{"title":"Solution of the space-fractional diffusion equation on bounded domains of superdiffusive phenomena.","authors":"Diego A Monroy, Ernesto P Raposo","doi":"10.1103/PhysRevE.110.054119","DOIUrl":null,"url":null,"abstract":"<p><p>Space-fractional diffusion equations find widespread application in nature. They govern the anomalous dynamics of many stochastic processes, generalizing the standard diffusion equation to superdiffusive behavior. Strikingly, the solution of space-fractional diffusion equations on bounded domains is still an open problem. This is in part due to the difficulty of handling nonlocal boundary conditions ascribed to the space-fractional derivative, leading to the failure of standard methods. Here we revisit the space-fractional diffusion equation in one spatial dimension with bounded domains and present a solution in terms of weighted Jacobi polynomials. Calculated eigenvalues and eigenfunctions in the superdiffusive regime show remarkable agreement with results from numerical discretization of the space-fractional derivative operator and Monte Carlo simulations. To exemplify, we apply the proposed solution to obtain the exact mean residence time or mean first-passage time, first-passage-time distribution, and survival probability, in agreement with known results for the superdiffusive regime. The system of equations converges rather fast for the first eigensolutions, as is desirable for practical application purposes in superdiffusive phenomena.</p>","PeriodicalId":20085,"journal":{"name":"Physical review. E","volume":"110 5-1","pages":"054119"},"PeriodicalIF":2.4000,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Physical review. E","FirstCategoryId":"101","ListUrlMain":"https://doi.org/10.1103/PhysRevE.110.054119","RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
Abstract
Space-fractional diffusion equations find widespread application in nature. They govern the anomalous dynamics of many stochastic processes, generalizing the standard diffusion equation to superdiffusive behavior. Strikingly, the solution of space-fractional diffusion equations on bounded domains is still an open problem. This is in part due to the difficulty of handling nonlocal boundary conditions ascribed to the space-fractional derivative, leading to the failure of standard methods. Here we revisit the space-fractional diffusion equation in one spatial dimension with bounded domains and present a solution in terms of weighted Jacobi polynomials. Calculated eigenvalues and eigenfunctions in the superdiffusive regime show remarkable agreement with results from numerical discretization of the space-fractional derivative operator and Monte Carlo simulations. To exemplify, we apply the proposed solution to obtain the exact mean residence time or mean first-passage time, first-passage-time distribution, and survival probability, in agreement with known results for the superdiffusive regime. The system of equations converges rather fast for the first eigensolutions, as is desirable for practical application purposes in superdiffusive phenomena.
期刊介绍:
Physical Review E (PRE), broad and interdisciplinary in scope, focuses on collective phenomena of many-body systems, with statistical physics and nonlinear dynamics as the central themes of the journal. Physical Review E publishes recent developments in biological and soft matter physics including granular materials, colloids, complex fluids, liquid crystals, and polymers. The journal covers fluid dynamics and plasma physics and includes sections on computational and interdisciplinary physics, for example, complex networks.