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# RETARDING SUB- AND ACCELERATING SUPER-DIFFUSION GOVERNED BY DISTRIBUTED ORDER FRACTIONAL DIFFUSION EQUATIONS

## Abstract

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which, correspondingly, can not be viewed as self-affine random processes possessing a unique Hurst exponent. We prove the positivity of the solutions of the proposed equations and establish the relation to the Continuous Time Random Walk theory. We show that the distributed order time fractional diffusion equation describes the sub-diffusion random process which is subordinated to the Wiener process and whose diffusion exponent diminishes in time (retarding sub-diffusion) leading to superslow diffusion, for which the square displacement grows logarithmically in time. We also demonstrate that the distributed order space fractional diffusion equation describes super-diffusion phenomena when the diffusion exponent grows in time (accelerating super-diffusion).

PACS numbers:

02.50.Ey Stochastic processes;

05.40.-a Fluctuation phenomena, random processes, noise and Brownian motion.

Recently, kinetic equations with fractional space and time derivatives have attracted attention as a possible tool for the description of anomalous diffusion and relaxation phenomena, see, e.g., \[MK00\], \[MLP01\], \[SZ97\], \[Mai96\] and references on earlier studies therein. It was also recognized \[HA95\], \[Com96\], \[MRGS00\], \[BMK00\] that the fractional kinetic equations may be viewed as ”hydrodynamic” (that is, long-time and long-space) limits of the CTRW (Continuous Time Random Walk) theory \[MW65\] which was succesfully applied to the description of anomalous diffusion phenomena in many areas, e.g., turbulence \[KBS87\], disordered medium \[BG90\], intermittent chaotic systems \[ZK93\], etc. However, the kinetic equations have two advantages over a random walk approach: firstly, they allow one to explore various boundary conditions (e.g., reflecting and/or absorbing) and, secondly, to study diffusion and/or relaxation phenomena in external fields. Both possibilities are difficult to realize in the framework of CTRW.

There are three types of fractional kinetic equations: the first one, describing Markovian processes, contains equations with fractional space or velocity derivative, the second one, describing non-Markovian processes, contains equations with fractional time derivative, and the third class, naturally, contains both fractional space and time derivatives, as well. However, all three types are suitable to describe time evolution of the probability density function (PDF) of a very narrow class of diffusion processes, which are characterized by a unique diffusion exponent showing time-dependence of the characteristic displacement (e.g., of the root mean square) \[MK00\]. These processes are also called fractal, or self-affine processes, and they are characterized by the exponent $`H`$, called the Hurst exponent, which depends on the order of fractional derivative in the kinetic equation. We recall that the stochastic process $`x(t)`$ is self-affine, or fractal, if its stationary increments possess the following property \[ST94\]:

$$x(t+\kappa \tau )x(t)\stackrel{d}{=}\kappa ^H(x(t+\tau )x(t))$$
(1)
where $`\kappa `$ and $`H`$ are positive constants. The sign $`\stackrel{d}{=}`$implies, that the left and the right hand sides of Eq.(1) have the same PDFs.

As a possible generalization of fractional kinetic equations, we propose fractional diffusion equations in which the fractional order derivatives are integrated with respect to the order of differentiation (distributed order fractional diffusion equations). They can serve as a paradigm for the kinetic description of the random processes possessing non-unique diffusion exponent and hence, non-unique Hurst exponent. The processes with time-dependent Hurst exponent are believed to provide useful models for a host of continuous and non-stationary natural signals; they are also constructed explicitly \[PV95\], \[AV99\], \[AV00\]. Ordinary differential equations with distributed order derivatives were proposed in the works by Caputo \[Cap69\], \[Cap95\] for generalizing stress-strain relation of unelastic media. In Refs. \[BT00\], \[BT00a\] the method of the solution was proposed which is based on generalized Taylor series representation. A basic framework for the numerical solution of distributed order differential equations was introduced in \[DF01\]. Very recently, Caputo \[Cap01\] proposed the generalization of the Fick’s law using distributed order time derivative.

We write the distributed order time fractional diffusion equation for the PDF $`f(x,t)`$ as

$$\underset{0}{\overset{1}{}}𝑑\beta \tau ^{\beta 1}p(\beta )\frac{^\beta f}{t^\beta }=D\frac{^2f}{x^2},f(x,0)=\delta (x),$$
(2)
where $`\tau `$ and $`D`$ are positive constants, \[$`\tau `$\] = sec, \[$`D`$\] = cm2/sec, $`p(\beta )`$ is a dimensionless non- negative function of the order of the derivative, and the time fractional derivative of order $`\beta `$ is understood in the Caputo sense \[GM97\]:

$$\frac{^\beta f}{t^\beta }=\frac{1}{\mathrm{\Gamma }(1\beta )}\underset{0}{\overset{t}{}}𝑑\tau (t\tau )^\beta \frac{f}{t}$$
(3)
If we set $`p(\beta )=\delta (\beta \beta _0)`$, $`0<\beta _01`$, then we arrive at time fractional diffusion equation, whose solution is the PDF of the self-affine random process with the Hurst exponent equal to $`\beta _0/2`$. The PDF is expressed through Wright function \[Mai97\]. The diffusion process is then characterized by the mean square displacement

$$x^2(t)\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑xx^2f(x,t)=\frac{2}{\mathrm{\Gamma }\left(\beta _0+1\right)}D\tau ^{1\beta _0}t^{\beta _0}.$$
(4)
This formula provides the generalization of the corresponding formula for classical diffusion valid at $`\beta _0`$=1. Since $`\beta _0`$ can be less than 1, Eq.(4) describes the process of slow diffusion, or sub- diffusion.

Let us now prove that the solution of Eq.(2) is a PDF. The derivation here parallels to the method used in \[Sok01\]. Its aim is to show that the random process whose PDF obeys Eq.(2) is subordinated to the Wiener process. Returning to Eq.(2) and applying the transformations of Laplace and Fourier in succession,

$$\stackrel{\stackrel{}{}}{f}(k,s)=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑xe^{ikx}\underset{0}{\overset{t}{}}𝑑te^{st}f(x,t),$$
(5)
we get from Eq.(2),

$$\stackrel{\stackrel{}{}}{f}(k,s)=\frac{1}{s}\frac{I(s\tau )}{I(s\tau )+k^2D\tau },$$
(6)
where

$$I(s\tau )=\underset{0}{\overset{1}{}}𝑑\beta (s\tau )^\beta p(\beta )$$
(7)
We note that under the conditions described above the function $`I(s\tau )`$ is completely monotone on the positive real axis, i.e., it is positive and the signs of its derivatives alternate. We rewrite Eq.(6) as follows:

$$\stackrel{\stackrel{}{}}{f}(k,s)=\frac{I}{s}\underset{0}{\overset{\mathrm{}}{}}𝑑ue^{u\left[I+k^2D\tau \right]}=\underset{0}{\overset{\mathrm{}}{}}𝑑ue^{uk^2D\tau }\stackrel{~}{G}(u,s),$$
(8)
where

$$\stackrel{~}{G}(u,s)=\frac{I(s\tau )}{s}e^{uI(s\tau )}$$
(9)
is the Laplace transform of a function $`G(u,t)`$ whose properties will be specified below. Now, $`f(x,t)`$ can be written as

$$f(x,t)=\underset{\mathrm{}}{\overset{\mathrm{}}{}}\frac{dk}{2\pi }e^{ikx}\underset{Br}{}\frac{ds}{2\pi i}e^{st}\underset{0}{\overset{\mathrm{}}{}}𝑑ue^{uk^2D\tau }\stackrel{~}{G}(u,s)=\underset{0}{\overset{\mathrm{}}{}}𝑑u\frac{e^{x^2/4uD\tau }}{\sqrt{4\pi uD\tau }}G(u,t).$$
(10)
The function $`G(u,t)`$ is the PDF providing the subordination transformation, from time scale $`t`$ to time scale $`u`$. Indeed, at first we note that $`G(u,t)`$ is normalized with respect to $`u`$ for any $`t`$. With the use of Eq.(9) we get

$$\underset{0}{\overset{\mathrm{}}{}}𝑑uG(u,t)=𝐋_s^1\underset{0}{\overset{\mathrm{}}{}}𝑑u\left[\frac{I}{s}e^{uI}\right]=𝐋_s^1\left[\frac{1}{s}\right]=1,$$
(11)
where $`𝐋_s^1`$ is an inverse Laplace transformation. Now, to prove the positivity of $`G(u,t)`$, it is sufficient to show that its Laplace transform $`\stackrel{~}{G}(u,s)`$ is completely monotone on the positive real axis \[Fel71\]. The last statement arises from the observation that $`\stackrel{~}{G}(u,s)`$ is a product of two completely monotone functions, $`I/s`$ and $`exp(uI)`$. The monotonicity of the former is obvious, whereas the monotonicity of the latter is an elementary consequence of the Criterion 2 in \[Fel71\], Chapter XIII, Section 4. Thus, we may conclude that the solution of Eq.(2) is a PDF, and that the random process, whose PDF obeys a distributed order time fractional diffusion equation, is subordinated to the Gaussian process using operational time.

Since we are interested in diffusion problem, there is no need to obtain PDF, but its second moment only. Using Eq.(6) we get

$$x^2(t)=\left\{\frac{^2\widehat{f}(k,t)}{k^2}\right\}|_{k=0}=2D\tau 𝐋_s^1\left\{\frac{1}{sI(s\tau )}\right\}.$$
(12)
Consider two fractional exponents in Eq.(2), namely, let

$$p(\beta )=B_1\delta (\beta \beta _1)+B_2\delta (\beta \beta _2),$$
(13)
where $`0<\beta _1<\beta _21`$, $`B1>0`$, $`B2>0`$. Inserting Eq.(13) into Eq.(12) we get, denoting $`b_1=B_1\tau ^{\beta _1},b_2=B_2\tau ^{\beta _2}:`$

$$x^2(t)=2D\tau 𝐋_s^1\left\{\frac{1}{s\left(b_1s^{\beta _1}+b_2s^{\beta _2}\right)}\right\}=\frac{2D\tau }{b_2}𝐋_s^1\left\{\frac{s^{\beta _11}}{\frac{b_1}{b_2}+s^{\beta _2\beta _1}}\right\}.$$
(14)
Recalling the Laplace transform of the generalized Mittag-Leffler function $`E_{\mu ,\nu }(z),\mu >0,\nu >0`$, which can be conveniently written as \[GM97\]

$$𝐋_t\{t^\nu E_{\mu ,\nu }(\lambda t^\mu \}=\frac{s^{\mu \nu }}{s^\mu +\lambda },\mathrm{R}es>|\lambda |^{1/\mu },$$
(15)
we get from Eq.(14),

$$x^2=\frac{2D\tau }{b_2}t^{\beta _2}E_{\beta _2\beta _1,\beta _2+1}\left(\frac{b_1}{b_2}t^{\beta _2\beta _1}\right).$$
(16)
To get asymptotics at small $`t`$, we use an expansion, which is, in fact the definition of $`E_{\mu ,\nu }(z)`$, see \[Erd55\], Ch.XVIII, Eq.(19):

$$E_{\mu ,\nu }(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{z^n}{\mathrm{\Gamma }(\mu n+\nu )},$$
(17)
which yields in the main order for the square displacement ,

$$x^2\frac{2D\tau }{B_2\mathrm{\Gamma }(\beta _2+1)}\left(\frac{t}{\tau }\right)^{\beta _2}t^{\beta _2}.$$
(18)
For large $`t`$ we use the following expansion valid on the real negative axis, see \[Erd55\], Ch.XVIII, Eq.(21),

$$E_{\mu ,\nu }(z)=\underset{n=1}{\overset{N}{}}\frac{z^n}{\mathrm{\Gamma }(\mu n+\nu )}+O\left(\left|z\right|^{1N}\right),\left|z\right|\mathrm{},$$
(19)
which yields

$$x^2\frac{2D\tau }{B_1\mathrm{\Gamma }(\beta _1+1)}\left(\frac{t}{\tau }\right)^{\beta _1}t^{\beta _1}.$$
(20)
Since $`\beta _1<\beta _2`$, we have the effect of diffusion with retardation. We also note that the kinetic equation with two fractional derivatives of different orders appears quite naturally when describing subdiffusive motion in velocity fields \[MKS98\]. In this case the order of derivatives are $`\beta `$ and $`\beta 1`$, so that the situation differs from one discussed above.

Now we consider a simple particular case which, in some sense, is opposite to the cases considered above. Namely, we put

$$p(\beta )=1,0\beta 1.$$
(21)
Inserting Eq.(21) into Eq.(7) we get

$$I(s\tau )=\frac{s\tau 1}{\mathrm{log}(s\tau )},$$
(22)
and, using then Eq.(12),

$$x^2=2D\tau \left\{\mathrm{log}\frac{t}{\tau }+\gamma +e^{t/\tau }E_1\left(\frac{t}{\tau }\right)\right\},$$
(23)
where $`\gamma =0.5772`$: is the Eiler constant, and

$$E_1(z)=\underset{z}{\overset{\mathrm{}}{}}𝑑y\frac{e^y}{y}$$
(24)
is the exponential integral. Using now the expansions valid on the positive real axis, see \[AS65\], Eqs.(5.1.11) and (5.1.51), respectively,

$$E_1(z)=\gamma \mathrm{log}z\underset{n=1}{\overset{\mathrm{}}{}}\frac{(z)^n}{nn!},z0,$$
(25)
and

$$E_1(z)\frac{e^z}{z}\underset{n=0}{\overset{N}{}}(1)^n\frac{n!}{z^n},z\mathrm{},$$
(26)
we get, retaining the main terms of the asymptotics at small and large times, respectively:

$$x^2\{\begin{array}{cccccccccccccccccccc}2D\tau \frac{t}{\tau }\mathrm{log}\frac{\tau }{t},t0& & & & & & & & & & & & & & & & & & & \\ 2D\tau \mathrm{log}\left(\frac{t}{\tau }\right),t\mathrm{}& & & & & & & & & & & & & & & & & & & \end{array}$$
(27)
Thus, at small times we have slightly anomalous super-diffusion, whereas at large times we have superslow diffusion.

The formula (27) can be generalized to the case

$$p(\beta )=\{\begin{array}{cccccccccccccccccccc}\frac{1}{\beta _2\beta _1},0\beta _1\beta \beta _21& & & & & & & & & & & & & & & & & & & \\ 0,otherwise& & & & & & & & & & & & & & & & & & & \end{array},$$
(28)
and $`\underset{0}{\overset{\mathrm{}}{}}𝑑\beta p(\beta )=1`$. Inserting Eq.(28) into Eq.(7) and, then into Eq.(12), we get

$`x^2(t)`$ $`=`$ $`{\displaystyle \frac{2D\tau }{\beta _2\beta _1}}𝐋_s^1\left\{{\displaystyle \frac{\mathrm{log}(s\tau )}{s\left[(s\tau )^{\beta _2}(s\tau )^{\beta _1}\right]}}\right\}=`$
$`=`$ $`{\displaystyle \frac{2D\tau }{\beta _2\beta _1}}\left\{{\displaystyle \frac{d}{d\delta }}𝐋_s^1\left[{\displaystyle \frac{s^{\delta \beta _1}}{s^{\beta _2\beta _1}1}}\right]\right\}\left({\displaystyle \frac{t}{\tau }}\right)|_{\delta =1}`$
Recalling Eq.(15) mean square displacement can be written as

$$x^2=\frac{2D\tau }{\beta _2\beta _1}\left(\frac{t}{\tau }\right)^{\beta _2}\{\mathrm{log}\left(\frac{\tau }{t}\right)E_{\beta _2\beta _1,\beta _2+1}\left(\left(\frac{t}{\tau }\right)^{\beta _2\beta _1}\right)$$

$$\left(\frac{d}{d\delta }E_{\beta _2\beta _1,\beta _2+\delta }\left(\left(\frac{t}{\tau }\right)^{\beta _2\beta _1}\right)\right)|_{\delta =1}\}.$$
(30)
Using Eq.(17), we get an expansion for $`x^2`$ at small $`t`$:

$$x^2=\frac{2D\tau }{\beta _2\beta _1}\left(\frac{t}{\tau }\right)^{\beta _2}\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{t}{\tau }\right)^{n\left(\beta _2\beta _1\right)}\{\mathrm{log}\left(\frac{\tau }{t}\right)+$$

$$+\psi (1+\beta _2+n(\beta _2\beta _1))\left\}\mathrm{\Gamma }^1\right(1+\beta _2+n(\beta _2\beta _1))$$
(31)
where

$$\psi (\nu )=d\left(\mathrm{log}\mathrm{\Gamma }(\nu )\right)/d\nu $$

is the $`\psi `$ \- function. At large $`t`$ we explore the asymptotics valid on the real positive axis see \[Erd55\], Ch.XVIII, Eq.(22),

$$E_{\mu ,\nu }(z)=\frac{1}{\mu }z^{\left(1\nu \right)/\mu }\mathrm{exp}\left(z^{1/\mu }\right)\underset{n=1}{\overset{N}{}}\frac{z^n}{\mathrm{\Gamma }\left(\nu \mu n\right)}+O\left(\left|z\right|^{1N}\right).$$
(32)
With using Eq.(32), Eq.(30) takes on the form

$$x^2\frac{2D\tau }{\beta _2\beta _1}\left(\frac{t}{\tau }\right)^{\beta _1}\underset{n=0}{\overset{N}{}}\left(\frac{t}{\tau }\right)^{n\left(\beta _2\beta _1\right)}\{\mathrm{log}\left(\frac{t}{\tau }\right)$$

$$\psi (1+\beta _2n(\beta _2\beta _1))\}\mathrm{\Gamma }^1(1+\beta _2n(\beta _2\beta _1)).$$
(33)
If we set $`\beta _1=0,\beta _2=1`$ in Eqs.(31) and (33), then we arrive at the same expansions which are obtained by inserting Eqs.(25) and (26) into Eq.(23), respectively. In particular, the main term of the series (31) and (33) at $`\beta _1=0,\beta _2=1`$ coincide with Eq.(27).

The fractional diffusion equations with a given order of fractional time derivative are closely connected to the continuous-time random walk processes (CTRW) with the power-law distribution of waiting times between the subsequent steps \[MK00\], \[BMK00\]. Now we establish the connection between the distributed order time fractional diffusion equations and more general CTRW situations. Recall the basic formula of the CTRW in the Fourier-Laplace space \[KBS87\]:

$$\stackrel{\stackrel{}{}}{f}(k,s)=\frac{1\stackrel{~}{w}(s)}{s}\frac{1}{1\stackrel{\stackrel{}{}}{\psi }(k,s)},$$
(34)
where $`\stackrel{~}{w}(s)`$ is the Laplace transform of the waiting-time PDF $`w(t)`$, and $`\stackrel{\stackrel{}{}}{\psi }(k,s)`$ is the Fourier-Laplace transform of the joint PDF of jumps and waiting times $`\psi (\xi ,t)`$. Assume the decoupled joint PDF, $`\psi (\xi ,t)=\lambda \left(\xi \right)w(t)`$, and that the jump length variance is finite, that is, the Fourier transform of $`\lambda \left(\xi \right)`$ is

$$\widehat{\lambda }(k)1D\tau k^2$$
(35)
to the lowest orders in $`k`$. Then, we consider the situations, in which mean waiting time diverges, that is, at large $`t`$ the waiting time PDF behaves as

$$w(t)\tau ^\beta /t^{1+\beta },\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}<\beta <1,$$
(36)
and, consequently,

$$\stackrel{~}{w}(s)1(s\tau )^\beta $$
(37)
at small $`s`$. If $`\beta `$ is constant, then inserting Eqs.(37) and (35) into Eq.(34) and making an inverse Fourier-Laplace transform, we arrive at time fractional diffusion equation. Now let us consider the case when $`\beta `$ fluctuates. Indeed, for example, in the model called the Arrhenius cascade, which is inspired from studies of disordered systems, the unique $`\beta `$ appears only under the assumption that the random trapping time is related to the random height of the well by the Arrhenius law \[Bar99\]. In a more realistic model, this law gives only the average value of the trapping time. Thus, we may speculate that in order to take into account the fluctuations of the trapping time, we can introduce the conditional PDF

$$w(t|\beta )\tau ^\beta /t^{1+\beta },$$
(38)
and the PDF $`p(\beta )`$, as well. Now, we have the relation

$$w(t)=\underset{0}{\overset{1}{}}𝑑\beta p(\beta )w(t;\beta ),$$
(39)
where \[0;1\] is the whole interval for variations of $`\beta `$. We note that all waiting-time distributions with $`\beta 1`$ correspond to similar behavior described by the first order derivative. Then, for the $`\stackrel{~}{w}(s)`$ we have, instead of Eq.(37),

$$\stackrel{~}{w}(s)1\underset{0}{\overset{1}{}}𝑑\beta (s\tau )^\beta p(\beta ),p(\beta )0,\underset{0}{\overset{1}{}}𝑑\beta p(\beta )=1.$$
(40)
Inserting Eqs.(40) and (35) into Eq.(34) we arrive at Eqs.(6) and (7). Thus, we see that the weight function $`p(\beta )`$ has the meaning of the PDF.

The model with fluctuating $`\beta `$ is, of course, only one of the possible interpretations of Eq.(39): the non-exact power-law behavior of the waiting-time PDF can physically have very different reasons. In particular, the representation (39) allows us to consider regularly varying waiting- time PDFs, i.e., those which behave at $`t\mathrm{}`$ as $`w(t)t^{1\beta }g(t)`$ , where $`g(t)`$ is a slowly varying function, e.g., any power of $`logt`$ \[Fel71\]. We are also able to consider a waiting-time PDFs $`w(t)`$ which show an approximately scaling behavior with the exponents changing with time. For such distributions the effective PDFs $`p(\beta )`$ can be determined, and thus such non-perfectly scaling CTRWs can be described through distributed-order diffusion equations. The formal inversion of Eq.(39) can follow by noting that $`tw(t)`$ taken as a function of $`logt`$ is the Laplace-transform of the function

$$\varphi (\beta )=\{\begin{array}{cccccccccccccccccccc}\tau ^\beta p(\beta ),0\beta 1& & & & & & & & & & & & & & & & & & & \\ 0,1<\beta <\mathrm{}& & & & & & & & & & & & & & & & & & & \end{array}.$$

Indeed,

$$tw(t)=\underset{0}{\overset{\mathrm{}}{}}𝑑\beta \varphi (\beta )t^\beta =\underset{0}{\overset{\mathrm{}}{}}𝑑\beta \varphi (\beta )\mathrm{exp}\left(\beta \mathrm{log}t\right)=𝐋_\beta \left\{\varphi (\beta )\right\}(\mathrm{log}t).$$

The function $`\varphi (\beta )`$ is thus given by

$$\varphi (\beta )=𝐋_u^1\left\{e^uw(e^u)\right\}.$$

The value of $`\tau `$ can then be found through the normalization condition

$$\underset{0}{\overset{\mathrm{}}{}}\varphi (\beta )\tau ^\beta =1,$$

which defines then the function $`p(\beta )`$. The description of the process through distributed-order diffusion equation is possible whenever this function is non-negative and concentrated on $`0\beta 1`$.

Now we turn to another type of fractional equation, namely, distributed order space fractional diffusion equation which, in dimensional variables, takes on the form

$$\frac{f}{t}=\underset{0^+}{\overset{2}{}}𝑑\alpha D(\alpha )\frac{^\alpha f}{\left|x\right|^^\alpha },f(x,0)=\delta (x),$$
(41)
where $`D`$ is a (dimensional) function of the order of the derivative $`\alpha `$, and the Riesz space fractional derivative $`^\alpha /\left|x\right|^\alpha `$ is understood through its Fourier transform $`\widehat{\mathrm{\Phi }}`$ as

$$\widehat{\mathrm{\Phi }}\left(\frac{^\alpha f}{\left|x\right|^\alpha }\right)÷|k|^\alpha \widehat{f}.$$
(42)
If we set $`D(\alpha )=K_{\alpha _0}\delta (\alpha \alpha _0)`$, then we arrive at the space fractional diffusion equation, whose solution is a Levy stable PDF of the self-affing stable process whose Hurst exponent is equal $`1/\alpha _0`$. The PDF is expressed in terms of the Foxs H-function \[Fox61\], \[Sch86\]. In the general case $`D\left(\alpha \right)`$ can be represented as

$$D(\alpha )=l^{\alpha 2}DA(\alpha ),$$
(43)
where $`l`$ and $`D`$ are dimensional positive constants, \[$`l`$\] = cm, \[$`D`$\] = cm<sup>2</sup>/sec, $`A`$ is a dimensionless non-negative function of $`\alpha `$. The equation which follows for the characteristic function from Eq.(41) has the solution

$$\widehat{f}(k,t)=\mathrm{exp}\left\{\frac{Dt}{l^2}\underset{0}{\overset{2}{}}𝑑\alpha A(\alpha )(\left|k\right|l)^\alpha \right\}.$$
(44)
Note that the normalization condition,

$$\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑xf(x,t)=\widehat{f}(k=0,t)=1,$$
(45)
is fulfilled.

Consider the simple particular case,

$$A(\alpha )=A_1\delta (\alpha \alpha _1)+A_2\delta (\alpha \alpha _2),$$
(46)
where $`0<\alpha _1<\alpha _2,A1>0,A2>0`$. Inserting Eq.(46) into Eq.(44) we have

$$\widehat{f}(k,t)=\mathrm{exp}\left\{a_1\left|k\right|^{\alpha _1}ta_2\left|k\right|^{\alpha _2}t\right\},$$
(47)
where $`a_1=A_1D/l^{2\alpha _1},a_2=A_2D/l^{2\alpha _2}.`$ The characteristic function (47) is the product of two characteristic functions of the Levy stable PDFs with the Levy indexes $`\alpha _1,\alpha _2`$, and the scale parameters $`a_1^{1/\alpha _1}`$ and $`a_2^{1/\alpha _2}`$, respectively. Therefore, the inverse Fourier transformation of Eq.(58) gives the PDF which is the convolution of the two stable PDFs,

$$f(x,t)=a_1^{1/\alpha _1}a_2^{1/\alpha _2}t^{1/\alpha _11/\alpha _2}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑x^{}L_{\alpha _1,0}\left(\frac{xx^{}}{(a_1t)^{1/\alpha _1}}\right)L_{\alpha _2,0}\left(\frac{x^{}}{(a_2t)^{1/\alpha _2}}\right),$$
(48)
where $`L_\alpha \left(x\right)`$ is the PDF of the symmetric Levy stable law possessing the characteristic function

$$\widehat{L}_{\alpha ,0}(k)=\mathrm{exp}\left(|k|^\alpha \right).$$
(49)
The PDF given by Eq.(48) is, obviously, positive, as the convolution of two positive PDFs. The PDF will be also positive, if the function $`A(\alpha )`$ is represented as a sum of $`N`$ delta-functions multipolied by positive constants, $`N`$ is a positive integer. Moreover, if $`A(\alpha )`$ is a continuos positive function, then discretizing the integral in Eq.(41) by a Riemann sum and passing to the limit we can also conclude on the positivity of the PDF.

Since the mean square displacement diverges for the Levy stable process, the anomalous superdiffusion can be characterized by the typical displacement $`\delta x`$ of the diffusing particle \[WS82\],

$$\delta x\left|x\right|^q^{1/q},$$
(50)
where $`\left|x\right|^q`$ is the $`q`$-th absolute moment of the PDF obeying Eq.(41). For the stable process with the Levy index $`\alpha `$

$$\left|x\right|^q=\{\begin{array}{cccccccccccccccccccc}C(q;\alpha )t^{q/\alpha },0<q<\alpha <2& & & & & & & & & & & & & & & & & & & \\ \mathrm{},q\alpha & & & & & & & & & & & & & & & & & & & \end{array},$$
(51)
where the coefficient

$$C(q;\alpha )=\frac{2}{\pi q}\left(K_\alpha t\right)^{q/\alpha }\mathrm{sin}\left(\frac{\pi q}{2}\right)\mathrm{\Gamma }(1+q)\mathrm{\Gamma }\left(1\frac{q}{\alpha }\right)$$
(52)
was obtained in \[WS82\]. To evaluate the $`q`$-th moment for the case given by Eq.(46), $`q<\alpha _1`$, we use the following expression , see, e.g., \[Zol86\]

$$\left|x\right|^q=\frac{2}{\pi }\mathrm{\Gamma }(1+q)\mathrm{sin}\left(\frac{\pi q}{2}\right)\underset{0}{\overset{\mathrm{}}{}}𝑑k\left(1\mathrm{R}e\widehat{f}(k,t)\right)k^{q1}.$$
(53)
We insert Eq.(47) into Eq.(53) and expand in series either $`\mathrm{exp}(a_1\left|k\right|^{\alpha _1}t)`$, or $`\mathrm{exp}(a_2\left|k\right|^{\alpha _2}t)`$, with subsequent integration over $`k`$. As the result, for the $`q`$-th moment we have expansions valid at $`q<\alpha _1`$ and for small and large times, respectively,

$$|x|^q=\frac{2}{\pi q}\left(a_2t\right)^{q/\alpha _2}\mathrm{sin}\left(\frac{\pi q}{2}\right)\mathrm{\Gamma }(1+q)\mathrm{\Gamma }(1\frac{q}{\alpha _2})\times $$

$$\times \{1+\frac{q}{\mathrm{\Gamma }\left(1\frac{q}{\alpha _2}\right)}\underset{n=1}{\overset{\mathrm{}}{}}\frac{(1)^{n+1}}{\alpha _2n!}a_1^na_2^{n\alpha _1/\alpha _2}\mathrm{\Gamma }\left(\frac{n\alpha _1q}{\alpha _2}\right)t^{n\left(1\alpha _1/\alpha _2\right)}\},t0,$$
(54)
$$|x|^q\frac{2}{\pi q}\left(a_1t\right)^{q/\alpha _1}\mathrm{sin}\left(\frac{\pi q}{2}\right)\mathrm{\Gamma }(1+q)\mathrm{\Gamma }(1\frac{q}{\alpha _1})\times $$

$$\left\{1+\frac{q}{\mathrm{\Gamma }\left(1\frac{q}{\alpha _1}\right)}\underset{n=1}{\overset{N}{}}\frac{(1)^{n+1}}{\alpha _1n!}a_2^na_1^{n\alpha _2/\alpha _1}\mathrm{\Gamma }\left(\frac{n\alpha _2q}{\alpha _1}\right)t^{n\left(\alpha _2/\alpha _11\right)}\right\},t\mathrm{},$$
(55)
One can see, that at small times the characteristic displacement grows as $`t^{1/\alpha _2}`$, whereas at large times it grows as $`t^{1/\alpha _1}`$. Thus, we have superdiffusion with acceleration.

In summary, we believe that the distributed order fractional diffusion equations can serve as a useful tool for the description of complicated diffusion processes, for which the diffusion exponent can change in the course of time. Further investigations are needed to establish the connection between proposed kinetics and multifractality. On the other hand, the development of numerical schemes for solving distributed order kinetic equations and for modelling sample paths of the random processes governed by these equations is also of importance

.

Acknowledgements

This work is supported by the INTAS Project 00 - 0847. AC also acknowledges the hospitality of the Department of Mathematics and Computer Science of Free University of Berlin and support from the DAAD.

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# The flip is often discontinuous

## 1 The problem and the result

A linear operator $`T`$ on an algebra $`𝔄`$ is called elementary if there are $`a_1,b_1,\mathrm{},a_n,b_n𝔄`$ such that

$$Tx=\underset{j=1}{\overset{n}{}}a_jxb_j(x𝔄).$$
($``$)
The set of all elementary operators on $`𝔄`$ is denoted by $`\mathrm{}(𝔄)`$; equipped with the composition of operators as multiplication, $`\mathrm{}(𝔄)`$ is an algebra. Let $`𝔄^{\mathrm{op}}`$ denote the opposite algebra of $`𝔄`$, i.e. the algebra we obtain by reversing the multiplication on $`𝔄`$. The canonical map that assigns to an element $`_{j=1}^na_jb_j𝔄𝔄^{\mathrm{op}}`$ the operator $`T`$ defined in ($``$1) is an algebra homomorphism from $`𝔄𝔄^{\mathrm{op}}`$ onto $`\mathrm{}(𝔄)`$.

Let $`𝔄`$ be a Banach algebra. Then $`\mathrm{}(𝔄)`$ consists of bounded operators, and thus is a normed algebra in a natural way. If $`𝔄𝔄^{\mathrm{op}}`$ is equipped with the projective norm, the canonical map from $`𝔄𝔄^{\mathrm{op}}`$ onto $`\mathrm{}(𝔄)`$ is continuous. If $`𝔄`$ is ultraprime, i.e. if there is $`C>0`$ such that

$$sup\{axb:x𝔄,x1\}Cab(a,b𝔄),$$

the canonical map is even an (algebraic) isomorphism (\[7, Theorem 5.1\]). Examples of ultraprime Banach algebras are all prime $`C^{}`$-algebras (), as well as, for an arbitrary Banach space $`E`$, all closed subalgebras of $`(E)`$ containing the finite rank operators and all closed ideals of factors (\[7, p. 305\]).

The flip on $`𝔄𝔄^{\mathrm{op}}`$ is defined through $`𝔄𝔄^{\mathrm{op}}abba`$. It is obviously continuous with respect to the projective norm. If $`𝔄`$ is ultraprime, the normed algebras $`𝔄𝔄^{\mathrm{op}}`$ and $`\mathrm{}(𝔄)`$ are algebraically isomorphic, so that the flip is well defined on $`\mathrm{}(𝔄)`$. It has been an open problem whether the flip on $`\mathrm{}(𝔄)`$ is continuous (with respect to the operator norm).

It is the purpose of this note to give a negative answer to this question for certain ultraprime Banach algebras:

###### Theorem 1.1

Let $`E`$ be a reflexive Banach space with the approximation property. Then the flip on $`\mathrm{}(𝒦(E))`$ is continuous if and only if $`dimE<\mathrm{}`$.

Let $`E`$ be a Banach space as in Theorem 1.1, and let $`𝔄`$ be any closed subalgebra of $`(E)`$ containing $`𝒦(E)`$ (so that $`𝔄`$ is ultraprime). There is a canonical embedding of $`\mathrm{}(𝒦(E))`$ into $`\mathrm{}(𝔄)`$. Since $`E^{}`$ has the bounded approximation property, $`𝒦(E)`$ has a bounded approximate identity (\[4, Theorem 3.3\]). Consequently, the operator norm on $`\mathrm{}(𝒦(E))`$ and the norm it inherits as a subalgebra of $`\mathrm{}(𝔄)`$ are equivalent. Since $`\mathrm{}(𝒦(E))`$ viewed as a subalgebra of $`\mathrm{}(𝔄)`$ is invariant under the flip, we get the following extension of Theorem 1.1:

###### Corollary 1.2

Let $`E`$ be a reflexive Banach space with the approximation property, and let $`𝔄`$ be a closed subalgebra of $`(E)`$ containing $`𝒦(E)`$. Then the flip on $`\mathrm{}(𝔄)`$ is continuous if and only if $`dimE<\mathrm{}`$.

## 2 The proof

If $`𝔄`$ is a normed algebra, its second dual can be equipped with two natural products extending the product on $`𝔄`$: the first and the second Arens product (see \[8, 1.4\] for details).

The following proposition is essentially the discussion on \[5, p. 49\]. For any Banach space $`E`$, let $`(E)`$ denote the integral operators and $`𝒩(E)`$ the nuclear operators on $`E`$; for the composition of operators we write $``$.

###### Proposition 2.1

Let $`E`$ be a Banach space such that $`E^{}`$ has the bounded approximation property and $`(E^{})=𝒩(E^{})`$. Then:

1. $`𝒦(E)^{}`$ and $`(E^{})`$ are canonically isomorphic as Banach spaces.
2. The first Arens product $`_1`$ on $`𝒦(E)^{}`$ is given by

$$S_1T=ST(S,T(E^{})).$$
3. The second Arens product $`_2`$ on $`𝒦(E)^{}`$ is given by

$$S_2T=(j^{}S^{}i^{})T(S,T(E^{})),$$

where $`i:EE^{}`$ and $`j:E^{}E^{}`$ are the canonical embeddings.

Note that $`(E^{})=𝒩(E^{})`$ is always satisfied if $`E^{}`$ has also the Radon–Nikodým property (\[2, 16.6, Theorem\]). It is an immediate consequence of Proposition 2.1(i), that $`𝒦(E)^{}`$ equipped with the first Arens product has an identity. For the second Arens product, we have the following:

###### Corollary 2.2

Let $`E`$ be a Banach space such that $`E^{}`$ has the bounded approximation property and $`(E^{})=𝒩(E^{})`$. Then $`𝒦(E)^{}`$ equipped with the second Arens product has an identity if and only if $`E`$ is reflexive.

* If $`E`$ is reflexive, $`𝒦(E)`$ is Arens regular (\[8, Corollary, p. 103\]), so that $`_1`$ and $`_2`$ coincide.

For the converse, first note that, by Proposition 2.1(iii), $`\mathrm{id}_E^{}`$ is a left identity for $`(𝒦(E)^{},_2)`$. Hence, if $`(𝒦(E)^{},_2)`$ has an identity, it must be $`\mathrm{id}_E^{}`$. From Proposition 2.1(iii), we thus obtain

$$S=j^{}S^{}i^{}=(i^{}S^{}j)^{}(S(E^{})).$$

This means that every bounded, linear operator on $`E^{}`$ is the adjoint of a bounded, linear operator on $`E^{}`$, which is possible only if $`E^{}`$ is reflexive. It follows that $`E`$ is reflexive. $``$

The following lemma is certainly well known, but we could find it nowhere in the literature; it follows immediately from the separate $`w^{}`$-continuity properties of the first and the second Arens product:

###### Lemma 2.3

Let $`𝔄`$ and $`𝔅`$ be Banach algebras, and let $`\theta :𝔄𝔅`$ be a continuous anti-homomorphism. Then, if $`𝔄^{}`$ is equipped with the first Arens product and $`𝔅^{}`$ is equipped with the second Arens product, $`\theta ^{}:𝔄^{}𝔅^{}`$ is also an anti-homomorphism.

Obviously, if $`\theta `$ is an anti-isomorphism, then so is $`\theta ^{}`$. As an immediate consequence, we obtain:

###### Corollary 2.4

Let $`𝔄`$ be a Banach algebra which is topologically anti-isomorphic to itself. Then $`𝔄^{}`$ has an identity with respect to the first Arens product if and only if it has an identity with respect to the second Arens product.

This can be used to rule out the existence of certain anti-isomorphisms:

###### Lemma 2.5

Let $`E`$ be a reflexive, infinite-dimensional Banach space with the approximation property. Then $`𝒦(𝒦(E))`$ is not topologically anti-isomorphic to itself.

* First note that, since $`E`$ is reflexive, it does in fact have the metric approximation property (\[2, 16.4, Corollary 4\]). Since $`E`$ is reflexive, the same is true for $`E^{}`$ (\[2, 5.7, Corollary\]). Since

$$𝒦(E)^{}𝒩(E^{})E^{}\widehat{}E,$$

it is easily checked that $`𝒦(E)^{}`$ has also the metric approximation property. Moreover, $`𝒩(E^{})`$ has the Radon–Nikodým property (\[3, p. 219\]), so that $`(𝒦(E)^{})=𝒩(𝒦(E)^{})`$, i.e. the hypotheses of Proposition 2.1 are satisfied. Assume towards a contradiction that $`𝒦(𝒦(E))`$ is topologically anti-isomorphic to itself. Since $`𝒦(𝒦(E))^{}`$ equipped with the first Arens product has an identity, Corollary 2.4 implies that the same is true for $`𝒦(𝒦(E))^{}`$ equipped with the second Arens product. This, however, means that $`𝒦(E)`$ is reflexive by Corollary 2.2. Since $`𝒦(E)^{}(E)`$, again by Proposition 2.1, it follows that every bounded, linear operator on $`E`$ must be compact, i.e. $`dimE<\mathrm{}`$. $``$

By \[1, Theorem 33.3(i)\], $`\mathrm{}(𝒦(E))`$ is contained in $`𝒦(𝒦(E))`$ for any Banach space $`E`$. As well shall see, for the spaces $`E`$ we are interested in, $`\mathrm{}(𝒦(E))`$ is even dense in $`𝒦(𝒦(E))`$:

###### Proposition 2.6

Let $`E`$ be a reflexive Banach space with the approximation property. Then $`\mathrm{}(𝒦(E))`$ is norm dense in $`𝒦(𝒦(E))`$.

As preparation for the proof, we need two lemmas, which are certainly known, but for which we could not find an explicit reference. For convenience, we include proofs.

For any normed space $`E`$, we write $`(E)`$ for the bounded finite rank operators on $`E`$.

###### Lemma 2.7

Let $`E`$ be a normed space, and let $`T(E)`$. Then there is a projection $`P(E)`$ such that $`PT=TP=T`$.

* Let $`x_1,\mathrm{},x_nE`$ and $`\varphi _1,\mathrm{},\varphi _nE^{}`$ be such that

$$T=\underset{j=1}{\overset{n}{}}x_j\varphi _j.$$

Choose finite-dimensional subspaces $`X`$ of $`E`$ and $`Y`$ of $`E^{}`$ with $`x_1,\mathrm{},x_nX`$ and $`\varphi _1,\mathrm{},\varphi _nY`$ such that $`(X,Y)`$ forms a dual systems, i.e. the bilinear form $`X\times Y(x,\varphi )x,\varphi `$ is non-degenerate; note that necessarily $`dimX=dimY`$. Choose bases $`x_1^{},\mathrm{}x_m^{}`$ of $`X`$ and $`\varphi _1^{},\mathrm{},\varphi _m^{}`$ of $`Y`$ such that

$$x_j^{},\varphi _k^{}=\delta _{j,k}(j,k=1,\mathrm{},m).$$

Define

$$P:=\underset{j=1}{\overset{m}{}}x_j^{}\varphi _j^{}.$$

It is easily seen that $`PT=TP=T`$. $``$

###### Lemma 2.8

Let $`E`$ be a normed space, and let $`F`$ be a finite-dimensional subspace of $`(E)`$. Then there is a projection $`p(E)`$ such that $`Fp(E)p`$.

* Since $`(E)EE^{}`$, we may find finite-dimensional subspaces $`X`$ of $`E`$ and $`Y`$ of $`E^{}`$ such that $`FXY`$. Making $`X`$ and $`Y`$ larger, if necessary, we may suppose that $`(X,Y)`$ forms a dual system. Defining $`p`$ analoguously to $`P`$ in the proof of Lemma 2.7, we obtain the desired projection. $``$

* Let $`T𝒦(𝒦(E))`$. As have already seen in the proof of Lemma 2.5, $`𝒦(E)^{}`$ has the (metric) approximation property, so that $`𝒦(𝒦(E))𝒦(E)\stackrel{ˇ}{}𝒦(E)^{}`$. Since $`(E)𝒦(E)^{}`$ is norm dense in $`𝒦(E)\stackrel{ˇ}{}𝒦(E)^{}`$, we may suppose that $`T(E)𝒦(E)^{}((E))`$. Let $`P((E))`$ as specified in Lemma 2.7. Furthermore, since $`dimP(E)<\mathrm{}`$, Lemma 2.8, yields a projection $`p(E)`$ such that $`P(E)p(E)p=p𝒦(E)p=:𝔄`$. Then $`𝔄`$ is a subalgebra of $`𝒦(E)`$ such that $`T𝔄𝔄`$. Obviously, $`𝔄(pE)`$. Since $`(pE)`$ is ultraprime and finite-dimensional, it follows from \[7, Theorem 5.1\] and the elementary fact that $`𝔄𝔄^{\mathrm{op}}`$ and $`(𝔄)`$ have the same finite dimension that $`\mathrm{}(𝔄)=(𝔄)`$. Hence, there are $`a_1,b_1,\mathrm{},a_n,b_n𝔄`$ such that

$$Tx=\underset{j=1}{\overset{n}{}}a_jxb_j(x𝔄).$$

From the choice of $`p`$, it follows that $`T(pxp)=Tx`$ for all $`x𝒦(E)`$, so that

$$Tx=T(pxp)=\underset{j=1}{\overset{n}{}}a_jpxpb_j=\underset{j=1}{\overset{n}{}}a_jxb_j(x𝒦(E)),$$

i.e. $`T\mathrm{}(𝒦(E))`$. $``$

With all these preparations made, a proof of Theorem 1.1 is now a matter of a few lines:

* First, observe that the flip is an anti-automorphism of $`\mathrm{}(𝒦(E))`$ which is its own inverse. Suppose that the flip is continuous on $`\mathrm{}(𝒦(E))`$. By Proposition 2.6, it then extends to a topological anti-automorphism of $`𝒦(𝒦(E))`$. By Lemma 2.5, this is possible only if $`E`$ is finite-dimensional. $``$

| Address: | Department of Mathematical Sciences |
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