps that characterize anomalous diffusion may have different scaling rates in different directions. Operator stable motions [Y(t):t> or =0] are limits of d-dimensional random jumps that are scale-invariant according to c(H)Y(t)=Y(ct), where H is a dxd matrix. The eigenvalues of the matrix have real parts 1/alpha(j), with each positive alpha(j)< or =2. In each of the j principle directions, the random motion has a different Fickian or super-Fickian diffusion (dispersion) rate proportional to t(1/alpha(j)). These motions have a governing equation with a spatial dispersion operator that is a mixture of fractional derivatives of different order in different directions. Subsets of the generalized fractional operator include (i) a fractional Laplacian with a single order alpha and a general directional mixing measure m(straight theta); and (ii) a fractional Laplacian with uniform mixing measure (the Riesz potential). The motivation for the generalized dispersion is the observation that tracers in natural aquifers scale at different (super-Fickian) rates in the directions parallel and perpendicular to mean flow.

