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International Journal of Modern Physics B

FRACTIONAL DIFFUSION EQUATION, QUANTUM SUBDYNAMICS AND EINSTEIN'S THEORY OF BROWNIAN MOTION

Sumiyoshi Abe

Published Sep 30, 2007• 1 citation
Publisher

Abstract

The fractional diffusion equation for describing the anomalous diffusion phenomenon is derived in the spirit of Einstein's 1905 theory of Brownian motion. It is shown how naturally fractional calculus appears in the theory. Then, Einstein's theory is examined in view of quantum theory. An isolated quantum system composed of the objective system and the environment is considered, and then subdynamics of the objective system is formulated. The resulting quantum master equation is found to be of the Lindblad type.

DOI
10.1142/s0217979207045086

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The fractional diffusion equation for describing the anomalous diffusion phenomenon is derived in the spirit of Einstein's 1905 theory of Brownian motion. It is shown how naturally fractional calculus appears in the theory. Then, Einstein's theory is examined in view of quantum theory. An isolated quantum system composed of the objective system and the environment is considered, and then subdynamics of the objective system is formulated. The resulting quantum master equation is found to be of the Lindblad type.
The standard Brownian diffusion process governs the scaling of a random walk, where a tracer in a two dimensional spacetime is governed by the variance of the displacement of a particle distribution σ(t) ∝ t , γ = 1. In other words, if we denote by P (x, t) the relative probability of particles at location x ∈ R at time t, the classical diffusion equation ∂P/∂t = 12∂ p/∂x can be solved by means of the Fourier transform which inverts to a normal probability distribution with the mean zero and standard deviation t. In the last decade, it has been realized that the understanding of complex dynamical systems has required the implementation of the subdiffusion (slower spreading rate, i.e. γ 1) anomalous random processes. Anomalous superdiffusion can be modeled using infinite variance particle jumps that lead to space-fractional derivatives in the governing diffusion equation. Anomalous subdiffusion can be modeled using IID infinite mean waiting times between particle jumps, leading to a fractional time derivative in the governing diffusion equation [1]. The aim of this short communication is to prove that the anomalous subdiffusion can be realized in quantum physical phenomena without implementing any kind of time-fractional derivative.
BACKGROUND: Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. RESULTS: The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive system, are constructed and the Hamiltonian is transformed to Schrodinger's equation which is solved. An application regarding implementation of the developed mathematical method to the analysis of diffusion, osmosis, which is a biological application of the diffusion process, is carried out. Schrödinger's equation is solved. CONCLUSIONS: The plot of the probability function represents clearly the dissipative and drift forces and hence the osmosis, which agrees totally with the macro-scale view, or the classical-version osmosis.
First remark: Feynman's discovery in accordance of which quantum trajectories are of fractal nature (continuous everywhere but nowhere differentiable) suggests describing the dynamics of such systems by explicitly introducing the Brownian motion of fractional order in their equations. The second remark is that, apparently, it is only in the complex plane that the Brownian motion of fractional order with independent increments can be generated, by using random walks defined with the complex roots of the unity; in such a manner that, as a result, the use of complex variables would be compulsory to describe quantum systems. Here one proposes a very simple set of axioms in order to expand the consequences of these remarks. Loosely speaking, a one-dimensional system with real-valued coordinate is in fact the average observation of a one-dimensional system with complex-valued coordinate: It is a strip modeling. Assuming that the system is governed by a stochastic differential equation driven by a complex valued fractional Brownian of order n, one can then obtain the explicit expression of the corresponding covariant stochastic derivative with respect to time, whereby we switch to the extension of Lagrangian mechanics. One can then derive a Schrödinger equation of order n in quite a direct way. The extension to relativistic quantum mechanics is outlined, and a generalized Klein–Gordon equation of order n is obtained. As a by-product, one so obtains a new proof of the Schrödinger equation.
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum generalization of the classical Einstein law of Brownian motion is obtained. A thermo-quantum Smoluchowski diffusion equation is derived via a generalization of the Madelung quantum hydrodynamics. The latter is applied for description of the quantum tunneling at equilibrium and stationary states as well as of the motion of an electron in metals, i.e. the Smoluchowski-Poisson problem.
Open quantum systems exhibit dynamics ranging from unitary evolution to irreversible dissipation. While the Gorini--Kossakowski--Sudarshan--Lindblad (GKSL) equation uniquely characterizes Markovian CPTP evolution, many physical platforms display non-Markovian features such as algebraic relaxation and coherence backflow. Fractional calculus provides a natural way to model such long-memory behavior through power-law temporal kernels introduced by fractional time derivatives. Here we develop a unified framework that embeds fractional master equations within the broader hierarchy of open-system formalisms. The fractional equation forms a structured subclass of memory-kernel models, reduces to the Lindblad form at unit order, and, through Bochner--Phillips subordination, admits a CPTP representation as an average over Lindblad semigroups. Its resolvent structure further connects fractional dynamics to established non-Markovian approaches, including Nakajima--Zwanzig kernels and hierarchical equations of motion, providing a compact surrogate for long-memory effects. This formulation positions fractional calculus as a rigorous and practical language for quantum dynamics with intrinsic memory, supporting both analytical insight and efficient quantum simulation.