Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation

Abstract

In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order $α(x)$-fractional diffusion equation is a particular case of our analysis and it turns out that it is associated with a suitable (non-independent) time-change of the Brownian motion. The resulting process is semi-Markovian and its paths have intervals of constancy, as it happens for the delayed Brownian motion, suitable to model trapping effects induced by the medium. However in our scenario the interval of constancy may be position dependent and this means traps of space-varying depth as it happens in a disordered medium. The strength of the trapping is investigated by means of the asymptotic behaviour of the process: it is proved that, under some technical assumptions on $α(x)$, traps make the process non-diffusive in the sense that it spends a negligible amount of time out of a neighborhood of the region $\text{argmin}(α(x))$ to which it converges in probability under some more restrictive hypotheses on $α(x)$.