Subdiffusion & Lévy Flights

Anomalous diffusion: ⟨x²⟩ ~ t^α — fractional Fokker-Planck, heavy-tailed waiting times

Diffusion Parameters

Statistics

⟨x²⟩: –
Fitted α: –
Kurtosis: –
Steps: 0
Mode: subdiffusion
Normal diffusion: α=1, Gaussian steps. Subdiffusion: 0<α<1 (power-law waiting times, CTRW). Superdiffusion: 1<α≤2 (Lévy flights, μ-stable increments). Fractional FP: ∂^α P/∂t^α = K_α ∂²P/∂x². Applications: protein dynamics, cell membranes, turbulent transport, finance.