Anomalous transport in external fields: Continuous time random walks and fractional diffusion equations extended

Ralf Metzler, Joseph Klafter, Igor M. Sokolov

Research output: Contribution to journalArticlepeer-review

226 Scopus citations

Abstract

The continuous time random walk (CTRW) in a homogeneous velocity field and in arbitrary force fields is studied. Within the extended CTRW scheme, anomalous transport properties due to long-tailed waiting time or jump length distributions are consistently introduced. The connections with generalised diffusion equations in a potential field are discussed, these equations being of fractional order. In particular, the problems of a constant and a Hookean (linear) force, i.e., of a linear and a parabolic potential, are worked out.

Original languageEnglish
Pages (from-to)1621-1633
Number of pages13
JournalPhysical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
Volume58
Issue number2
DOIs
StatePublished - 1998

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