An Introduction to Non-diffusive Transport Models

Research output: Contribution to journalArticle

Abstract

The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and finance. However, in recent decades, non-diffusive transport processes with non-Brownian statistics were observed experimentally in a multitude of scientific fields. Examples include human travel, in-cell dynamics, the motion of bright points on the solar surface, the transport of charge carriers in amorphous semiconductors, the propagation of contaminants in groundwater, the search patterns of foraging animals and the transport of energetic particles in turbulent plasmas. These examples showed that the assumptions of the classical diffusion paradigm, assuming an underlying uncorrelated (Markovian), Gaussian stochastic process, need to be relaxed to describe transport processes exhibiting a non-local character and exhibiting long-range correlations. This article does not aim at presenting a complete review of non-diffusive transport, but rather an introduction for readers not familiar with the topic. For more in depth reviews, we recommend some references in the following. First, we recall the basics of the classical diffusion model and then we present two approaches of possible generalizations of this model: the Continuous-Time-Random-Walk (CTRW) and the fractional L\'evy motion (fLm).
Original languageEnglish
Number of pages23
JournalArXiv pre-print
Publication statusPublished - 8 Aug 2015

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finance
amorphous semiconductors
stochastic processes
readers
energetic particles
ground water
biology
random walk
travel
contaminants
animals
charge carriers
statistics
chemistry
physics
propagation
cells

Keywords

  • cond-mat.stat-mech
  • J.2, G.3

Cite this

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title = "An Introduction to Non-diffusive Transport Models",
abstract = "The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and finance. However, in recent decades, non-diffusive transport processes with non-Brownian statistics were observed experimentally in a multitude of scientific fields. Examples include human travel, in-cell dynamics, the motion of bright points on the solar surface, the transport of charge carriers in amorphous semiconductors, the propagation of contaminants in groundwater, the search patterns of foraging animals and the transport of energetic particles in turbulent plasmas. These examples showed that the assumptions of the classical diffusion paradigm, assuming an underlying uncorrelated (Markovian), Gaussian stochastic process, need to be relaxed to describe transport processes exhibiting a non-local character and exhibiting long-range correlations. This article does not aim at presenting a complete review of non-diffusive transport, but rather an introduction for readers not familiar with the topic. For more in depth reviews, we recommend some references in the following. First, we recall the basics of the classical diffusion model and then we present two approaches of possible generalizations of this model: the Continuous-Time-Random-Walk (CTRW) and the fractional L\'evy motion (fLm).",
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An Introduction to Non-diffusive Transport Models. / Bovet, Alexandre.

In: ArXiv pre-print, 08.08.2015.

Research output: Contribution to journalArticle

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