Brownian motion fractional random walks

Chapter 8 by W. T. Coffey, Y. P. Kalmykov, and S. V. Titov, entitled Fractional Rotational Diffusion and Anomalous Dielectric Relaxation in Dipole Systems, provides an introduction to the theory of fractional rotational Brownian motion and microscopic models for dielectric relaxation in disordered systems. The authors indicate how anomalous relaxation has its origins in anomalous diffusion and that a physical explanation of anomalous diffusion may be given via the continuous time random walk model. It is demonstrated how this model may be used to justify the fractional diffusion equation. In particular, the Debye theory of dielectric relaxation of an assembly of polar molecules is reformulated using a fractional noninertial Fokker-Planck equation for the purpose of extending that theory to explain anomalous dielectric relaxation. Thus, the authors show how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended via the continuous-time random walk to yield the empirical Cole-Cole, Cole-Davidson, and Havriliak-Negami equations of anomalous dielectric relaxation from a microscopic model based on a... 

The best physical model is the simplest one that can explain all the available experimental time series, with the fewest number of assumptions. Alternative models are those that make predictions and which can assist in formulating new experiments that can discriminate between different hypotheses. We start our discussion of models with a simple random walk, which in its simplest form provides a physical picture of diffusion—that is, a dynamic variable with Gaussian statistics in time. Diffusive phenomena are shown to scale linearly in time and generalized random walks including long-term memory also scale, but they do so nonlinearly in time, as in the case of anomalous diffusion. Fractional diffusion operators are used to incorporate memory into the dynamics of a diffusive process and leads to fractional Brownian motion, among other things. The continuum form of these fractional operators is discussed in Section IV. 

We shall now almost exclusively concentrate on the fractal time random walk excluding inertial effects and the discrete orientation model of dielectric relaxation. We shall demonstrate how in the diffusion limit this walk will yield a fractional generalization of the Debye-Frohlich model. Just as in the conventional Debye relaxation, a fractional generalization of the Debye-Frohlich model may be derived from a number of very different models of the relaxation process (compare the approach of Refs. 22, 23, 28 and 34—36). The advantage of using an approach based on a kinetic equation such as the fractional Fokker-Planck equation (FFPE) however is that such a method may easily be extended to include the effects of the inertia of the dipoles, external potentials, and so on. Moreover, the FFPE (by use of a theorem of operational calculus generalized to fractional exponents and continued fraction methods) clearly indicates how many existing results of the classical theory of the Brownian motion may be extended to include fractional dynamics. 

The main objective of this chapter is to establish the relation between the macroscopic equations like (3.1) and (3.5), the mesoscopic equations (3.2) and (3.3), etc., and the underlying microscopic movement of particles. We will show how to derive mesoscopic reaction-transport equations like (3.2) and (3.3) from microscopic random walk models. In particular, we will discuss the scaling procedures that lead to macroscopic reaction-transport equations. As an example, let us mention that the macroscopic reaction-diffusion equation (3.1) occurs as a result of the convergence of the random microscopic movement of particles to Brownian motion, while the macroscopic fractional equation (3.5) is closely related to the convergence of random walks with heavy-tailed jump PDFs to a-stable random processes or Levy flights. 

One of the important issues is the possibility to reveal the specific mechanisms of subdiflFusion. The nonlinear time dependence of mean square displacements appears in different mathematical models, for example, in continuous-time random walk models, fractional Brownian motion, and diffusion on fractals. Sometimes, subdiffusion is a combination of different mechanisms. The more thorough investigation of subdiffusion mechanisms, subdiffusion-diffiision crossover times, diffusion coefficients, and activation energies is the subject of future works. 

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