Anomalous diffusion

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Mean squared displacement for different types of anomalous diffusion

Anomalous diffusion is a

non-linear relationship between the mean squared displacement
(MSD), , and time. This behavior is in stark contrast to Brownian motion, the typical diffusion process described by Einstein and Smoluchowski, where the MSD is linear in time (namely, with d being the number of dimensions and D the
diffusion coefficient).[1][2]

It has been found that equations describing normal diffusion are not capable of characterizing some complex diffusion processes, for instance, diffusion process in inhomogeneous or heterogeneous medium, e.g. porous media. Fractional diffusion equations were introduced in order to characterize anomalous diffusion phenomena.

Examples of anomalous diffusion in nature have been observed in ultra-cold atoms,

micellar solutions.[12]

Classes of anomalous diffusion

Unlike typical diffusion, anomalous diffusion is described by a power law, where is the so-called generalized diffusion coefficient and is the elapsed time. The classes of anomalous diffusions are classified as follows:

In 1926, using weather balloons, Lewis Fry Richardson demonstrated that the atmosphere exhibits super-diffusion.[15] In a bounded system, the mixing length (which determines the scale of dominant mixing motions) is given by the Von Kármán constant according to the equation , where is the mixing length, is the Von Kármán constant, and is the distance to the nearest boundary.[16] Because the scale of motions in the atmosphere is not limited, as in rivers or the subsurface, a plume continues to experience larger mixing motions as it increases in size, which also increases its diffusivity, resulting in super-diffusion.[17]

Models of anomalous diffusion

The types of anomalous diffusion given above allows one to measure the type, but how does anomalous diffusion arise? There are many possible ways to mathematically define a stochastic process which then has the right kind of power law. Some models are given here.

These are long range correlations between the signals continuous-time random walks (CTRW)[18] and fractional Brownian motion (fBm), and diffusion in disordered media.[19] Currently the most studied types of anomalous diffusion processes are those involving the following

These processes have growing interest in

statistical physics because approaches using microcanonical ensemble and Wiener–Khinchin theorem
break down.

See also

  • Lévy flight – Random walk with heavy-tailed step lengths
  • Random walk – Mathematical formalization of a path that consists of a succession of random steps
  • Percolation – Filtration of fluids through porous materials
  • Long term correlations[clarification needed]
  • long range dependencies – Phenomenon in linguistics and data analysis
  • Hurst exponent – A measure of the long-range dependence of a time series
  • Detrended fluctuation analysis (DFA) – variation of the Hurst Exponent technique, used in the analysis of fractal time series
  • Fractal – Infinitely detailed mathematical structure

References

External links