Abstract
Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the subdiffusive continuous-time random walk using age-structured partial differential equations with age renewal upon each walker jump, where the age of a walker is the time elapsed since its last jump. In the spatially-homogeneous (zero-dimensional) case, we follow the evolution in time of the age distribution. An approach inspired by relative entropy techniques allows us to obtain quantitative explicit rates for the convergence of the age distribution to a self-similar profile, which corresponds to convergence to a stationary profile for the rescaled variables. An important difficulty arises from the fact that the equation in self-similar variables is not autonomous and we do not have a specific analytical solution. Therefore, in order to quantify the latter convergence, we estimate attraction to a time-dependent “pseudo-equilibrium”, which in turn converges to the stationary profile.
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Acknowledgements
This work could not have been written without the help of Vincent Calvez. We wish to thank Sergei Fedotov for many valuable discussions. We also wish to thank our reviewers for their thorough work.
This work was initiated within the framework of the LABEX MILYON (ANR-10-LABX-0070) of Universit’e de Lyon, within the program “Investissements d’Avenir” (ANR-11-IDEX-0007) operated by the French National Research Agency (ANR).
This project has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No. 639638).
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An erratum to this article can be found at http://dx.doi.org/10.1007/s10440-016-0077-y.
Appendix
Appendix
1.1 The Case \(\mu=1\)
It is quite interesting to notice that even if the behaviour is not really self-similar, our method gives a precise asymptotic for the case \(\mu=1\). To illustrate this, we focus on the reference case: \(\beta (a)=\frac{1}{1+a}\). In this case the ‘pseudo equilibrium reads’
This pseudo equilibrium tends to a Dirac mass but gives still quantitative information. Indeed, following the same computation than for Eq. (17) for the case \(\mu<1\), we obtain easily
Where we also have
This leads to
And finally,
And we can still claim that \(\int_{0}^{1} |w-W|\rightarrow0\). We can give a (rough) estimate for a rate of convergence. Integrating, we have
We estimate the second term
This term behaves as \(1 / \tau\). Indeed, we have easily (splitting the integral at \(\mathrm{e}^{\alpha\tau} \) for \(\alpha<1\)):
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Berry, H., Lepoutre, T. & González, Á.M. Quantitative Convergence Towards a Self-Similar Profile in an Age-Structured Renewal Equation for Subdiffusion. Acta Appl Math 145, 15–45 (2016). https://doi.org/10.1007/s10440-016-0048-3
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DOI: https://doi.org/10.1007/s10440-016-0048-3