No abstract

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments. uncovered anomalous diffusion of the power-law formwith the anomalous diffusion exponent 0<α<1 and the generalised diffusion coefficient D α [11], for the motion of charge carriers in amorphous semiconductors [12]. With the advance of modern microscopy techniques, in particular, superresolution microscopy, as well as massive progress in supercomputing, anomalous diffusion of the type (3) has been reported in numerous complex and biological systems [13,14]. Thus, subdiffusion with 0<α<1 was observed for submicron tracers in the crowded cytoplasm of biological cells [15][16][17][18][19] as well as in artificially crowded environments [20][21][22][23]. Further reports of subdiffusion come from the motion of proteins embedded in the membranes of living cells [24][25][26]. Subdiffusion is also seen in extensive simulations studies, for instance, of lipid bilayer membranes [27][28][29][30] and relative diffusion in proteins [31]. Superdiffusion, due to active motion of molecular motors, was observed in various biological cell types for both introduced and endogenous tracers [16,17,32,33].Most of the anomalous diffusion phenomena mentioned here belong to two main classes of anomalous diffusion: (i) the class of continuous time random walk processes, in which scale-free power-law waiting times in between motion events give rise to the law (3) [12,34], along with a stretched Gaussian displacement probability density G(x, t) [11,12,34] as well as weak ergodicity breaking and ageing [35,36]. We note that similar effects of non-Gaussianity, weak non-ergodicity, and ageing also occur in spatially heterogeneous diffusion processes [37][38][39][40]. (ii) The secon...

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order α ∈ (0, 2] and skewness θ (|θ| ≤ min {α, 2 − α}), and the first-order time derivative with a Caputo derivative of order β ∈ (0, 1] . Such evolution equation implies for the flux a fractional Fick's law which accounts for spatial and temporal non-locality. The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation.1

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of time orders we provide the fundamental solution, that is still a probability density, in terms of an integral of Laplace type. The kernel depends on the type of the assumed fractional derivative except for the single order case where the two approaches turn to be equivalent. We consider with some detail two cases of order distribution: the double-order and the uniformly distributed order. For these cases we exhibit plots of the corresponding fundamental solutions and their variance, pointing out the remarkable difference between the two approaches for small and large times.