Stochastic renormalization-group approach to space-dependent supercritical branched chain processes

Anomalous diffusion with under- and overshooting subordination: a competition between the very large jumps in physical and operational times

In this paper we present an approach to anomalous diffusion based on subordination of stochastic processes. Application of such a methodology to analysis of the diffusion processes helps better understanding of physical mechanisms underlying the nonexponential relaxation phenomena. In the subordination framework we analyze a coupling between the very large jumps in physical and two different operational times, modeled by under- and overshooting subordinators, respectively. We show that the resulting diffusion processes display features by means of which all experimentally observed two-power-law dielectric relaxation patterns can be explained. We also derive the corresponding fractional equations governing the spatiotemporal evolution of the diffusion front of an excitation mode undergoing diffusion in the system under consideration. The commonly known type of subdiffusion, corresponding to the Mittag-Leffler (or Cole-Cole) relaxation, appears as a special case of the studied anomalous diffusion processes.

Overshooting and undershooting subordination scenario for fractional two-power-law relaxation responses

In this paper, we propose a transparent subordination approach to anomalous diffusion processes underlying the nonexponential relaxation. We investigate properties of a coupled continuous-time random walk that follows from modeling the occurrence of jumps with compound counting processes. As a result, two different diffusion processes corresponding to over- and undershooting operational times, respectively, have been found. We show that within the proposed framework, all empirical two-power-law relaxation patterns may be derived. This work is motivated by the so-called "less typical" relaxation behavior observed, e.g., for gallium-doped Cd0.99Mn0.01Te mixed crystals.

Generalized Mittag-Leffler relaxation: clustering-jump continuous-time random walk approach

A stochastic generalization of renormalization-group transformation for continuous-time random walk processes is proposed. The renormalization consists in replacing the jump events from a randomly sized cluster by a single renormalized (i.e., overall) jump. The clustering of the jumps, followed by the corresponding transformation of the interjump time intervals, yields a new class of coupled continuous-time random walks which, applied to modeling of relaxation, lead to the general power-law properties usually fitted with the empirical Havriliak-Negami function.

Enhanced (hydrodynamic) transport induced by population growth in reaction-diffusion systems with application to population genetics

We consider a system made up of different physical, chemical, or biological species undergoing replication, transformation, and disappearance processes, as well as slow diffusive motion. We show that for systems with net growth the balance between kinetics and the diffusion process may lead to fast, enhanced hydrodynamic transport. Solitary waves in the system, if they exist, stabilize the enhanced transport, leading to constant transport speeds. We apply our theory to the problem of determining the original mutation position from the current geographic distribution of a given mutation. We show that our theory is in good agreement with a simulation study of the mutation problem presented in the literature. It is possible to evaluate migratory trajectories from measured data related to the current distribution of mutations in human populations.

Levy diffusion in a force field, huber relaxation kinetics, and nonequilibrium thermodynamics: H theorem for enhanced diffusion with Levy white noise

A characteristic functional approach is suggested for Levy diffusion in disordered systems with external force fields. We study the overdamped motion of an ensemble of independent particles and assume that the force acting upon one particle is made up of two additive components: a linear term generated by a harmonic potential and a second term generated by the interaction with the disordered system. The stochastic properties of the second term are evaluated by using Huber's approach to complex relaxation [Phys. Rev. B 31, 6070 (1985)]. We assume that the interaction between a moving particle and the environment can be expressed by the contribution of a large number of relaxation channels, each channel having a very small probability of being open and obeying Poisson statistics. Two types of processes are investigated: (a) Levy diffusion with static disorder for which the fluctuations of the random force are frozen and last forever and (b) diffusion with strong dynamic disorder and independent Levy fluctuations (Levy white noise). In both cases we show that the probability distribution of the position of a diffusing particle tends towards a stationary nonequilibrium form. The characteristic functional of concentration fluctuations is evaluated in both cases by using the theory of random point processes. For large times the fluctuations of the concentration field are stationary and the corresponding probability density functional can be evaluated analytically. In this limit the fluctuations depend on the distribution of the total number of particles but are independent of the initial positions of the particles. We show that the logarithm of the stationary probability functional plays the role of a nonequilibrium thermodynamic potential, which has a structure similar to the Helmholtz free energy in equilibrium thermodynamics: it is made up of the sum of an energetic component, depending on the external mechanical potential, and of an entropic component, depending on the concentration field. We show that the conditions for the existence and stability of the nonequilibrium steady state, which emerges for large times, can be expressed in terms of the stochastic potential. For Levy white noise the average concentration field can be expressed as the solution of a fractional Fokker-Planck equation. We show that the stochastic potential is a Lyapunov function of the fractional Fokker-Planck equation, which ensures that all transient solutions for the average concentration field tend towards a unique stationary form.