Generalized diffusion-wave equation with memory kernel

We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular cases. We consider different memory kernels of the integro-differential operator, derive corresponding fundamental solutions, specify the conditions of their non-negativity and calculate mean squared displacement for all cases. In particular, we introduce and study generalized diffusion-wave equations with regularized Prabhakar derivative of single and distributed orders. The equations considered can be used for modeling broad spectrum of anomalous diffusion processes and various transitions between different diffusion regimes.

[1]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1951 .

[2]  P. A. P. Moran,et al.  An introduction to probability theory , 1968 .

[3]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1951 .

[4]  E. Montroll,et al.  Anomalous transit-time dispersion in amorphous solids , 1975 .

[5]  W. Schneider,et al.  Fractional diffusion and wave equations , 1989 .

[6]  Alain Pumir,et al.  Anomalous diffusion of tracer in convection rolls , 1989 .

[7]  Solomon,et al.  Observation of anomalous diffusion and Lévy flights in a two-dimensional rotating flow. , 1993, Physical review letters.

[8]  F. Mainardi The fundamental solutions for the fractional diffusion-wave equation , 1996 .

[9]  G. Weiss,et al.  Finite-velocity diffusion , 1996 .

[10]  K. Jacobson,et al.  Single-particle tracking: applications to membrane dynamics. , 1997, Annual review of biophysics and biomolecular structure.

[11]  A. Compte,et al.  The generalized Cattaneo equation for the description of anomalous transport processes , 1997 .

[12]  Ralf Metzler,et al.  FRACTIONAL DIFFUSION, WAITING-TIME DISTRIBUTIONS, AND CATTANEO-TYPE EQUATIONS , 1998 .

[13]  I. Podlubny Fractional differential equations , 1998 .

[14]  SUPERDIFFUSION AND OUT-OF-EQUILIBRIUM CHAOTIC DYNAMICS WITH MANY DEGREES OF FREEDOMS , 1999, cond-mat/9904389.

[15]  A. Compte,et al.  Stochastic foundation of normal and anomalous Cattaneo-type transport , 1999 .

[16]  J. Klafter,et al.  The random walk's guide to anomalous diffusion: a fractional dynamics approach , 2000 .

[17]  A. Caspi,et al.  Enhanced diffusion in active intracellular transport. , 2000, Physical review letters.

[18]  A. Libchaber,et al.  Particle diffusion in a quasi-two-dimensional bacterial bath. , 2000, Physical review letters.

[19]  V Latora,et al.  Non-Gaussian equilibrium in a long-range Hamiltonian system. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[20]  George H. Weiss,et al.  Some applications of persistent random walks and the telegrapher's equation , 2002 .

[21]  I M Sokolov,et al.  Retarding subdiffusion and accelerating superdiffusion governed by distributed-order fractional diffusion equations. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[22]  I. M. Sokolov,et al.  Fractional Fokker-Planck equation for ultraslow kinetics , 2003 .

[23]  J. Klafter,et al.  The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics , 2004 .

[24]  L. Beghin,et al.  Time-fractional telegraph equations and telegraph processes with brownian time , 2004 .

[25]  V E Lynch,et al.  Nondiffusive transport in plasma turbulence: a fractional diffusion approach. , 2005, Physical review letters.

[26]  Francesco Mainardi,et al.  Simply and multiply scaled diffusion limits for continuous time random walks , 2005 .

[27]  M. Dentz,et al.  Modeling non‐Fickian transport in geological formations as a continuous time random walk , 2006 .

[28]  T. Geisel,et al.  The scaling laws of human travel , 2006, Nature.

[29]  Francesco Mainardi,et al.  Some aspects of fractional diffusion equations of single and distributed order , 2007, Appl. Math. Comput..

[30]  F. Mainardi,et al.  The role of the Fox-Wright functions in fractional sub-diffusion of distributed order , 2007, 0711.3779.

[31]  K. Weron,et al.  Diffusion and relaxation controlled by tempered alpha-stable processes. , 2008, Physical review. E, Statistical, nonlinear, and soft matter physics.

[32]  I M Sokolov,et al.  Generalized fractional diffusion equations for accelerating subdiffusion and truncated Lévy flights. , 2008, Physical review. E, Statistical, nonlinear, and soft matter physics.

[33]  Anatoly N. Kochubei,et al.  Distributed order derivatives and relaxation patterns , 2009, 0905.0616.

[34]  Arak M. Mathai,et al.  The H-Function , 2010 .

[35]  F. Mainardi Fractional Calculus and Waves in Linear Viscoelasticity: An Introduction to Mathematical Models , 2010 .

[36]  Ralf Metzler,et al.  Fractional dynamics : recent advances , 2011 .

[37]  J. Klafter,et al.  Natural and Modified Forms of Distributed-Order Fractional Diffusion Equations , 2011 .

[38]  H. Stanley,et al.  The Physics of Foraging: An Introduction to Random Searches and Biological Encounters , 2011 .

[39]  Stochastic solution to a time-fractional attenuated wave equation , 2012, Nonlinear dynamics.

[40]  R. Metzler,et al.  Strange kinetics of single molecules in living cells , 2012 .

[41]  Francesco Mainardi,et al.  Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation , 2012, Comput. Math. Appl..

[42]  T. Franosch,et al.  Anomalous transport in the crowded world of biological cells , 2013, Reports on progress in physics. Physical Society.

[43]  R. Gorenflo,et al.  Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density , 2013 .

[44]  Trifce Sandev,et al.  Langevin equation for a free particle driven by power law type of noises , 2014 .

[45]  Federico Polito,et al.  Hilfer-Prabhakar derivatives and some applications , 2014, Appl. Math. Comput..

[46]  Andrey G. Cherstvy,et al.  Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking. , 2014, Physical chemistry chemical physics : PCCP.

[47]  Hari M. Srivastava,et al.  Laplace type integral expressions for a certain three-parameter family of generalized Mittag-Leffler functions with applications involving complete monotonicity , 2014, J. Frankl. Inst..

[48]  Holger Kantz,et al.  Distributed-order diffusion equations and multifractality: Models and solutions. , 2015, Physical review. E, Statistical, nonlinear, and soft matter physics.

[49]  H. Kantz,et al.  Diffusion and Fokker-Planck-Smoluchowski Equations with Generalized Memory Kernel , 2015 .

[50]  Gil Ariel,et al.  Swarming bacteria migrate by Lévy Walk , 2015, Nature Communications.

[51]  Mark M. Meerschaert,et al.  Stochastic solutions for fractional wave equations , 2015, Nonlinear dynamics.

[52]  E. Bazhlekova Subordination Principle for a Class of Fractional Order Differential Equations , 2015 .

[53]  Igor M. Sokolov,et al.  A toolbox for determining subdiffusive mechanisms , 2015 .

[54]  F. Mainardi,et al.  Models of dielectric relaxation based on completely monotone functions , 2016, 1611.04028.

[55]  Roberto Garrappa,et al.  Grünwald-Letnikov operators for fractional relaxation in Havriliak-Negami models , 2016, Commun. Nonlinear Sci. Numer. Simul..

[56]  J. Masoliver Fractional telegrapher's equation from fractional persistent random walks. , 2016, Physical review. E.

[57]  I. Sokolov,et al.  Beyond monofractional kinetics , 2017 .

[58]  Mathematical Modeling of Fractional Differential Filtration Dynamics Based on Models with Hilfer–Prabhakar Derivative , 2017 .

[59]  Holger Kantz,et al.  Generalized Langevin equation with tempered memory kernel , 2017 .

[60]  R. Metzler,et al.  Manipulation and Motion of Organelles and Single Molecules in Living Cells. , 2017, Chemical reviews.

[61]  Trifce Sandev,et al.  Generalized Langevin Equation and the Prabhakar Derivative , 2017 .

[62]  J. Masoliver,et al.  Continuous time persistent random walk: a review and some generalizations , 2017 .

[63]  Roberto Garrappa,et al.  The Prabhakar or three parameter Mittag-Leffler function: Theory and application , 2017, Commun. Nonlinear Sci. Numer. Simul..

[64]  Andrea Giusti,et al.  Prabhakar-like fractional viscoelasticity , 2017, Commun. Nonlinear Sci. Numer. Simul..

[65]  Emilia G. Bazhlekova,et al.  Subordination approach to multi-term time-fractional diffusion-wave equations , 2017, J. Comput. Appl. Math..

[66]  Trifce Sandev,et al.  Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers , 2018, New Journal of Physics.

[67]  A. Chechkin,et al.  From continuous time random walks to the generalized diffusion equation , 2018 .

[68]  Trifce Sandev,et al.  Models for characterizing the transition among anomalous diffusions with different diffusion exponents , 2018, Journal of Physics A: Mathematical and Theoretical.

[69]  A. Zhokh,et al.  Relationship between the anomalous diffusion and the fractal dimension of the environment , 2018 .