Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion

Abstract EN

The Master Equation approach to model anomalous diffusion is considered.

Anomalous diffusion in complex media can be described as the result of a superposition mechanism reflecting inhomogeneity and nonstationarity properties of the medium.

For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master Equation emerges to be the governing equation of the Erdélyi-Kober fractional diffusion, that describes the evolution of the marginal distribution of the so-called generalized grey Brownian motion.

This motion is a parametric class of stochastic processes that provides models for both fast and slow anomalous diffusion: it is made up of self-similar processes with stationary increments and depends on two real parameters.

The class includes the fractional Brownian motion, the time-fractional diffusion stochastic processes, and the standard Brownian motion.

In this framework, the M-Wright function (known also as Mainardi function) emerges as a natural generalization of the Gaussian distribution, recovering the same key role of the Gaussian density for the standard and the fractional Brownian motion.