Infiltration of anomalously diffusing particles from one material to another through a biased interface is studied using continuous time random walk and Levy walk approaches. Subdiffusion in both systems may lead to a net drift from one material to another (e.g. <x(t)> > 0) even if particles eventually flow in the opposite direction (e.g. number of particles in x>0 approaches zero). A weaker paradox is found for a symmetric interface: a flow of particles is observed while the net drift is zero. For a subdiffusive sample coupled to a superdiffusive system we calculate the average occupation fractions and the scaling of the particles distribution. We find a net drift in this system, which is always directed to the superdiffusive material, while the particles flow to the material with smaller sub or superdiffusion exponent. We report the exponents of the first passage times distribution of Levy walks, which are needed for the calculation of anomalous infiltration
In a recent work on fluid infiltration in a Hele-Shaw cell with the pore-block geometry of Sierpinski carpets (SCs), the area filled by the invading fluid was shown to scale as F~t^n, with n<1/2, thus providing a macroscopic realization of anomalous diffusion [Filipovitch et al, Water Resour. Res. 52 5167 (2016)]. The results agree with simulations of a diffusion equation with constant pressure at one of the borders of those fractals, but the exponent n is very different from the anomalous exponent nu=1/D_W of single particle diffusion in the same fractals (D_W is the random walk dimension). H…
We study a random walk infiltration (RWI) model, in homogeneous and in fractal media, with localized sources at their boundaries. The particles released at a source, which is maintained at a constant density, execute unbiased random walks over a lattice; it represents solute infiltration by diffusion into a medium in contact with a reservoir. A scaling approach shows that the infiltrated length, area, or volume evolves in time as the number of distinct sites visited by a single random walker in the same medium. This is consistent with simulations of the lattice model and exact and numerical so…
Correlation functions and queuing phenomena in growth processes with drift
提出了一种新的离散随机增长模型，它描述漂移的Edward-Wilkinson（EW）方程$\partial h /\partial t = ν\partial_x^2 h - v\partial_x h +η(x,t)$ .从随机模型出发，分析了含缺陷漂移EW方程的反常行为。为了物理上理解异常行为，还研究了高度-高度关联函数$C(r)=< |h({x_0}+r)-h(x_0)|>$和$G(r)=< |h({x_0}+r)-h(x_0)|^2>$，其中缺陷位于$x_0$。高度-高度关联函数遵循幂律$C(r)\sim r^{α'}$和$G(r)\sim r^{α''}$，其中$α'=α''=1/4$围绕不允许生长过程的完美缺陷。$α'=α''=1/4$与异常粗糙度指数$α=1/4$相同。对于弱缺陷，生长过程是部分允许的，正常的EW行为恢复。我们还提出了一种新的类型的排队过程的基础上的不对称$C(r) \neq C(-r)$的相关函数周围的完美缺陷。
Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We show several transition points at which sample-to-sample fluctuations of the drift or the diffusion coefficient remain large even when the system size becomes large, i.e., non-self-averaging. Moreover, we find that the disorder average of the diffusion coefficient diverges or becomes zero when the corresponding annealed model generates superdiffusion or subdi…
We study the competition between field-induced transport and trapping in a disordered medium by studying biased random walks on random combs and the bond-diluted Bethe lattice above the percolation threshold. While it is known that the drift velocity vanishes above a critical threshold, here our focus is on fluctuations, characterized by the variance of the transit times. On the random comb, the variance is calculated exactly for a given realization of disorder using a 'forward transport' limit which prohibits backward movement along the backbone but allows an arbitrary number of excursions in…
Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent $β(x) \in (0,1)$ varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker-Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of th…
Forward and Backward Governing EQuations for Anomalous Diffusion Models Based on the Continuous Time Random Walk
连续时间随机游动（Continuous Time Random Walks，CTRW）是一种跳跃过程，跳跃之间具有随机的等待时间.我们研究了CTRW的缩放限制，其中跳跃和等待时间的分布是耦合的，并在空间和时间上变化。这样的过程模拟例如空间和时间依赖的势中的异常扩散过程。给出了CTRW过程收敛的条件，并用四个系数描述了极限。导出了含非局部时间算子的Kolmogorov向前和向后方程，并给出了三种反常扩散模型：i）含时势的次扩散，ii）含空间变化等待时间的次扩散和iii）含空间和时间漂移的Lévy行走.
