Anomalous diffusion and the structure of human transportation networks

The transport of materials is of fundamental importance, with studies on diffusion being at the forefront. Diffusion in a simple matrix is typically considered Fickian. However, anomalous diffusion in various media is a dominant process. It is well documented that anomalous diffusion results from medium heterogeneity, extreme events, phase transitions, medium surface dynamics, and other factors. The present work demonstrated that the diffusion of a cationic dye (crystal violet, CV) in an agar gel medium was anomalous, as shown by spatial and time-series data of dye movement. We estimated the classical diffusion coefficients using the Einstein-Smoluchowski solution to Fick's law, but these did not yield consistent Gaussianity, stationarity, or non-seasonality. However, anomalous diffusion was confirmed by modelling the experimental data. The exponent values (α) ranged from 0.468 ± 0.027 to 0.883 ± 0.107, indicating anomalous sub-diffusion that depended on the concentration of the CV dye in the same medium. We then evaluated time- and ensemble-averaged mean squared displacement using the dye-spreading data via image processing. The discrepancy in the distribution functions over a long experimental period highlighted the non-ergodic nature of the stochastic process. The dimensionless ergodicity-breaking parameter was evaluated, confirming the non-ergodic nature of the process. We found that the continuous time random walk (CTRW) model was well-suited for describing the anomalous diffusion in this system. We attributed the sub-diffusion of the dye to violations of the assumptions of Brownian motion of the particles and the nature of the diffusing medium.

In this paper, a wide view on the theory of the continuous time random walk (CTRW) and its relations to the space–time fractional diffusion process is given. We begin from the basic model of CTRW (Montroll and Weiss [19], 1965) that also can be considered as a compound renewal process. We are interested in studying the random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for the waiting times, between 0 and 2 for the jumps. We prove the relation between the integral equation of the CTRW having the above fat tails waiting and jump width distributions and the space–time fractional diffusion equations in the Laplace–Fourier domain. The space–time fractional Fokker–Planck equation could also be driven from the discrete Ehren–Fest model and is represented by the theory of CTRW. These space–time fractional diffusion processes are getting increasing popularity in applications in physics, chemistry, finance, biology, medicine and many other fields. The asymptotic behavior of the Mittag–Leffler function plays a significant rule on simulating these models. The behaviors of the studied CTRW models are well approximated and visualized by simulating various types of random walks by using the Monte Carlo method.

The purpose of the current study was to evaluate the performance of a continuous-time random-walk (CTRW) diffusion model for differentiating malignant and benign breast lesions and to consider the potential association between CTRW parameters and the Ki-67 expression. Sixty-four patients (46.2 ± 11.4 years) with breast lesions (29 malignant and 35 benign) were evaluated with the CTRW model, intravoxel incoherent motion model, and diffusion-weighted imaging. Echo planar diffusion-weighted imaging was conducted using 13 b-values (0-3000 s/mm2 ). Three CTRW model parameters, including an anomalous diffusion coefficient Dm , and two parameters related to temporal and spatial diffusion heterogeneity, α and β, respectively, were obtained, and had MRI b-values of 0-3000 s/mm2 . Receiver operating characteristic (ROC) analysis was conducted to determine the sensitivity, specificity, and diagnostic accuracy of CTRW parameters for differentiating malignant from benign breast lesions. In malignant breast lesions, the CTRW parameters Dm , α, and β were significantly lower than the corresponding parameters of benign breast lesions. In the malignant breast lesion group, the CTRW parameter Dm was significantly lower in high Ki-67 expression than in low Ki-67 expression. In ROC analysis, the combination of CTRW parameters (Dm , α, β) demonstrated the highest area under the curve value (0.985) and diagnostic accuracy (94.23%) in differentiating malignant and benign breast lesions. The CTRW model effectively differentiated malignant from benign breast lesions. The CTRW diffusion model offers a new way for noninvasive assessment of breast malignancy and better understanding of the proliferation of malignant lesions.

Fluid flow and solute transport simulations in tight geologic formations: Discrete fracture network and continuous time random walk analyses

The spatiotemporal evolution of earthquakes induced by fluid injections into the subsurface can be erratic owing to the complexity of the physical process. To effectively mitigate the associated hazard and to draft appropriate regulatory strategies, a detailed understanding of how induced seismicity may evolve is needed. In this work, we build on the well-established continuous-time random walk (CTRW) theory to develop a purely stochastic framework that can delineate the essential characteristics of this process. We use data from the 2003 and 2012 hydraulic stimulations in the Cooper Basin geothermal field that induced thousands of microearthquakes to test and demonstrate the applicability of the model. Induced seismicity in the Cooper Basin shows all the characteristics of subdiffusion, as indicated by the fractional order power-law growth of the mean square displacement with time and broad waiting-time distributions with algebraic tails. We further use an appropriate master equation and the time-fractional diffusion equation to map the spatiotemporal evolution of seismicity. The results show good agreement between the model and the data regarding the peak earthquake concentration close to the two injection wells and the stretched exponential relaxation of seismicity with distance, suggesting that the CTRW model can be efficiently incorporated into induced seismicity forecasting.

Non-Fickian transport ubiquitously occurs across all scales within fractured geological media. Detailed characterization of non-Fickian transport through single fractures is thus critical for predicting the fate of solutes and other fluid-borne entities through fractured media. Our direct numerical simulations of solute transport through two-dimensional rough-walled fractures showed early arrival and heavy tailing in breakthrough curves (BTCs), which are salient characteristics of non-Fickian transport. Analyses for dispersion coefficients (DADE) using the standard advection-dispersion equation (ADE) led to errors which increased linearly with fracture heterogeneity. Estimated Taylor dispersion coefficients deviated from estimated DADE even at higher Peclet numbers. Alternatively, we used continuous time random walk (CTRW) model with truncated power law transition rate probability to characterize the non-Fickian transport. CTRW modeling markedly and consistently improved fits to the BTCs relative to those fitted with ADE solutions. The degree of deviation of transport from Fickian to non-Fickian is captured by the parameter β of the truncated power law. We found that β is proportional to fracture heterogeneity. We also found that the CTRW transport velocity can be predicted based on the flow velocity. Along with the ability to predict β, this is a major step toward prediction of transport through CTRW using measurable physical properties.

Continuous time random walks for non-local radial solute transport

Fickian and non-Fickian behaviors were often detected for contaminant transport activity owed to the preferential flow and heterogeneity of soil media. Therefore, using diverse methods to measure such composite solute transport in soil media has become an important research topic for solute transport modeling in soil media. In this article, the continuous-time random walk (CTRW) model was applied to illustrate the relative concentration of transport in low-permeability homogeneous and saturated soil media. The solute transport development was also demonstrated with the convection-dispersion equation (CDE) and Two Region Model (TRM) for comparison. CXTFIT 2.1 software was used for CDE and TRM, and CTRW Matlab Toolbox v.3.1 for the CTRW simulation of the breakthrough curve. It was found that higher values of determination coefficient (R2) and lower values of root mean square error (RMSE) concerning the best fits of CDE, TRM, and CTRW. It was found that in the comparison of CDE, TRM, and CTRW, we tend to use CTRW to describe the transport behavior well because there are prevailing Fickian and non-Fickian transport. The CTRW gives better fitting results to the breakthrough curves (BTCs) when β has an increasing pattern towards 2.00. In this study, the variation of parameters in three methods was investigated and results showed that the CTRW modeling approach is more effective to determine non-reactive contaminants concentration in low-permeability soil media at small depths.

Continuous time random walk (CTRW) is studied with a new dynamic equation based on the age-structure of states. For a CTRW in a closed molecular system, two necessary conditions for microscopic reversibility are introduced: 1) independence of transition directionand waiting time for every state and2) detailed balance among the transition probabilities. Togetherthey are also sufficient condition. For a CTRW in an open systemwith explicit chemical energy input 1) still holds while 2)breaks down. Hence, CTRW models not satisfying 1) are eitherinconsistent with thermodynamics or cannot attain equilibriumdue to hidden dissipation in non-Markovian states.Each CTRW defines a unique corresponding Markov process (cMP).The steady-state distribution of a CTRW equals that of the corresponding Markov process,and the two systems have the same steady-state flux,the same exit probabilities and thesame mean trapping times. Mechanicity isdiscussed; a paradox observed by Kolomeisky and Fisher(J. Chem. Phys., 113 (2000) 10867) is resolved.

In Chapter 4, we obtained the governing equations of continuous-time random processes by taking a suitable joint limit Δ -→0 and τ -→0 of a lattice random walk, where Δ is the lattice spacing and τ the constant time between successive steps. The continuous-time processes so obtained are governed by stable densities (§4.3), with the Gaussian density representing the most typical case. In taking the continuum limit the lattice structure and the identity of individual steps are lost, and the analysis of many properties of the processes so obtained requires rather deep and subtle aspects of advanced probability theory, in contrast to the elegant conceptual simplicity of the original random walk. There is a less drastic way to obtain a continuous time process related to the ordinary random walk, without losing either the lattice structure or the notion of well-defined individual steps. This approach, the continuous time random walk model, owes its popularity in contemporary physics to Montroll and Weiss (1965). From a mathematical standpoint it is a particularly useful special case of the semi-Markov process (Levy 1954, Smith 1955, Pyke 1961, Feller 1964, Qinlar 1969, 1975).

Anomalous transport in porous media is commonly believed to be induced by the highly complex pore space geometry. However, this phenomenon is also observed in porous media with rather simple pore structure. In order to answer how ubiquitous can anomalous transport be in porous media, we in this work systematically investigate the solute transport process in a simple porous medium model with minimal structural randomness. The porosities we consider range widely from 0.30 up to 0.85, and we find by lattice Boltzmann simulations that the solute transport process can be anomalous in all cases at high Péclet numbers. We use the continuous time random walk theory to quantitatively explain the observed scaling relations of the process. A plausible hydrodynamic origin of anomalous transport in simple porous media is proposed as a complement to its widely accepted geometric origin in complex porous media. Our results, together with previous findings, provide evidence that anomalous transport is indeed ubiquitous in porous media. Consequently, attentions should be paid when modelling solute transport by the classical advection-diffusion equation, which could lead to systematic error.

Analysis of field observations of tracer transport in a fractured till

On fractional diffusion and continuous time random walks

Summary The fractional diffusion of the electromagnetic (EM) induction in fractured media is modeled using the 3D finite difference (FD) method in frequency domain. The EM fractional diffusion is one subset of anomalous transport processes, which is usually induced by the heterogeneities with various scales in the media. The governing equation of this process is based on the classical Maxwell equation and modified according to the continuous time random walk (CTRW) theory. The roughness parameter β in the new equation is directly related to the degree of heterogeneity of formations. To access the performance of this theory, the 3D FD modeling experiments are developed. The calculated EM response of a 1D layered model is compared with the analytical solution to validate the accuracy of the code. Then the classical Ex response to a halfspace model containing a 3D fractured subsurface zone is calculated to compare with responses of fractional diffusion model, and uniform halfspace reference model. The comparable classical models are expected to obtain to explore the relationship between the roughness β with the heterogeneities of the media.

Non-Fickian diffusion has been increasingly documented in hydrology and modeled by promising time nonlocal transport models. While previous studies showed that most of the time nonlocal models are identical with correlated parameters, fundamental challenges remain in real-world applications regarding model selection and parameter definition. This study compared three popular time nonlocal transport models, including the multi-rate mass transfer (MRMT) model, the continuous time random walk (CTRW) framework, and the tempered time fractional advection–dispersion equation (tt-fADE), by focusing on their physical interpretation and feasibility in capturing non-Fickian transport. Mathematical comparison showed that these models have both related parameters defining the memory function and other basic-transport parameters (i.e., velocity v and dispersion coefficient D) with different hydrogeologic interpretations. Laboratory column transport experiments and field tracer tests were then conducted, providing data for model applicability evaluation. Laboratory and field experiments exhibited breakthrough curves with non-Fickian characteristics, which were better represented by the tt-fADE and CTRW models than the traditional advection–dispersion equation. The best-fit velocity and dispersion coefficient, however, differ significantly between the tt-fADE and CTRW. Fitting exercises further revealed that the observed late-time breakthrough curves were heavier than the MRMT solutions with no more than two mass-exchange rates and lighter than the MRMT solutions with power-law distributed mass-exchange rates. Therefore, the time nonlocal models, where some parameters are correlated and exchangeable and the others have different values, differ mainly in their quantification of pre-asymptotic transport dynamics. In all models tested above, the tt-fADE model is attractive, considering its small fitting error and the reasonable velocity close to the measured flow rate.