Fractional diffusion and Lévy stable processes

Bruce J. West, Paolo Grigolini, Ralf Metzler, and Theo F. Nonnenmacher
Phys. Rev. E 55, 99 – Published 1 January 1997
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Abstract

Anomalous diffusion in which the mean square distance between diffusing quantities increases faster than linearly in ``time'' has been observed in all manner of physical and biological systems from macroscopic surface growth to DNA sequences. Herein we relate the cause of this nondiffusive behavior to the statistical properties of an underlying process using an exact statistical model. This model is a simple two-state process with long-time correlations and is shown to produce a random walk described by an exact fractional diffusion equation. Fractional diffusion equations describe anomalous transport and are shown to have exact solutions in terms of Fox functions, including Lévy α-stable processes in the superdiffusive domain (1/2

  • Received 30 May 1996

DOI:https://doi.org/10.1103/PhysRevE.55.99

©1997 American Physical Society

Authors & Affiliations

Bruce J. West and Paolo Grigolini

  • Center for Nonlinear Science, University of North Texas, Denton, Texas 76203

Ralf Metzler and Theo F. Nonnenmacher

  • Department of Mathematical Physics, University of Ulm, Albert-Einstein-Allee 11, 89069 Ulm/Donau, Germany

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Vol. 55, Iss. 1 — January 1997

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