A New Fractional Calculus Model for the Two-dimensional Anomalous Diffusion and its Analysis

Department of Mathematics, Physics, and Chemistry Beuth Technical University of Applied Sciences Berlin Luxemburger Str. 10, 13353 Berlin, Germany

^⋆ Corresponding author. E-mail: luchko@beuth-hochschule.de

Abstract

In this paper, a special model for the two-dimensional anomalous diffusion is first deduced from the basic continuous time random walk equations in terms of a time- and space-fractional partial differential equation with the Caputo time-fractional derivative of order α/ 2 and the Riesz space-fractional derivative of order α. For α < 2, this α-fractional diffusion equation describes the so called Lévy flights that correspond to the continuous time random walk model, where both the mean waiting time and the jump length variance of the diffusing particles are divergent. The fundamental solution to the α-fractional diffusion equation is shown to be a two-dimensional probability density function that can be expressed in explicit form in terms of the Mittag-Leffler function depending on the auxiliary variable |x|/(2√t) as in the case of the fundamental solution to the classical isotropic diffusion equation. Moreover, we show that the entropy production rate associated with the anomalous diffusion process described by the α-fractional diffusion equation is exactly the same as in the case of the classical isotropic diffusion equation. Thus the α-fractional diffusion equation can be considered to be a natural generalization of the classical isotropic diffusion equation that exhibits some characteristics of both anomalous and classical diffusion.