Heat transport in one-dimensional (1D) momentum-conserving lattices is generally assumed to be anomalous, thus yielding a power-law divergence of thermal conductivity with system length. However, whether heat transport in two-dimensional (2D) system is anomalous or not is still on debate because of the difficulties involved in experimental measurements or due to the insufficiently large simulation size. Here, we simulate energy and momentum diffusion in the 2D nonlinear lattices using the method of fluctuation correlation functions. Our simulations confirm that energy diffusion in the 2D momentum-conserving lattices is anomalous and can be well described by the Lévy-stable distribution. We also find that the disappear of side peaks of heat mode may suggest a weak coupling between heat mode and sound mode in the 2D nonlinear system. It is also observed that the harmonic interactions in the 2D nonlinear lattices can accelerate the energy diffusion. Contrary to the hypothesis of 1D system, we clarify that anomalous heat transport in the 2D momentum-conserving system cannot be corroborated by the momentum superdiffusion any more. Moreover, as is expected, lattices with a nonlinear on-site potential exhibit normal energy diffusion, independent of the dimension. Our findings offer some valuable insights into the mechanism of thermal transport in 2D system.
We comment on a recent paper by Li and Wang [Phys. Rev. Lett. 91, 044301 (2003)], and argue that their results violate the non-existence of a characteristic time scale in subdiffusive systems.
The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it biasing} and {\it decoupled} external fields is introduced. Complementary to the recently established Langevin equations for anomalous diffusion in a time-dependent external force-field [{\it Magdziarz et al., Phys. Rev. Lett. {\bf 101}, 210601 (2008)}] the Langevin formulation of anomalous diffusion in a decoupled time-dependent force-field is derived.
We present computer simulations of anomalous diffusion, $< r^2(t) > \sim a t^{1-δ}$, in two dimensions. The Monte Carlo calculations are in excellent agreement with previous renormalization group calculations. Interestingly, use of a high quality pseudo-random number generator is necessary to observe the anomalous diffusion. A linear-feedback, shift-register method leads to incorrect, ballistic motion of the random walkers.
In the quasi-stationary states of the Hamiltonian Mean-Field model, we numerically compute correlation functions of momenta and diffusion of angles with homogeneous initial conditions. This is an example, in a N-body Hamiltonian system, of anomalous transport properties characterized by non exponential relaxations and long-range temporal correlations. Kinetic theory predicts a striking transition between weak anomalous diffusion and strong anomalous diffusion. The numerical results are in excellent agreement with the quantitative predictions of the anomalous transport exponents. Noteworthy, al…
We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated Lévy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.
Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently characterize anomalous diffusion by determining the exponent from a single short trajectory, outperforming the standard estimation based on the MSD when the available data points are limited, as is often the case in experiments. Furthermore, the RNN can handle more complex tasks where there are no standard approaches, such as determining the anomalous diffusion expo…
Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.
Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that challenges numerical calculations. This study first explores physical properties of relaxation and diffusion models where the fractional derivative was defined recently using an exponential kernel. Analytical analysis shows that the fractional derivative model with an exponential kernel cannot characterize non-exponential dynamics well-documented in anomalous relaxa…
Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when an homogeneous absorption process is also present. Some peculiar aspects of the interrelation between the deterministic force, the nonlinear diffusion and the absorption process are discussed.
We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a delta function in the concentration. On the other hand, when the initial concentration profile is a step, the profile spreads as the square root of time. We verify our results numerically using particles moving stochastically.
This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken nowadays. The discussion is started by a brief historical report that starts with the studies of thermal machines and combines in theories such as the statistical mechanics of Boltzmann-Gibbs and the Brownian Movement. In this scenario, in the twentieth century, a series of experiments were reported that were not described by the usual model of diffusion. Suc…
Constant flux atom deposition into a porous medium is shown to generate a dense overlayer and a diffusion profile. Scaling analysis shows that the overlayer acts as a dynamic control for atomic diffusion in the porous substrate. This is modeled by generalizing the porous diffusion equation with a time-dependent diffusion coefficient equivalent to a nonlinear rescaling of time
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient analytically through the introduction of a time scaling factor $λ$. We obtain as well an exact expression for $λ$ for all kinds of diffusion. Moreover, we show that $λ$ is a universal parameter determined by the diffusion exponent. The results are then compared with numerical calculations and very good agreement is observed. The method is general and may be applied t…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the dramatic change of particles behavior compared to the standard continuous time random walk model. Constant force leads to the transition from non-ergodic sub-diffusion to seemingly ergodic diffusive behavior. However, we show it remains anomalous in a sense that the diffusion coefficient depends on the force and the anomalous exponent. For the quadratic potential…
In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the $N$-dimensional nonlinear diffusion equation $\partialρ/\partial{t}={\bf \nabla} \cdot (K{\bf \nabla} ρ^ν)-{\bf \nabla}\cdot(μ{\bf F} ρ)-αρ,$ where $K=D r^{-θ}$, $ν$, $θ$, $μ$ and $D$ are real parameters and $α$ is a time-dependent source. This equation unifies the O'Shaugnessy-Procaccia anomalous diffusion equation on fractals ($ν=1$) and the spherical anomalous diffusion for porous media ($θ=0$). An exact spherical symmetric solutio…
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 revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling arguments is able to predict the correct anomalous regime for different topologies. In addition, we show that even in the presence of anomalous diffusion, Einstein's relation still holds, implying a proportionality between the mean square displacement of the unperturbed systems and the drift induced by an external forcing.
The generalised Boltzmann equation which treats the combined localised and delocalised nature of transport present in certain materials is extended to accommodate time-dependent fields. In particular, AC fields are shown to be a means to probe the trapping and detrapping rates of materials under certain conditions. Conditions leading to dispersive transport are considered, and the signature of fractional/anomalous diffusion under AC electric fields is presented.
We briefly review some aspects of the anomalous diffusion, and its relevance in reactive systems. In particular we consider {\it strong anomalous} diffusion characterized by the moment behaviour $\langle x(t)^q \rangle \sim t^{q ν(q)}$, where $ν(q)$ is a non constant function, and we discuss its consequences. Even in the apparently simple case $ν(2)=1/2$, strong anomalous diffusion may correspond to non trivial features, such as non Gaussian probability distribution and peculiar scaling of large order moments. When a reactive term is added to a normal diffusion process, one has a propagating f…
The nonlinear diffusion equation $\frac{\partial ρ}{\partial t}=D \tildeΔ ρ^ν$ is analyzed here, where $\tildeΔ\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-θ} \frac{\partial}{\partial r}$, and $d$, $θ$ and $ν$ are real parameters. This equation unifies the anomalous diffusion equation on fractals ($ν=1$) and the spherical anomalous diffusion for porous media ($θ=0$). Exact point-source solution is obtained, enabling us to describe a large class of subdiffusion ($θ> (1-ν)d$), normal diffusion ($θ= (1-ν)d$) and superdiffusion ($θ< (1-ν)d$). Furthermore, a thermostatistical basis fo…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation in limiting cases confirm our results. For an ensemble of particles starting at a spatial minimum (maximum) of the viscous damping we find subdiffusive (superdiffusive) motion. Superdiffusion occurs also for a monotonically varying viscosity profile. We suggest different substances for related experimental investigations.
A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous diffusion in random potential models. We show that subdiffusion is only possible either if the mean Boltzmann factor in the corresponding potential diverges or if the percolation concentration in the system is equal to unity (or both), and that superdiffusion is impossible in our system under any condition. We show also other useful applications of this relation…
We introduce a new universality class of one-dimensional iteration model giving rise to self-similar motion, in which the Feigenbaum constants are generalized as self-similar rates and can be predetermined. The curves of the mean-square displacement versus time generated here show that the motion is a kind of anomalous diffusion with the diffusion coefficient depending on the self-similar rates. In addition, it is found that the distribution of displacement agrees to a reliable precision with the q-Gaussian type distribution in some cases and bimodal distribution in some other cases. The resul…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The invest…
Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism of particle's motion in expanding medium has only been investigated in the framework of continuous-time random walk. To focus on more diffusion processes and physical observables, we build the Langevin picture of anomalous diffusion in expanding medium, and conduct detailed analyses in the framework of Langevin equation. With the help of a subordinator, bot…
We study by molecular dynamics computer simulation a binary soft-sphere mixture that shows a pronounced decoupling of the species' long-time dynamics. Anomalous, power-law-like diffusion of small particles arises, that can be understood as a precursor of a double-transition scenario, combining a glass transition and a separate small-particle localization transition. Switching off small-particle excluded-volume constraints slows down, rather than enhances, small-particle transport. The data are contrasted with results from the mode-coupling theory of the glass transition.
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising model, and the bulk magnetisation and the magnetisation of a tagged plane in the 3D Ising model exhibit anomalous diffusion. Specifically, their mean-square displacement increases as power-laws in time, collectively denoted as $\sim t^c$, where $c$ is the anomalous exponent. We argue that the anomalous diffusion in all these quantities for the Ising model stems …
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the heterogeneous diffusion process. The heterogeneous telegrapher's process exhibits a rich variety of diffusion regimes including hyperdiffusion, ballistic motion, superdiffusion, normal diffusion and subdiffusion, and different crossover dynamics characteristic for complex systems in which anomalous diffusion is observed. The anomalous diffusion exponent in the short t…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant concentrations separate. In the present work we discuss the possibilities of a generalization of reaction-diffusion equations to the case of anomalous diffusion described by continuous-time random walks with decoupled step length and waiting time probability densities, the first being Gaussian or Levy, the second one being an exponential or a power-law lacking the first …
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy, root-mean-square position and velocity, grow algebraically with time. The scaling exponents and associated generalized diffusion constants are calculated when the oscillator's potential energy grows as a power of its position. Correlated noise yields anomalous diffusion exponents equal to half the value found for white noise.
The science of complexity is far from being fully understood and even its foundations are not well established. On the other hand, during the last decade, the random motion of particles or waves - the so-called diffusion - has been known better. In this paper, we discuss how simple ideas of diffusion can be used to deal with the description of most complex structure.
We correct a previously erroneous calculation [Phys. Rev. E 62, 6065 (2000)] of the mean first passage time of a subdiffusive process to reach either end of a finite interval in one dimension. The mean first passage time is in fact infinite.
In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for the anomalous diffusion equations of variable order are discussed. The new formulation is efficient in modeling a class of concentrations in the complex transport process.
A recent paper [M. H. Lee, Phys. Rev. Lett. 98, 190601 (2007)] has called attention to the fact that irreversibility is a broader concept than ergodicity, and that therefore the Khinchin theorem [A. I. Khinchin, Mathematical Foundations of Statistical Mechanics (Dover, New York) 1949] may fail in some systems. In this Letter we show that for all ranges of normal and anomalous diffusion described by a Generalized Langevin Equation the Khinchin theorem holds.
Einstein's theory of Brownian motion is revisited in order to formulate generalized kinetic theory of anomalous diffusion. It is shown that if the assumptions of analyticity and the existence of the second moment of the displacement distribution are relaxed, the fractional derivative naturally appears in the diffusion equation. This is the first demonstration of the physical origin of the fractional derivative, in marked contrast to the usual phenomenological introduction of it. Furthermore, Einstein's approach is generalized to nonlinear kinetic theory to derive the porous-medium-type equatio…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic or a random two dimensional potential. The model leads to a rich variety of different transport regimes, some of which correspond to anomalous diffusion such as has recently been observed in experiments and Monte Carlo simulations. We show that this anomalous behavior is controlled by the friction coefficient, and stress that it emerges naturally in a system…
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain rang…
We introduce finite ramified self-affine substrates in two dimensions with a set of appropriate hopping rates between nearest-neighbor sites, where the diffusion of a single random walk presents an anomalous {\it anisotropic} behavior modulated by log-periodic oscillations. The anisotropy is revealed by two different random walk exponents, $ν_x$ and $ν_y$, in the {\it x} and {\it y} direction, respectively. The values of these exponents, as well as the period of the oscillation, are analytically obtained and confirmed by Monte Carlo simulations.
We provide a reply to a comment by I. Goychuk arXiv:1501.06996 [cond-mat.stat-mech] (not under active consideration with Phys. Rev. Lett.) on our Letter A. Rebenshtok, S. Denisov, P. Hänggi, and E. Barkai, {\em Phys. Rev. Lett.} {\bf 112}, 110601 (2014).
Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a harmonic potential and a velocity-dependend damping are incorporated. Exact relations for moments for these cases are presented and the asymptotic behaviour for long times is discussed. Interestingly the bounding potential and the additional damping by itself lead to a subdiffussive behaviour, while acting together the particle becomes localized for long times.
We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one also unambiguously explains and predicts striking slow algebraic relaxation of the momenta autocorrelation, previously found in numerical simulations. Finally, angular anomalous diffusion are predicted for a large class of initial distributions. Non Extensive Statistical Mechanics is shown to be unnecessary for the interpretation of these phenomena.
The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far invoked to explain anomalous heat conductivity in the context of non-interacting particles is here shown to extend to the general case of truly many-body systems. Our approach does not only provide a firm evidence that energy diffusion is anomalous in the HPG, but proves definitely superior to direct methods for estimating the divergence rate of heat conductivity …
Two models for quantum Brownian motion - the Oscillator Bath (OB) model and the Random-Band-Matrix (RBM) model - are compared and a relation between the spectral density function I(w) and the variance (Vab)^2 is established. The extension to a fractal environment is then considered and the microscopic origin of anomalous diffusion is discussed. In particular, it is shown that the asymptotic behavior of the normalized velocity auto-correlation function (VACF) is entirely determined by the band form factor. This allows for a microscopic derivation of the "whip-back" effect.
We study anomalous heat conduction and anomalous diffusion in low dimensional systems ranging from nonlinear lattices, single walled carbon nanotubes, to billiard gas channels. We find that in all discussed systems, the anomalous heat conductivity can be connected with the anomalous diffusion, namely, if energy diffusion is $σ^2(t)\equiv <Δx^2> =2Dt^α (0<α\le 2)$, then the thermal conductivity can be expressed in terms of the system size $L$ as $κ= cL^β$ with $β=2-2/α$. This result predicts that a normal diffusion ($α=1$) implies a normal heat conduction obeying the Fourier law ($β=0$), a supe…
Voter models are well known in the interdisciplinary community, yet they haven't been studied from the perspective of anomalous diffusion. In this paper we show that the original voter model exhibits ballistic regime. Non-linear transformations of the observation variable and time scale allows us to observe other regimes of anomalous diffusion as well as normal diffusion. We show that numerical simulation results coincide with derived analytical approximations describing the temporal evolution of the raw moments.
In this letter we consider the phase diffusion of a harmonically driven undamped pendulum and show that it is anomalous in the strong sense. The role played by the fractal properties of the phase space is highlighted, providing an illustration of the link between deterministic chaos and anomalous transport. Finally, we build a stochastic model which reproduces most properties of the original Hamiltonian system by alternating ballistic flights and random diffusion.
We present a model of diffusion in heterogeneous environment, which qualitatively reflects the transport properties of a polymeric membrane with carbon nanotubes. We derived Fokker-Planck equation from system of stochastic equations, responding diffusion regime in polymer and ballistic regime in nanotube areas. We show how probability density function is changed in presence of nanotube areas. Hereupon nonlinear time dependence of mean square displacement is observed, that indicates anomalous diffusion regime. Thus, the model explains mechanism of appearance of anomalous diffusion for diffusion…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^α$, this process yield anomalous diffusion of the form $\ < x^2(t)\ > \simeq t^{2/(2-α)}$. Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time averaged mean squared displacement $\{δ^2}$ remains \emph{linear} and thus differs from the corresponding ensemble average $\ <x^2(t)\ >$. We analyze the non-ergodic behavior of this process in terms of the ergodicity breakin…
The diffusions and anomalous diffusions of charged particles in the plateau regime of toroidal plasma with a Maxwellian velocity distribution are studied. The transport theory of plasma is discussed under the toroidal coordinate system and the magnetic field is assumed to be axisymmetric. Based on the diffusion flux obtained in the toroidal plasma, we derive the diffusion coefficient tensor and thermal diffusion coefficient tensor, where two angular diffusion coefficients are the anomalous diffusions, depending on the radial position and having nothing to do with the magnetic field. All the ra…
In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of operational time - the spent and the residual waiting time, respectively. The studied processes have different properties which display both subdiffusive and superdiffusive features of anomalous diffusion underlying the two-power-law relaxation patterns.
We present a thermo-kinetic description of anomalous diffusion of single-particles and clusters in a viscoelastic medium in terms of a non-Markovian diffusion equation involving memory functions. The scaling behaviour of these functions is analyzed by considering hydrodynamics and cluster-size space random walk arguments. We explain experimental results on diffusion of Brownian particles in the cytoskeleton, in cluster-cluster aggregation and in a suspension of micelles.
The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light particles is formulated on basis of the new approach similar to one in coordinate space (S. Trigger et al.). The obtained results permit to describe the various situations when the probability transition function (PTF) has a long tail in the momentum space. The effective friction and diffusion coefficients are found.
We show that the Turing patterns in reaction systems with subdiffusion can be replicated in an effective system with Markovian cross-diffusion. The effective system has the same Turing instability as the original system, and the same patterns. If particles are short-lived, the transient dynamics are captured as well. We use the cross-diffusive system to define effective diffusion coefficients for the system with anomalous transport, and we show how they can be used to efficiently describe the Turing instability. We also demonstrate that the mean squared displacement of a suitably defined ensem…
We study a reaction diffusion system where we consider a non-gaussian process instead of a standard diffusion. If the process increments follow a probability distribution with tails approaching to zero faster than a power law, the usual qualitative behaviours of the standard reaction diffusion system, i.e., exponential tails for the reacting field and a constant front speed, are recovered. On the contrary if the process has power law tails, also the reacting field shows power law tail and the front speed increases exponentially with time. The comparison with other reaction-transport systems wh…
We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time limit, is characterized by a universal power law. Contrasting this power law with the asymptotic FPT distribution from another type of anomalous diffusion exemplified by the fractional Brownian motion, we show that the two types of anomalous diffusions give rise to two distinct scaling behavior.
A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in ordinary diffusion is replaced by t^gamma. However, very few results are known for reactions involving different species characterized by different anomalous diffusion exponents. Here we study the reaction dynamics of a (sub)diffusive particle surrounded by a sea of (sub)diffusive traps in one dimension. We find rigorous results for the asymptotic survival probabil…
Countless systems in biology, physics, and finance undergo diffusive dynamics. Many of these systems, including biomolecules inside cells, active matter systems and foraging animals, exhibit anomalous dynamics where the growth of the mean squared displacement with time follows a power law with an exponent that deviates from $1$. When studying time series recording the evolution of these systems, it is crucial to precisely measure the anomalous exponent and confidently identify the mechanisms responsible for anomalous diffusion. These tasks can be overwhelmingly difficult when only few short tr…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in time. What type of diffusion is exhibited by this {\em random dynamical system}? We show that the resulting dynamics can generate anomalous diffusion, where in contrast to Brownian normal diffusion the mean square displacement of an ensemble of particles increases nonlinearly in time. Randomly mixing simple deterministic walks on the line we find anomalous …
A paradigmatic nonhyperbolic dynamical system exhibiting deterministic diffusion is the smooth nonlinear climbing sine map. We find that this map generates fractal hierarchies of normal and anomalous diffusive regions as functions of the control parameter. The measure of these self-similar sets is positive, parameter-dependent, and in case of normal diffusion it shows a fractal diffusion coefficient. By using a Green-Kubo formula we link these fractal structures to the nonlinear microscopic dynamics in terms of fractal Takagi-like functions.
