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Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes.

Gianni Pagnini1, Antonio Mura, Francesco Mainardi

  • 1CRS4, Polaris Building 1, 09010 Pula, Cagliari, Italy.

Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences
|April 3, 2013
PubMed
Summary

This study unifies two models of anomalous diffusion using self-similar stochastic processes. It computes particle separation density under time subordination, revealing insights into complex particle movement dynamics.

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Area of Science:

  • Physics
  • Mathematics
  • Statistical Mechanics

Background:

  • Anomalous diffusion describes particle movement deviating from standard Brownian motion.
  • Time subordination models introduce complex temporal dependencies in diffusion processes.

Purpose of the Study:

  • To unify two distinct time subordination models within a self-similar stochastic process framework.
  • To investigate two-particle dispersion under anomalous diffusion conditions.

Main Methods:

  • Utilizing single-particle fractional Brownian motion.
  • Modeling two-particle correlation functions with power-law decay.
  • Computing particle relative separation density under different time subordination schemes (M-Wright and Lévy stable densities).

Main Results:

  • The study unifies two time subordination models for anomalous diffusion.
  • Particle relative separation density was computed for M-Wright and Lévy stable density driven subordination.
  • Self-similar stochastic processes were represented using fractional Brownian motion with stochastic variance.

Conclusions:

  • The unified framework provides a comprehensive approach to understanding two-particle dispersion in anomalous diffusion.
  • The choice of subordination density (M-Wright or Lévy stable) influences the statistical properties of particle separation.
  • This work offers a robust mathematical representation for complex diffusion phenomena.