Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights

This research is concerned with developing a generalised diffusion equation capable of describing diffusion processes driven by underlying stress-redistributing type events. The work utilises the development of an appropriate continuous time random walk framework as a foundation to consider a new ge...

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Main Authors: Josiah D. Cleland, Martin A. K. Williams
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/18/3235
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author Josiah D. Cleland
Martin A. K. Williams
author_facet Josiah D. Cleland
Martin A. K. Williams
author_sort Josiah D. Cleland
collection DOAJ
description This research is concerned with developing a generalised diffusion equation capable of describing diffusion processes driven by underlying stress-redistributing type events. The work utilises the development of an appropriate continuous time random walk framework as a foundation to consider a new generalised diffusion equation. While previous work has explored the resulting generalised diffusion equation for jump-timings motivated by stick-slip physics, here non-Gaussian probability distributions of the jump displacements are also considered, specifically Lévy flights. This work illuminates several features of the analytic solution to such a generalised diffusion equation using several known properties of the Fox <i>H</i> function. Specifically demonstrated are the temporal behaviour of the resulting position probability density function, and its normalisation. The reduction of the proposed form to expected known solutions upon the insertion of simplifying parameter values, as well as a demonstration of asymptotic behaviours, is undertaken to add confidence to the validity of this equation. This work describes the analytical solution of such a generalised diffusion equation for the first time, and additionally demonstrates the capacity of the Fox <i>H</i> function and its properties in solving and studying generalised Fokker–Planck equations.
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spelling doaj.art-e97e4742645847e08b00ffbfaeabf4312023-11-23T17:35:10ZengMDPI AGMathematics2227-73902022-09-011018323510.3390/math10183235Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy FlightsJosiah D. Cleland0Martin A. K. Williams1School of Natural Sciences, Massey University, Palmerston North 4442, New ZealandSchool of Natural Sciences, Massey University, Palmerston North 4442, New ZealandThis research is concerned with developing a generalised diffusion equation capable of describing diffusion processes driven by underlying stress-redistributing type events. The work utilises the development of an appropriate continuous time random walk framework as a foundation to consider a new generalised diffusion equation. While previous work has explored the resulting generalised diffusion equation for jump-timings motivated by stick-slip physics, here non-Gaussian probability distributions of the jump displacements are also considered, specifically Lévy flights. This work illuminates several features of the analytic solution to such a generalised diffusion equation using several known properties of the Fox <i>H</i> function. Specifically demonstrated are the temporal behaviour of the resulting position probability density function, and its normalisation. The reduction of the proposed form to expected known solutions upon the insertion of simplifying parameter values, as well as a demonstration of asymptotic behaviours, is undertaken to add confidence to the validity of this equation. This work describes the analytical solution of such a generalised diffusion equation for the first time, and additionally demonstrates the capacity of the Fox <i>H</i> function and its properties in solving and studying generalised Fokker–Planck equations.https://www.mdpi.com/2227-7390/10/18/3235generalizedfractionaldiffusionFokker–Planck
spellingShingle Josiah D. Cleland
Martin A. K. Williams
Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights
Mathematics
generalized
fractional
diffusion
Fokker–Planck
title Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights
title_full Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights
title_fullStr Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights
title_full_unstemmed Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights
title_short Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights
title_sort analytical investigations into anomalous diffusion driven by stress redistribution events consequences of levy flights
topic generalized
fractional
diffusion
Fokker–Planck
url https://www.mdpi.com/2227-7390/10/18/3235
work_keys_str_mv AT josiahdcleland analyticalinvestigationsintoanomalousdiffusiondrivenbystressredistributioneventsconsequencesoflevyflights
AT martinakwilliams analyticalinvestigationsintoanomalousdiffusiondrivenbystressredistributioneventsconsequencesoflevyflights