Fokker Planck equation anomalous diffusion

For systems that exhibit slow anomalous transport, the incorporation of external fields is in complete analogy to the existing Brownian framework which itself is included in the fractional formulation for the limit a —> 1 The FFPE (19) combines the linear competition of drift and diffusion of the classical Fokker-Planck equation with the prevalence of a new relaxation pattern. As we are going to show, also the solution methods for fractional equations are similar to the known methods from standard partial differential equations. However, the temporal behavior of systems ruled by fractional dynamics mirrors the self-similar nature of its nonlocal formulation, manifested in the Mittag-Leffler pattern dominating the system equilibration. 

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 time behavior of the right-hand side of Eq. (90) indicates that the initial state Wo(x) decays slowly with a long-time tail unlike the exponential decay of normal diffusion, which is an indication of the fractal time character of the process. Equations (89) and (90) are fractional analogs of the conventional Fokker-Planck equation [Eq. (88)] giving rise to the Cole-Cole anomalous behavior. 

In order to demonstrate how the anomalous relaxation behavior described by the hitherto empirical Eqs. (9)—(11) may be obtained from our fractional generalizations of the Fokker-Planck equation in configuration space (in effect, fractional Smoluchowski equations), Eq. (101), we first consider the fractional rotational motion of a fixed axis rotator [1], which for the normal diffusion is the first Debye model (see Section II.C). The orientation of the dipole is specified by the angular coordinate 4> (the azimuth) constituting a system of one rotational degree of freedom. Electrical interactions between the dipoles are ignored. 

In the present section, it is demonstrated how the linear response of an assembly of noninteracting polar Brownian particles to a small external field F applied parallel and perpendicular to the bias field Fo may be calculated in the context of the fractional noninertial rotational diffusion in the same manner as normal rotational diffusion [8]. In order to carry out the calculation, it is assumed that the rotational Brownian motion of a particle may be described by a fractional noninertial Fokker-Planck (Smoluchowski) equation, in which the inertial effects are neglected. Both exact and approximate solutions of this equation are presented. We shall demonstrate that the characteristic times of the normal diffusion process, namely, the integral and effective relaxation times obtained in Refs. 8, 65, and 67, allow one to evaluate the dielectric response for anomalous diffusion. Moreover, these characteristic times yield a simple analytical equation for the complex dielectric susceptibility tensor describing the anomalous relaxation of the system. The exact solution of the problem reduces to the solution of the infinite hierarchies of differential-recurrence equations for the corresponding relaxation functions. The longitudinal and transverse components of the susceptibility tensor may be calculated exactly from the Laplace transform of these relaxation functions using linear response theory [72]. 

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