Fractional Laplacian in bounded domains

First-passage distributions in a collective model of anomalous diffusion with tunable exponent

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes whose friction coefficients scale as wave number to the power 2-z. A single (tagged) monomer then executes subdiffusion over a broad range of time scales, and its mean square displacement increases as t(alpha) with alpha = 1/z. To demonstrate nontrivial aspects of the model, we numerically study the absorption of the tagged particle in one dimension near an absorbing boundary or in the interval between two such boundaries. We obtain absorption probability densities as a function of time, as well as the position-dependent distribution for unabsorbed particles, at several values of alpha. Each of these properties has features characterized by exponents that depend on alpha. Characteristic distributions found for different values of alpha have similar qualitative features, but are not simply related quantitatively. Comparison of the motion of translocation coordinate of a polymer moving through a pore in a membrane with the diffusing tagged monomer with identical alpha also reveals quantitative differences.

Mass transport subject to time-dependent flow with nonuniform sorption in porous media

We address the description of solutes flow with trapping processes in porous media. Starting from a small-scale model for tracer particle trajectories, we derive the corresponding governing equations for the concentration of the mobile and immobile phases within a fractal mobile-immobile model approach. We show that this formulation is fairly general and can easily take into account nonconstant coefficients and in particular space-dependent sorption rates. The transport equations are solved numerically and a comparison with Monte Carlo particle-tracking simulations of spatial contaminant profiles and breakthrough curves is proposed, so as to illustrate the obtained results.

Asymptotic behavior of self-affine processes in semi-infinite domains

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion and study its behavior in the presence of an absorbing boundary. Based on scaling arguments and numerical simulations, we present a conjecture that provides a link between the persistence exponent theta and the Hurst exponent H of the process, thus shedding light on the spatial and temporal features of translocation. Furthermore, we show that this conjecture applies more generally to a broad class of self-affine processes undergoing anomalous diffusion in bounded domains, and we discuss some significant examples.

Multifractality of random walks in the theory of vehicular traffic

We investigate the origin of the experimentally observed multifractal scaling of vehicular traffic flows by studying a hydrodynamic model of traffic. We first extend and apply the formalism of generalized Hurst exponents H(q) to the case of random walkers that not only diffuse but rather also undergo nonlinear convection due to interactions with other walkers. We recover analytically, as expected, that H(q) equals 12 for a single random walker starting at the origin whose probability density function satisfies Burger's equation. Despite this result for a single walker, we find that for a collection of nonlinearly convecting diffusive particles, transient effects can give rise to multiscaling at given time scales for many initial conditions. In the Lighthill-Whitham-Richards hydrodynamic model of traffic, this multiscaling effect becomes more prominent for smaller diffusion constants and larger speed limits. We discuss the relevance of these findings for the realistic scenario of traffic that flows from small roads to large highways and vice versa, where transient effects can be expected to play a significant role.

Probability distributions for polymer translocation

We study the passage (translocation) of a self-avoiding polymer through a membrane pore in two dimensions. In particular, we numerically measure the probability distribution Q(T) of the translocation time T, and the distribution P(s,t) of the translocation coordinate s at various times t. When scaled with the mean translocation time T , Q(T) becomes independent of polymer length, and decays exponentially for large T. The probability P(s,t) is well described by a Gaussian at short times, with a variance of s that grows subdiffusively as talpha with alpha approximately 0.8. For times exceeding T , P(s,t) of the polymers that have not yet finished their translocation has a nontrivial stable shape.

Transport in a Lévy ratchet: group velocity and distribution spread

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric, white, Lévy noise, being a minimal setup for a "Lévy ratchet." Due to the nonthermal character of the Lévy noise, the particle exhibits a motion with a preferred direction even in the absence of whatever additional time-dependent forces. The examination of the Lévy ratchet has to be based on the characteristics of directionality which are different from typically used measures such as mean current and the dispersion of particle positions, since these become inappropriate when the moments of the noise diverge. To overcome this problem, we discuss robust measures of directionality of transport such as the position of the median of the particle displacement distribution characterizing the group velocity and the interquantile distance giving the measure of the distribution width. Moreover, we analyze the behavior of splitting probabilities for leaving an interval of a given length, unveiling qualitative differences between the noises with Lévy indices below and above unity.

Anomalous diffusion with absorbing boundary

In a very long Gaussian polymer on time scales shorter than the maximal relaxation time, the mean squared distance traveled by a tagged monomer grows as approximately t(1/2) . We analyze such subdiffusive behavior in the presence of one or two absorbing boundaries and demonstrate the differences between this process and the subdiffusion described by the fractional Fokker-Planck equation. In particular, we show that the mean absorption time of diffuser between two absorbing boundaries is finite. Our results restrict the form of the effective dispersion equation that may describe such subdiffusive processes.