In this contribution, we show that fractional diffusion emerges from a simple Markovian Gaussian random walk when the medium displays a power-law heterogeneity. Within the framework of the continuous-time random walk, the heterogeneity of the medium is represented by the selection, at any jump, of a different time-scale for an exponential survival probability. The resulting process is a non-Markovian non-Gaussian random walk. In particular, for a power-law distribution of the time scales, the resulting random walk corresponds to a time-fractional diffusion process. We relate the power-law of the medium heterogeneity to the fractional-order of the diffusion. This relation provides an interpretation and an estimation of the fractional order of derivation in terms of environmental heterogeneity. The results are supported by simulations.
Fractional diffusion and medium heterogeneity: the case of the continuous time random walk
Paradisi P;
2021
Abstract
In this contribution, we show that fractional diffusion emerges from a simple Markovian Gaussian random walk when the medium displays a power-law heterogeneity. Within the framework of the continuous-time random walk, the heterogeneity of the medium is represented by the selection, at any jump, of a different time-scale for an exponential survival probability. The resulting process is a non-Markovian non-Gaussian random walk. In particular, for a power-law distribution of the time scales, the resulting random walk corresponds to a time-fractional diffusion process. We relate the power-law of the medium heterogeneity to the fractional-order of the diffusion. This relation provides an interpretation and an estimation of the fractional order of derivation in terms of environmental heterogeneity. The results are supported by simulations.File | Dimensione | Formato | |
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prod_457956-doc_177833.pdf
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Descrizione: Postprint - Fractional diffusion and medium heterogeneity: the case of the continuous time random walk
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prod_457956-doc_183988.pdf
Open Access dal 24/07/2023
Descrizione: Fractional diffusion and medium heterogeneity: the case of the continuous time random walk
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