Ralf Metzler

The random walk's guide to anomalous diffusion: a fractional dynamics approach

Abstract Fractional kinetic equations of the diffusion, diffusion–advection, and Fokker–Planck type are presented as a useful approach for the description of transport dynamics in complex systems which are governed by anomalous diffusion and non-exponential relaxation patterns. These fractional equations are derived asymptotically from basic random walk models, and from a generalised master equation. Several physical consequences are discussed which are relevant to dynamical processes in complex systems. Methods of solution are introduced and for some special cases exact solutions are calculated. This report demonstrates that fractional equations have come of age as a complementary tool in the description of anomalous transport processes.

The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

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Relaxation in filled polymers: A fractional calculus approach

In recent years the fractional calculus approach to describing dynamic processes in disordered or complex systems such as relaxation or dielectric behavior in polymers or photo bleaching recovery in biologic membranes has proved to be an extraordinarily successful tool. In this paper we apply fractional relaxation to filled polymer networks and investigate the dependence of the decisive occurring parameters on the filler content. As a result, the dynamics of such complex systems may be well–described by our fractional model whereby the parameters agree with known phenomenological models.

Generalized viscoelastic models: their fractional equations with solutions

Recently fractional calculus (FC) has encountered much success in the description of complex dynamics. In particular FC has proved to be a valuable tool to handle viscoelastic aspects. In this paper we construct fractional rheological constitutive equations on the basis of well known mechanical models, especially the Maxwell, the Kelvin-Voigt, the Zener and the Poynting-Thomson model. To this end we introduce a fractional element, in addition to the standard purely elastic and purely viscous elements. As we proceed to show, many of the fractional differential equations which we obtain by this construction method admit closed form, analytical solutions in terms of Fox H-functions of the Minag-Leffler type.

In vivo anomalous diffusion and weak ergodicity breaking of lipid granules.

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.

Boundary value problems for fractional diffusion equations

The fractional diffusion equation is solved for different boundary value problems, these being absorbing and reflecting boundaries in half-space and in a box. Thereby, the method of images and the Fourier–Laplace transformation technique are employed. The separation of variables is studied for a fractional diffusion equation with a potential term, describing a generalisation of an escape problem through a fluctuating bottleneck. The results lead to a further understanding of the fractional framework in the description of complex systems which exhibit anomalous diffusion.

Strange kinetics of single molecules in living cells

The irreproducibility of time-averaged observables in living cells poses fundamental questions for statistical mechanics and reshapes our views on cell biology.The irreproducibility of time-averaged observables in living cells poses fundamental questions for statistical mechanics and reshapes our views on cell biology.

Random time-scale invariant diffusion and transport coefficients.

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement delta2[over ] of individual particles remains a random variable while indicating that the particle motion is subdiffusive. We investigate this type of ergodicity breaking within the continuous time random walk model and show that delta2[over ] differs from the corresponding ensemble average. In particular we derive the distribution for the fluctuations of the random variable delta2[over ]. Similarly we quantify the response to a constant external field, revealing a generalization of the Einstein relation. Consequences for the interpretation of single molecule tracking data are discussed.

The generalized Cattaneo equation for the description of anomalous transport processes

The Cattaneo equation, which describes a diffusion process with a finite velocity of propagation, is generalized to describe anomalous transport. Three possible generalizations are proposed, each one supported by a different scheme: continuous time random walks, non-local transport theory, and delayed flux-force relation. The properties of these generalizations are studied in both the long-time and the short-time regimes. In the long-time limit, we recover the mean-square displacement which is characteristic for these anomalous processes. As expected, the short-time behaviour is modified in comparison to generalized diffusion equations.

LEVY FLIGHTS IN EXTERNAL FORCE FIELDS : LANGEVIN AND FRACTIONAL FOKKER-PLANCK EQUATIONS AND THEIR SOLUTIONS

We consider Levy flights subject to external force fields. This anomalous transport process is described by two approaches, a Langevin equation with Levy noise and the corresponding generalized Fokker-Planck equation containing a fractional derivative in space. The cases of free flights, constant force and linear Hookean force are analyzed in detail, and we corroborate our findings with results from numerical simulations. We discuss the non-Gibbsian character of the stationary solution for the case of the Hookean force, i.e. the deviation from Boltzmann equilibrium for long times. The possible connection to Tsalliss q-statistics is studied.