Continuous time random walk limitations

A recent work has demonstrated that the formulation of reaction-diffusion problems in systems that display slow diffusion within a continuous-time random walk model with a broad waiting time pdf of the form (6) leads to a fractional reaction-diffusion equation that includes a source or sink term in the same additive way as in the Brownian limit [63], With the fractional formulation for single-species slow reaction-diffusion obtained by the authors still being linear, no pattern formation due to Turing instabilities can arise. This is due to the fact that fractional systems of the type (15) are close to Gibbs-Boltzmann thermodynamic equilibrium as shown in the next section. 

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... 

As far as the physical mechanism underlying the Cole-Cole equation is concerned, we first remark that Eq. (9) arises from the diffusion limit of a continuous-time random walk (CTRW) [17] (see Section II.A). In this context one should recall that the Einstein theory of the Brownian motion relies on the diffusion limit of a discrete time random walk. Here the random walker makes a jump of a fixed mean-square length in a fixed time, so that the only random... 

Another most important question in anomalous dielectric relaxation is the physical interpretation of the parameters a and v in the various relaxation formulas and what are the physical conditions that give rise to these parameters. Here we shall give a reasonably convincing derivation of the fractional Smoluckowski equation from the discrete orientation model of dielectric relaxation. In the continuum limit of the orientation sites, such an approach provides a justification for the fractional diffusion equation used in the explanation of the Cole-Cole equation. Moreover, the fundamental solution of that equation for the free rotator will, by appealing to self-similarity, provide some justification for the neglect of spatial derivatives of higher order than the second in the Kramers-Moyal expansion. In order to accomplish this, it is first necessary to explain the concept of the continuous-time random walk (CTRW). 

A convenient way to formulate a dynamical equation for a Levy flight in an external potential is the space-fractional Fokker-Planck equation. Let us quickly review how this is established from the continuous time random walk. We will see below, how that equation also emerges from the alternative Langevin picture with Levy stable noise. Consider a homogeneous diffusion process, obeying relation (16). In the limit k — 0 and u > 0, we have X(k) 1 — CTa fe and /(w) 1 — uz, whence [52-55]... 

Meerschaert, M.M., Scheffler, H.P. Limit theorems for continuous-time random walks with infinite mean waiting times. J. Appl. Probab. 41(3), 623-638 (2004). http //dx. doi. org/ 10.1239/jap/1091543414... 

Scalas, E., Gorenflo, R., Mainardi, R Uncoupled continuous-time random walks solution and limiting behavior of the master equation. Phys. Rev. E 69(1), 011107 (2004). http //dx.doi.org/10.1103/PhysRevE.69.011107... 

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 continuous limit of a simple random walk model leads to a stochastic dynamic equation, first discussed in physics in the context of diffusion by Paul Langevin. The random force in the Langevin equation [44], for a simple dichotomous process with memory, leads to a diffusion variable that scales in time and has a Gaussian probability density. A long-time memory in such a random force is shown to produce a non-Gaussian probability density for the system response, but one that still scales. 

The time interval between steps were assumed to be a constant finite value in the simple random walk model. If, however, we explicitly take the limit where the time interval vanishes, then the discrete walk is replaced with a continuous rate. We begin our discussion of the scaling of statistical processes by considering one of the simplest stochastic rate equations and follow the development of Allegrini etal. [49]. 

For an unbiased symmetric random walk, P(S) = P(—S), the second term on the right vanishes and taking the time-continuous limit of small r one obtains a diffusion equation with diffusion coefficient determined by the variance of the jumps D = 5%)/(2r). In d dimensions the result is D = (<52)/(2g t). In the random walk context, the dispersion in Eq. (2.13) is giving the second moment of the position of a random walker which started at r = 0 ... 

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