Elliptic random-walk equation for suspension and tracer transport in porous media

We propose a new approach to transport of the suspensions and tracers in porous media. The approach is based on a modified version of the continuous time random walk (CTRW) theory. In the framework of this theory we derive an elliptic transport equation. The new equation contains the time and the mixed dispersion terms expressing the dispersion of the particle time steps. The properties of the new equation are studied and the fundamental analytical solutions are obtained. The solution of the pulse injection problem describing a common tracer injection experiment is studied in greater detail. The new theory predicts delay of the maximum of the tracer, compared to the velocity of the flow, while its forward “tail” contains much more particles than in the solution of the classical parabolic (advection-dispersion) equation. This is in agreement with the experimental observations and predictions of the CTRW theory.     

Subordinated diffusion and continuous time random walk asymptotics

Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or, otherwise, by fractional Fokker-Planck equations (FFPEs). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a Le?vy α-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates a trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit.     

From continuous time random walks to the fractional fokker-planck equation

We generalize the continuous time random walk (CTRW) to include the effect of space dependent jump probabilities. When the mean waiting time diverges we derive a fractional Fokker-Planck equation (FFPE). This equation describes anomalous diffusion in an external force field and close to thermal equilibrium. We discuss the domain of validity of the fractional kinetic equation. For the force free case we compare between the CTRW solution and that of the FFPE.     

Fractional Dynamics at Multiple Times

A continuous time random walk (CTRW) imposes a random waiting time between random particle jumps. CTRW limit densities solve a fractional Fokker-Planck equation, but since the CTRW limit is not Markovian, this is not sufficient to characterize the process. This paper applies continuum renewal theory to restore the Markov property on an expanded state space, and compute the joint CTRW limit density at multiple times.     

Transport Equation Evaluation of Coupled Continuous Time Random Walks

The transport behavior of a migrating particle in a disordered medium is exhibited in the solution of a transport equation derived from a coupled continuous time random walk (CTRW). A core aspect of CTRW is the spectrum of transitions in displacement s and time t, ψ(s,t), that characterizes the disordered system, which determine the transport. In many applications the CTRW approach has successfully accounted for the anomalous or non-Fickian nature of the particle plume propagation based on a power-law dependence ψ(t) in a decoupled p(s)ψ(t) approximation to ψ(s,t). For example, this power-law dependence in t derives from the complex Darcy flow fields in geological formations. Recently, the fully coupled CTRW was analyzed using a particle tracking approach, demonstrating that the decoupled approximation is valid only for a compact distribution of s. In this paper we solve the nonlocal-in-time transport equation with a ψ(s,t) containing a power-law dependence in both s (a Lévy-like distribution) and t, which necessitates the strong s,t coupling. We show enhanced transport behavior (relative to the plume propagation behavior reported in the literature) that derives from the rare large displacements in s (limited by the transition t). The interplay between the two coupled power laws is clearly shown in the changes in the breakthrough curves in the arrival times, dispersion and dependence on the velocity (v=s/t) distribution. Similar enhancements are exhibited in the particle tracking results.     

Theory of anomalous dispersion in a-Se

A theory of multiple trapping expressed in terms of generalized first-order transport equations is used to explain the change in dispersion with temperature of the photocurrent transients in a-Se. The theory is shown to be equivalent to the continuous-time random walk (CTRW) model of Scher and Montroll, and the hopping-time distribution function is computed for the CTRW model in terms of the trap parameters.     

CTRW模型等待时间分布的随机抽样方法

研究等待时间分布为截断幂律分布的连续时间随机行走(CTRW)模型,分析比较截断幂律分布的可能随机抽样方法,并提出一套可以对其进行精确抽样的乘分布舍选算法.数值结果表明:当幂律指数α > 0.2时,该算法的抽样效率在80%以上.利用该算法可以成功得出CTRW模型描述的三种反常输运过程的标度关系.     

基于连续时间无规行走模型研究反常扩散

基于连续时间无规行走(CTRW)理论,数值研究了布朗粒子的欠扩散、正常扩散和超扩散三种扩散行为.解决了CTRW模型的跳跃步长和等待时间分布函数的可实现化问题,对Metropolis抽样方法进行了改进以适用于周期势.探讨了布朗马达依靠闪烁棘轮和摇摆棘轮整流反常扩散所获得的定向速度,结果显示,闪烁布朗马达定向流极大值出现在超扩散条件下;摇摆布朗马达定向流最大值出现在弹道扩散条件下. 关键词： 无规行走 反常扩散 Metropolis抽样 棘轮势     

基于连续时间无规行走模型研究反常扩散

基于连续时间无规行走(CTRW)理论，数值研究了布朗粒子的欠扩散、正常扩散和超扩散三种扩散行为.解决了CTRW模型的跳跃步长和等待时间分布函数的可实现化问题，对Metropolis抽样方法进行了改进以适用于周期势.探讨了布朗马达依靠闪烁棘轮和摇摆棘轮整流反常扩散所获得的定向速度，结果显示，闪烁布朗马达定向流极大值出现在超扩散条件下；摇摆布朗马达定向流最大值出现在弹道扩散条件下.     

Migration and proliferation dichotomy in tumor-cell invasion

We propose a two-component reaction-transport model for the migration-proliferation dichotomy in the spreading of tumor cells. By using a continuous time random walk (CTRW), we formulate a system of the balance equations for the cancer cells of two phenotypes with random switching between cell proliferation and migration. The transport process is formulated in terms of the CTRW with an arbitrary waiting-time distribution law. Proliferation is modeled by a standard logistic growth. We apply hyperbolic scaling and Hamilton-Jacobi formalism to determine the overall rate of tumor cell invasion. In particular, we take into account both normal diffusion and anomalous transport (subdiffusion) in order to show that the standard diffusion approximation for migration leads to overestimation of the overall cancer spreading rate.     

Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach

We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy’s law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in heterogeneous natural and engineered porous materials.     

Mean first passage time for a class of non-Markovian processes

We determine the probability distribution of the first passage time for a class of non-Markovian processes. This class contains, amongst others, the well-known continuous time random walk (CTRW), which is able to account for many properties of anomalous diffusion processes. In particular, we obtain the mean first passage time for CTRW processes with truncated power-law transition time distribution. Our treatment is based on the fact that the solutions of the non-Markovian master equation can be obtained via an integral transform from a Markovian Langevin process.     

具有无规分布陷阱点阵上的连续时间无规行走

用连续时间无规行走(CTRW)理论处理陷阱控制的无序点阵上的无规行走问题,首次导出行走者可有自发衰变及受陷态具有有限寿命情形下,行走者存活几率P(t)满足的方程。对一种广泛使用的等待时间分布密度ψ(t)=ααt^-(1-α)exp(-αt^α)0<α≤1,在受陷态寿命无限长情况下,给出适用于任意陷阱浓度和任意时间的P(t)的级数解。结合实验事实和Ngai的低能激发理论,指出同时考虑动力学关联和结构无序对解释实际过程的必要性。并提出包括可由Ngai低能激发理论描写的动力学关联在内的连续时间无规行走理论,其物理图象与目前的CTRW理论有根本不同。 关键词：     

Methods for analysing transport in disordered systems with long-range traps

The continuous time random walk (CTRW) methods and the homomorphic cluster coherent potential approximation (HCCPA) are known to be useful approximate methods for the analysis of transport between localised states in ordinary disordered systems. In order to examine their applicability to disordered systems in the presence of long-range traps, calculations of the trapping probability were performed by these methods for ordered systems containing such traps, and the results compared with those obtained by the usual coherent potential approximation. It is found that the HCCPA method is totally unreliable for such systems, and the reasons for this are discussed. The CTRW methods are found to be unreliable for quantitative results, but the results that they give have the correct qualitative behaviour.     

On Hilfer's objection to the fractional time diffusion equation

Hilfer [Physica A 329 (2003) 35] claims to give an example of a continuous time random walk (CTRW) model with long-tailed waiting time probability density that approaches a Gaussian behavior in the continuum limit. Rigorous limit theorems, derived previously, show however that in the limit of long-time such a CTRW converges to a non-Gaussian behavior. We discuss two types of continuum limits for the CTRW model: the fractional continuum limit and the one introduced by Hilfer. We show that the fractional limit yields the correct long-time behavior of the CTRW, while Hilfer's continuum limit does not. We discuss a general approach to find a continuum limit of the CTRW process.     

The CTRW in finance: Direct and inverse problems with some generalizations and extensions

We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies a non-Markovian formulation of the CTRW aimed to account for correlated increments of the return.     

Turbulent Prandtl number in the boundary layer on a plate: effect of the molecular Prandtl number,injection (suction), and longitudinal pressure gradient

Using the differential turbulence model supplemented by the transport equation for the turbulent heat flux, a numerical study is carried out of the dependence of the Prandtl turbulent number on the molecular Prandtl number, the intensity of the gas injection (suction) through the permeable wall, and the freestream acceleration (deceleration). The air and mixtures of helium with xenon and argon are considered as gas carriers, and mercury, water, and transformer oil are used as liquid carriers. The obtained results of calculations are consistent with the available experimental data for the turbulent Prandtl number and the quantities included in its definition.     

Nonlinear transport and heat dissipation in metallic carbon nanotubes

We show that the local temperature dependence of thermalized electron and phonon populations along metallic carbon nanotubes is the main reason behind the nonlinear transport characteristics in the high bias regime. Our model is based on the solution of the Boltzmann transport equation considering both optical and zone boundary phonon emission as well as absorption by charge carriers. It also assumes a local temperature along the nanotube, determined self-consistently with the heat transport equation. By using realistic transport parameters, our results not only reproduce experimental data for electronic transport but also provide a coherent interpretation of thermal breakdown under electric stress. In particular, electron and phonon thermalization prohibits ballistic transport in short nanotubes.     

Novel heat conduction model for bridging different space and time scales

This exposition describes a novel heat transport model and an underlying unified theory emanating from the physics of the Boltzmann transport equation which acknowledges simultaneously the coexistence of that termed as slow processes (at low energies) and fast processes (at high energies) as heat carriers while describing the evolution of heat transport characteristics spanning both spatial scales (characterizing ballistic to diffusive limits), and also time scales (characterizing finite to infinite heat propagation speeds).