Molecular theory of anomalous diffusion

Abstract

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by allowing for interactions between a population of walkers. At the macroscopic level, this gives rise to a nonlinear Fokker-Planck equation. The diffusive behavior is reflected not only in the mean-squared displacement ($<r^2(t)>\sim t^{\gamma }$ with $0<\gamma \le 1.5$) but also in the existence of self-similar scaling solutions of the Fokker-Planck equation. We give a physical interpretation of sub- and super-diffusion in terms of the attractive and repulsive interactions between the diffusing particles and we discuss analytically the limiting values of the exponent $\gamma$. Simulations based on the Master Equation are shown to be in agreement with the analytical solutions of the nonlinear Fokker-Planck equation in all three diffusion regimes.

Published text with additional comments

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• Asymptotic properties of a bold random walk
• Non-linear Fokker-Planck equations from conformal metrics and scalar curvature
• The bold/timorous walker on the trek from home