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Universality in Anomalous Diffusion: Power Laws and Faster-Decaying Tails

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Abstract

Strong anomalous diffusion is often characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by the slopes θθ and ζζ for small and large moments, respectively, and by the crossover moment qcq_c at which the slope changes. The exponents θθ and ζζ characterize the asymptotic scaling of the bulk and of the tails of the probability distribution function of displacements, respectively. Here, we adopt asymptotic theory to match the behaviors at intermediate scales. The resulting constraint explains how distributions with algebraic tails imply strong anomalous diffusion, and it relates qcq_c to the corresponding power law. Our theory provides universal hyper-scaling relations between the exponents characterizing strong anomalous diffusion, and it yields explicit expressions for the leading-order corrections to the asymptotic power-law behavior of the moments of displacement. We also characterize finite-time corrections and propose a robust distribution-based method to estimate θθ, ζζ, and qcq_c. The findings are supported by numerical and analytical results for three paradigmatic models exhibiting strong anomalous diffusion. Finally, we show that power-law tails are not only sufficient but also necessary for this scenario: with a Gaussian, or generally fast-decaying, bulk and exponentially rare ballistic excursions, the spectrum of moments is single-linear, and the crossover to the apparent second branch drifts with the observation time. When the bulk is fast decaying and the tail is a power law, strong anomalous diffusion is still present, but the hyper-scaling relations among the exponents are violated.

Introduction

Great theoretical efforts have been devoted to unveiling the physical mechanisms that induce anomalous diffusion (see, e.g., Refs. [1, 2, 3] and references therein) in systems where the stochastic motion cannot be described by standard Brownian motion. They have been accompanied by a rapid increase of highly resolved experimental observations, particularly of video microscopy and particle tracking, as well as by ever more refined numerical simulations of ensembles of trajectories [4]. Processes exhibiting anomalous diffusion are observed in a broad range of phenomena, including molecules moving in the living cell [5, 6], dynamics on cell membranes [7], crowded environments [3], soil transport [8], heat transport in low-dimensional systems [9], and certain classes of billiards [10, 11], to mention but a few.

In these processes the probability distribution function (PDF) of the displacement is commonly non-Gaussian, meaning that the signatures of anomalous diffusion appear not only in the mean square displacement (MSD), but essentially in all the moments of the distribution. Deviations from Gaussian behavior are observed in the tails and, in certain dynamics, the large fluctuations of the tails scale differently from the small fluctuations described by the bulk of the distribution. In general, denoting by r(t):=∣x(t)−x(0)∣r(t):=|x(t)-x(0)| the displacement accumulated over a time tt—a random variable whose generic value we denote by rr—the time scaling of its qqth moment can be written as

⟨rq⟩t∼tqνq/2,(1)\langle r^q\rangle_t \sim t^{q\nu_q/2}, \tag*{(1)}

where νq=1\nu_q=1 indicates normal diffusion, as derived from Fick’s law, and νq≠1\nu_q\ne1 anomalous diffusion. A scale-invariant transport with a constant νq≠1\nu_q\ne1 is called (weakly) anomalous. While, if νq\nu_q varies with the moment order qq, scale invariance breaks down, and transport is said to be strongly anomalous [12, 13]. As already noticed in [12] there are processes where νq=2=1\nu_{q=2}=1 but νq\nu_q depends on the moment qq; therefore a strong anomalous behavior can be observed even if ⟨r2⟩∼t\langle r^2\rangle\sim t and the MSD seems to suggests a regular diffusion.

The most commonly investigated strong anomalous situation is characterized by two regimes, in which the power of tt is given by two different expressions that are linear in the moment order:

qνq2={θqfor q≤qc,ζq−qc(ζ−θ)for q>qc,(2)\frac{q\nu_q}{2} = \begin{cases} \theta q & \text{for } q\le q_c,\\ \zeta q-q_c(\zeta-\theta) & \text{for } q>q_c, \end{cases} \tag*{(2)}

where θ\theta, ζ\zeta, and qcq_c are given parameters. Indeed, strong anomalous diffusion repeatedly arises as the combination of anomalous diffusion determining a local scale invariance for the small fluctuations of the displacement (with q≤qcq\le q_c), and rare but long-lasting ballistic excursions determining a faster scaling of the large fluctuations, for which ζ=1\zeta=1. The piecewise-linear behavior of Equation (1b) has been observed in the transport in polygonal billiards [14, 15, 16], billiards with infinite horizon [10, 17, 18], diffusion in laser-cooled atoms [19], one-dimensional maps [20, 21], intermittent maps [12, 22], experiments on the mobility of particles inside living cancer cells [23], the motion of particles passively advected by dynamical membranes [24], running sand piles [25], and stochastic models of inhomogeneous media [26, 27], among a host of other phenomena. A great deal of insight into strong anomalous diffusion has been gained by means of generalizations of the central limit theorem in terms of non-normalizable densities [28, 29, 30, 31] and the big jump principle [32, 33, 34]. The above scenario is not unique—for instance, in the bulk-mediated diffusion on lipid bilayers of Ref. [35] the spectrum of moments is not piecewise linear—but the double linear scaling of Equation (1b) is the most commonly reported situation in experimental observations and theoretical studies, and it is the one investigated here, for a set of different deterministic and stochastic systems.

We revisit the theory of strong anomalous diffusion from the point of view of scaling theory [36] and asymptotic matching [37] of the PDF P(r,t)P(r,t) of the displacement, developing the approach of Ref. [38], which is summarized below. In that paper, the process R(t)R(t), which takes values rr, was assumed to evolve on two different asymptotic scales, described by two rescaled versions of the displacement, z:=r/tθz := r/t^{\theta} and y:=r/tζy := r/t^{\zeta}, which pertain to two different regions of space: for sufficiently large times tt, the PDF is subdivided into two branches, corresponding to two distinct asymptotic regimes, which coincide over an interval that gets larger and larger as tt grows. This was formalized through the following ansatz:

P(r,t) dr={F(z) dzwith z=rtθ≤ctι−θ,g(t)J(y) dywith y=rtζ>ctι−ζ,(3)\mathcal{P}(r,t)\,\mathrm{d}r = \begin{cases} \mathcal{F}(z)\,\mathrm{d}z & \text{with } z = \frac{r}{t^{\theta}} \le c t^{\iota-\theta},\\ g(t)\mathcal{J}(y)\,\mathrm{d}y & \text{with } y = \frac{r}{t^{\zeta}} > c t^{\iota-\zeta}, \end{cases} \tag*{(3)}

where θ\theta, ι\iota, ζ\zeta, and cc are four parameters obeying 0<θ<ι<ζ0 < \theta< \iota< \zeta and c>0c > 0, and the scaled variables zz and yy concern the “bulk” and the “tail” of P\mathcal{P}, respectively defined by r∈[0,ctι)r \in[0,ct^{\iota}) and r∈(ctι,∞)r \in(ct^{\iota},\infty). The functions F\mathcal{F} and gJg\mathcal{J} are non-negative and integrable on their respective domains, so that P\mathcal{P} is non-negative and normalized over the half real line, for all tt. The domain of F(z)\mathcal{F}(z) grows without bounds with tt, since the value of zz at its right border, ctι−θct^{\iota-\theta}, approaches infinity in the large-time limit. Analogously, the domain of J(y)\mathcal{J}(y) extends to arbitrarily small values, since the smallest admissible value ctι−ζct^{\iota-\zeta} of yy approaches 0 for t→∞t \to\infty. Throughout the paper, only these three variables are needed: rr is the physical displacement, while zz and yy measure it in units of the bulk scale tθt^{\theta} and of the tail scale tζt^{\zeta}, respectively.

Here, we illustrate first the validity of this hypothesis for the Spatial Diffusion of Cold Atoms (SDCA) in shallow optical lattices, an experimentally realized system of anomalous transport that is described in § 3.1. Figure 1 shows how, in this case, the scaling function F(z)\mathcal{F}(z) takes the form of a power law for z>zc≃2z > z_c \simeq2, and J(y)\mathcal{J}(y) follows a power law for y<yc≃0.25y < y_c \simeq0.25. Reference [38] then used the fact that the two branches of P(r,t)\mathcal{P}(r,t) overlap as a power law in the interval zctθ≲r≲yctζz_c t^{\theta} \lesssim r \lesssim y_c t^{\zeta}, and that this interval expands for increasing tt. The PDF thus enjoys asymptotic matching: as long as θ<ι<ζ\theta< \iota< \zeta and tt is large, the matching position of the two branches, r=ctℓr = ct^{\ell}, resides well inside this interval, irrespective of the particular choice of cc and ℓ\ell.

Two-panel scaling plots of the bulk and tails of the PDF

Figure 1. Scaling of (a) the bulk and (b) the tails of the PDF for the SDCA with D=0.4D = 0.4, i.e. α=p6=7/6\alpha= p_6 = 7/6. The color of the lines refers to the times tt provided in the legends. The dotted lines show the asymptotic power-law scaling for large zz and small yy, respectively; the power law has the exponent −(1+α)=−13/6-(1+\alpha) = -13/6, while θ=1/p6=6/7\theta= 1/p_6 = 6/7 and ζ=3/2\zeta= 3/2. Details on the model and on the numerical parameter values are provided in § 3.1.

The present paper builds on these results, as well as on those summarized in the next sections and in the appendices: the hyper-scaling relation (3d) with the ensuing piecewise-linear spectrum; the corrections to scaling of Appendix § 7; and the fitting scheme of Appendix § 8. These were tested in Ref. [38] on quenched disordered systems of the Lévy–Lorentz type, on Lorentz gases, and on polygonal billiards. Here we report new numerical results on the SDCA—an experimentally realized dynamics whose non-ballistic cutoff exponent puts the full three-exponent fitting scheme to work—together with the finite-sampling criterion of § 3.1; and the entire converse theory of § 4, which establishes that power-law tails, carried by a weight g(t)g(t) that itself decays as a power of time, are not only sufficient but also necessary for strong anomalous diffusion. In particular for exponentially rare ballistic flights our analysis characterizes a phenomenon that we call transient imitation.

In § 2 we show how the piecewise-linear scaling of νq\nu_q emerges as a consequence of Equation (3). Moreover, an asymptotic matching of the bulk and the tail of P(r,t)P(r,t) can be imposed in the presence of power-law decay of F(z)\mathcal{F}(z), J(y)\mathcal{J}(y) and g(t)g(t). This matching establishes universal hyper-scaling relations between the exponents characterizing the system. In particular the crossover moment qcq_c equals the exponent α\alpha that describes the decay of the scaling functions. In § 3 we explore these findings for three models that feature anomalous transport: besides elaborating on the SDCA, we revisit the exact solution of the Slicer Map (SM) [13, 21], and we verify the theory on numerical data for Lévy walks (LW) [1, 31]. The distributions and the spectra of moments of all these systems are described by the theory exemplified in § 2. In § 4 we then present the converse theory: we prove that asymptotic matching itself forces the intermediate asymptotics—the large-zz tail of F(z)\mathcal{F}(z)— to be a power law. In particular if the bulk F(z)\mathcal{F}(z) is Gaussian and the excursions are exponentially rare, the apparent crossover of moments drifts as the observation time grows and the moment spectrum is single-linear. For a Gaussian bulk coexisting with a power-law tail, instead, asymptotic matching cannot be realized: strong anomalous diffusion persists, with a spectrum of the form of Equation (1b), but the hyper-scaling relation between the crossover moment and the tail exponent is violated. § 5 is devoted to exactly solvable deterministic models, within the Slicer Map class and its variants, that realize all these scenarios. In § 6 we summarize our main findings and provide an outlook on future perspectives. Appendix § 9 contains the proof that no strong anomalous diffusion can arise when the tails of the distribution decay faster than any power law.

Scaling and Asymptotic Matching

In this section we summarize the results of Ref. [38], whose novel application to the SDCA is presented in § 3.1. We begin by assuming that at large times tt the time evolution of the bulk of the probability density obeys scaling with the scaling variable z=r/tθz = r/t^\theta (Equation (3)), and that it assumes a power law for large displacements,

P(r,t)≃αkr−α−1tαθ.(4)\mathcal{P}(r,t) \simeq\alpha k r^{-\alpha-1}t^{\alpha\theta}. \tag*{(4)}

Asymptotic Matching and Hyper-Scaling

Given the definition (2), the power law (3a) may be written for the two branches of the PDF. The bulk is described by the scaling function

F(z)≃αkr−α−1tαθdrdz=αkz−α−1for z>zc,(5)\mathcal{F}(z) \simeq\alpha k r^{-\alpha-1}t^{\alpha\theta}\frac{\mathrm{d}r}{\mathrm{d}z} = \alpha k z^{-\alpha-1} \qquad\text{for } z > z_c, \tag*{(5)}

where the parameter zcz_c is deduced from the data. For the tail, we rely on the function gg introduced in Equation (3), noting that Equation (3a) implies

J(y)≃αkr−α−1g(t)tαθdrdy=αkr−α−1g(t)tαθ+ζ.(6)\mathcal{J}(y) \simeq\frac{\alpha k r^{-\alpha-1}}{g(t)}t^{\alpha\theta}\frac{\mathrm{d}r}{\mathrm{d}y} = \frac{\alpha k r^{-\alpha-1}}{g(t)}t^{\alpha\theta+\zeta}. \tag*{(6)}

Then, taking

g(t)=t−βwithβ=α(ζ−θ),(7)g(t) = t^{-\beta} \qquad\text{with} \qquad\beta= \alpha(\zeta-\theta), \tag*{(7)}

one obtains

J(y)=αky−α−1for y<yc,(8)\mathcal{J}(y) = \alpha k y^{-\alpha-1} \qquad\text{for } y < y_c, \tag*{(8)}

where ycy_c is deduced from the data, like zcz_c is. At late times the bulk and the tail of the distribution overlap as power laws in a wide interval whose width diverges asymptotically in time.

There are two important things to note here. Firstly, in terms of the scaled variables and distributions, the deviation from the power law can be pushed below any desired bound by selecting larger values of zcz_c and smaller values of ycy_c. Even when yc≪zcy_c \ll z_c, it suffices to wait for large values of tt until the interval zctθ<r<yctζz_c t^\theta< r < y_c t^\zeta is non-empty. Eventually, in the large-tt limit, the length of the interval diverges because θ<ζ\theta< \zeta. Secondly, in Equations (3b) and (3e) not only the exponent −(α+1)-(\alpha+1) of the power laws, but also the prefactors, αk\alpha k, agree. This holds for every set of exponents {α,β,θ,ζ}\{\alpha,\beta,\theta,\zeta\} characterizing the PDF. The constraint (3d) is a hyper-scaling relation that expresses the exponent β\beta, governing the temporal decay of the tail amplitude, in terms of α\alpha, ζ\zeta, and θ\theta; the agreement of the prefactors will become the cornerstone of the data analysis presented in Appendix § 8.

One may wonder whether some non-algebraic shape—for instance, a Gaussian—could play the role of the intermediate asymptotics joining the bulk and the tail branches, with the power law (3a) suitably replaced. The answer is negative: the matching structure by itself selects power laws.

Proposition 1. Let the ansatz (2) hold with 0<θ<ι<ζ0 < \theta< \iota< \zeta, and assume that the two branches simultaneously describe PP on the overlap region: there are positive, continuously differentiable functions φ\varphi (the large-zz form of F\mathcal{F}) and ψ\psi (the small-yy form of J\mathcal{J}), and a positive function gg, such that

t−θφ(rt−θ)=g(t)t−ζψ(rt−ζ)(9)t^{-\theta}\varphi\left(r t^{-\theta}\right)=g(t)t^{-\zeta}\psi\left(r t^{-\zeta}\right) \tag*{(9)}

for all r∈(zctθ,yctζ)r\in(z_c t^\theta,y_c t^\zeta) and all t>tct>t_c, where zcz_c, ycy_c, tct_c are given positive constants. Then there exist constants α>0\alpha>0 and k>0k>0 such that

φ(z)=αkz−α−1,ψ(y)=αky−α−1,g(t)=t−α(ζ−θ).\varphi(z)=\alpha k z^{-\alpha-1},\qquad\psi(y)=\alpha k y^{-\alpha-1},\qquad g(t)=t^{-\alpha(\zeta-\theta)}.

Proof. Taking the logarithm of (9) and differentiating with respect to ln⁡r\ln r at fixed tt gives Λφ(z)=Λψ(y)\Lambda_\varphi(z)=\Lambda_\psi(y), where Λf(u):=uf′(u)/f(u)\Lambda_f(u):=u f'(u)/f(u) is the logarithmic slope, z=rt−θz=r t^{-\theta}, and y=rt−ζy=r t^{-\zeta} are the scaled variable in the "bulk" and the "tail" of PP. Fix zˉ>zc\bar{z}>z_c and set r=zˉtθr=\bar{z}t^\theta: this point remains in the overlap for all sufficiently large tt, while y=zˉtθ−ζy=\bar{z}t^{\theta-\zeta} sweeps, continuously in tt, an interval accumulating at 0. Therefore, since every point in that interval can be written as y=zˉtθ−ζy=\bar{z}t^{\theta-\zeta}, we have Λψ(y)=Λφ(zˉ)\Lambda_\psi(y)=\Lambda_\varphi(\bar{z}). Hence Λψ(y)\Lambda_\psi(y) is constant, on that interval; and since zˉ\bar{z} is arbitrary, Λφ(z)\Lambda_\varphi(z) is constant on (zc,∞)(z_c,\infty) as well. Call the common value of the logarithmic slopes −(α+1)-(\alpha+1). Integrating Λf(u)=−(α+1)\Lambda_f(u)=-(\alpha+1), we obtain φ(z)=k1z−α−1\varphi(z)=k_1 z^{-\alpha-1} and ψ(y)=k2y−α−1\psi(y)=k_2 y^{-\alpha-1}; integrability of F\mathcal{F} at large zz, required by the normalization of PP, imposes α>0\alpha>0. Substituting back into (9) yields k1tαθ=g(t)k2tαζk_1t^{\alpha\theta}=g(t)k_2t^{\alpha\zeta}, whence g(t)=(k1/k2)t−α(ζ−θ)g(t)=(k_1/k_2)t^{-\alpha(\zeta-\theta)}. Normalizing gg as in (7) absorbs the constant k1/k2k_1/k_2, and gives k1=k2=αkk_1=k_2=\alpha k together with the hyper-scaling relation β=α(ζ−θ)\beta=\alpha(\zeta-\theta). ◂

Corollary 1. If the large-zz asymptotics of F\mathcal{F} decays faster than any power law, then no pair (ψ,g)(\psi,g) satisfies Equation (9) on an asymptotically widening overlap. Within the ansatz (2), the tail branch is then either absent, yielding a single linear spectrum, or it is separated from the bulk by a region in which P\mathcal{P} is negligible.

Proposition 1 shows that the power law (3a) is not an assumption of convenience: it is the only intermediate asymptotics compatible with the matching of two different self-similar branches, in the spirit of intermediate-asymptotics theory [36]. In this sense, power-law tails are necessary and, as it will be shown in the next subsection, sufficient — for a time-persistent, bi-linear spectrum of moments. That the absence of the tail branch, considered in the first alternative of the previous Corollary, leads to the single linear spectrum follows from the analysis carried out in Appendix § 9. An example with a Gaussian bulk is provided in § 4.1.

Moments

The qthq^{\mathrm{th}} moment of the displacement is defined by

⟨rq⟩t:=∫0∞rqP(r,t) dr.\langle r^q\rangle_t := \int_{0}^{\infty} r^q \mathcal{P}(r,t)\,\mathrm{d}r .

For large tt, where zctθ<ctι<yctζz_c t^\theta< c t^\iota< y_c t^\zeta, the integral can be broken into three pieces: the bulk contribution up to zctθz_c t^\theta, the intermediate power-law region, and the tail contribution beyond yctζy_c t^\zeta. In view of Equation (3), in which the Jacobians of the coordinate transformations are already accounted for, and applying Equation (3a) in the intermediate region, the qthq^{\mathrm{th}} moment can be approximated asymptotically in time as

⟨rq⟩t≃tqθ∫0zczqF(z) dz+tqζ−β∫yc∞yqJ(y) dy+αktαθ∫zctθyctζrq−α−1 dr.(10)\langle r^q\rangle_t \simeq t^{q\theta}\int_{0}^{z_c} z^q\mathcal{F}(z)\,\mathrm{d}z+t^{q\zeta-\beta}\int_{y_c}^{\infty}y^q\mathcal{J}(y)\,\mathrm{d}y+\alpha k t^{\alpha\theta}\int_{z_c t^\theta}^{y_c t^\zeta}r^{q-\alpha-1}\,\mathrm{d}r . \tag*{(10)}

The first two integrals take fixed, finite values that do not depend on time. Moreover, for q≠αq\ne\alpha the last integral in Equation (10) can be expressed as the difference of two power laws with the same exponents as those appearing in front of the other two integrals. Collecting terms with the same time dependence provides

⟨rq⟩t=Nqtqθ+Iqtqζ−βfor q≠α,(11)\langle r^q\rangle_t=N_q t^{q\theta}+I_q t^{q\zeta-\beta}\qquad\text{for }q\ne\alpha, \tag*{(11)}

with

Nq=αkzcq−αα−q+∫0zczqF(z) dz,(12)N_q=\frac{\alpha k z_c^{q-\alpha}}{\alpha-q}+\int_{0}^{z_c}z^q\mathcal{F}(z)\,\mathrm{d}z , \tag*{(12)}
Iq=αkycq−αq−α+∫yc∞yqJ(y) dy.(13)I_q=\frac{\alpha k y_c^{q-\alpha}}{q-\alpha}+\int_{y_c}^{\infty}y^q\mathcal{J}(y)\,\mathrm{d}y . \tag*{(13)}

For q=αq=\alpha, on the other hand, the third integral in Equation (10) takes the form of a logarithm, and one finds

⟨rα⟩ttαθ=Nα+Iα+αk(ζ−θ)ln⁡t,(14)\frac{\langle r^{\alpha}\rangle_t}{t^{\alpha\theta}} = N_{\alpha} + I_{\alpha} + \alpha k(\zeta-\theta)\ln t, \tag*{(14)}

where

Nα=−αkln⁡zc+∫0zczαF(z) dz,(15)N_{\alpha}=-\alpha k\ln z_c+\int_{0}^{z_c}z^{\alpha}\mathcal{F}(z)\,\mathrm{d}z, \tag*{(15)}
Iα=αkln⁡yc+∫yc∞yαJ(y) dy.(16)I_{\alpha}=\alpha k\ln y_c+\int_{y_c}^{\infty}y^{\alpha}\mathcal{J}(y)\,\mathrm{d}y. \tag*{(16)}

In either case the coefficients NqN_q and IqI_q take finite values as long as ⟨rq⟩t\langle r^q\rangle_t exists, which is always the case at finite tt when the speed of the moving objects is bounded, so that the distribution has a cutoff. Moreover, in the scaling regime these values do not depend on the particular choice of zcz_c and ycy_c, as one verifies by direct computation using Equations (3b) and (3e).

It is useful to note the geometric interpretation of the coefficients. Normalization of the PDF implies that F\mathcal{F}, and hence zqFz^q\mathcal{F} for all q>0q>0, is integrable at small zz. For q<αq<\alpha the power-law tail is integrable at infinity, and NqN_q amounts to the integral of zqF(z)z^q\mathcal{F}(z) over R+\mathbb{R}_+; it takes a positive value. For q>αq>\alpha, instead, NqN_q amounts to the integral of the difference zqF(z)−αkzq−α−1z^q\mathcal{F}(z)-\alpha k z^{q-\alpha-1}, and it can take positive or negative values, depending on whether F\mathcal{F} lies above or below the power law. Similarly, IqI_q is positive for q>αq>\alpha, where it amounts to the integral of yqJ(y)y^q\mathcal{J}(y) over R+\mathbb{R}_+, while for q<αq<\alpha it is the integral of yqJ(y)−αkyq−α−1y^q\mathcal{J}(y)-\alpha k y^{q-\alpha-1}, whose sign signifies which portion of J\mathcal{J} lies below or above the power law.

There are three scenarios for the asymptotic scaling of the moments. For q<αq<\alpha one has qζ−β=qζ−α(ζ−θ)<qθq\zeta-\beta=q\zeta-\alpha(\zeta-\theta)<q\theta, so that at large tt the right-hand side of Equation (6a) is dominated by the term containing NqN_q. Conversely, for q>αq>\alpha the exponent qζ−βq\zeta-\beta is the larger one, and the term containing IqI_q dominates. For q=αq=\alpha the logarithmic term dominates in Equation (7). Asymptotically in time we may thus write

⟨rq⟩t≃{Nq tqθfor 0<q<α,αk(ζ−θ) tαθln⁡tfor q=α,Iq tqζ−βfor α<q.(17)\langle r^q\rangle_t \simeq \begin{cases} N_q\,t^{q\theta} & \text{for } 0<q<\alpha,\\ \alpha k(\zeta-\theta)\,t^{\alpha\theta}\ln t & \text{for } q=\alpha,\\ I_q\,t^{q\zeta-\beta} & \text{for } \alpha<q. \end{cases} \tag*{(17)}

In particular, we recover the piecewise-linear spectrum (1b); moreover, a direct consequence of the asymptotic matching (i.e., of the hyper-scaling relation (3d)) is that the crossover moment qcq_c equals α\alpha. The result is purely based on the constraints imposed by matching the power laws of the bulk and of the tail of the distribution. In § 3 we present numerical and analytical results confirming that this theoretical framework applies to a vast variety of cases.

Comparison with Numerical Data

In applications one is often interested in the scaling of the MSD, q=2q = 2. Figure 2a shows this data for the SDCA of § 3.1, for which ζ=3/2\zeta= 3/2 and q=2q = 2 lies above the crossover moment throughout the strong anomalous phase, so that ν2=2ζ−β\nu_2 = 2\zeta- \beta takes the superballistic values of Equation (21), up to ν2→3\nu_2 \to3 as p6→2/3p_6 \to2/3. It is then tempting to rewrite Equation (1b) in the form of a universal scaling curve that admits a data collapse for all moments and all parameter values of any model showing strong anomalous diffusion with two linear regimes of the spectrum:

Parameter dependence of the MSD exponent and data collapse of all moments

Figure 2. (a) The parameter dependence of the MSD exponent ν2\nu_2 for the SDCA, and (b) a plot striving for a data collapse of all moments on a universal scaling curve. The parameter values pζp_\zeta for the right panel are specified in its legend. The solid lines show the analytical results of Equations (21) and (18), respectively; the squares in the left panel were obtained from power-law fits of the MSD, at eleven values of DD that span both the strong anomalous phase and the Gaussian phase, pζ≥2p_\zeta\ge2, where ν2=1\nu_2 = 1. Details on the numerical parameters are provided in § 3.1.

ζ−νq2ζ−θ={α/qfor α/q<1,1for α/q≥1.(18)\frac{\zeta- \frac{\nu_q}{2}}{\zeta- \theta} = \begin{cases} \alpha/q & \text{for } \alpha/q < 1, \\ 1 & \text{for } \alpha/q \ge1. \end{cases} \tag*{(18)}

Figure 2b shows this representation for a collection of moments obtained by fitting SDCA data at five values of p6p_6 (as discussed in § 3.1). The agreement is only approximate, in spite of clean numerical data: the fitted exponents deviate systematically from the universal curve, most strongly for the large moments, which are dominated by rare, extreme excursions, and for the moments closest to the crossover. These systematic errors are quantitatively explained by the corrections to scaling derived in Ref. [38] and recalled in Appendix § 7: every moment is the superposition of two power laws, Equation (6a), and the subleading one biases power-law fits up to the crossover time (A2), which grows without bounds as q→αq \to\alpha, and becomes very large whenever ζ−θ\zeta- \theta is small. Precisely where strong anomalous diffusion is most delicate, fitting individual moments is therefore unreliable, and the exponents are better determined from the PDF as a whole: the scheme of Ref. [38] that does so, recalled in Appendix § 8, collapses the bulk and the tails of the distribution simultaneously, and it is put to work on the SDCA in § 3.1.

Specific Models

We test the theory on three model systems featuring strong anomalous transport: the SDCA in shallow optical lattices [19, 39, 40], the Slicer Map (SM) [21], and Lévy walks (LW) [1, 31]. They feature different values of the exponents θ\theta and α\alpha, and they cover complementary situations: an experimentally realized Langevin dynamics with unbounded velocities and a non-ballistic cutoff exponent, ζ=3/2\zeta= 3/2 (SDCA), an exactly solvable deterministic map (SM), and the classical annealed random walk with heavy-tailed flights, both with ζ=1\zeta= 1 (LW). For reference, Table 1 also summarizes the exponents reported in Ref. [38]: the Lévy–Lorentz gas (LLg) [21, 26], the Lorentz gas with infinite (LGi) [10] and finite (LGf) [41] horizon, and polygonal billiard channels (PBC) [14, 15, 16, 17]. In the LGf, the tails of the distribution decay faster than any power law (α=∞\alpha= \infty), such that it cannot feature strong anomalous transport (cf. Appendix § 9 and § 4).

Spatial Diffusion of Cold Atoms

The SDCA describes the motion of an atom in a shallow optical lattice under Sisyphus laser cooling. In the semiclassical approximation [19, 39], the trajectory of an atom starting at the origin with v(0)=0v(0)=0 is determined by the Langevin equations

v˙(t)=−v1+v2+2D Γ(t),x˙(t)=v(t),(19)\dot{v}(t)=-\frac{v}{1+v^2}+\sqrt{2D}\,\Gamma(t),\qquad\dot{x}(t)=v(t), \tag*{(19)}

written in the dimensionless units of Ref. [19], where Γ\Gamma is Gaussian white noise and the momentum diffusion constant DD, proportional to the ratio of the recoil energy and the lattice depth, is the control parameter. The cooling force is harmonic for ∣v∣≪1|v|\ll1 but decays as −1/v-1/v for ∣v∣≫1|v|\gg1: fast atoms are only weakly damped, and perform long, nearly free flights. For D<1D<1 the marginal velocity distribution reaches the power-law equilibrium Peq(v)∼∣v∣−1/DP_{\mathrm{eq}}(v)\sim|v|^{-1/D} [19, 42], and in the range 1/5<D<11/5<D<1 the displacement features strong anomalous diffusion [19, 40, 43], with

α=p6=13D+13,θ=1p6,ζ=32.(20)\alpha=p_6=\frac{1}{3D}+\frac{1}{3},\qquad\theta=\frac{1}{p_6},\qquad\zeta=\frac{3}{2}. \tag*{(20)}

The bulk of the packet obeys the Lévy scaling r∼t1/p6r\sim t^{1/p_6} [40], while the tails are populated by atoms whose velocities have themselves diffused up to v∼t1/2v\sim t^{1/2}, giving displacements r∼t3/2r\sim t^{3/2}. A Richardson-like scaling that makes the SDCA the only system of Table 1 whose cutoff exponent is neither diffusive nor ballistic—so that ζ\zeta must be fitted. The non-normalizable limit function lim⁡t→∞tζ+βP(r,t)\lim_{t\to\infty}t^{\zeta+\beta}P(r,t) is the infinite covariant density of Refs. [19, 42], whose exponent 1+1/(2D)1+1/(2D) coincides with our ζ+β=3p6/2+1/2\zeta+\beta=3p_6/2+1/2, by the hyper-scaling relation Equation (3d). For the SDCA, Equation (1b) entails, in the strong anomalous phase,

ModelParameterθ\thetaζ\zetaα\alpha
LLg0<p1<10 < p_1 < 1(1+α)−1(1+\alpha)^{-1}11p1p_1
LLg1<p11 < p_11/21/2112p1−12p_1-1
SM0<p20 < p_20011p2p_2
LW1<p3<21 < p_3 < 2p3−1p_3^{-1}11p3p_3
LGi0<p4<10 < p_4 < 11/21/21122
LGf1<p41 < p_41/21/211∞\infty
PBCp5≈1.0649p_5 \approx1.0649≈0.5\approx0.511≈2\approx2
PBCp5≈0.935p_5 \approx0.935≈0.5\approx0.511≈3\approx3
SDCA1<p6<21 < p_6 < 2p6−1p_6^{-1}3/23/2p6p_6

Table 1. Choices of θ\theta, ζ\zeta, and α\alpha that match the spectrum of exponents for the different model systems, characterizing the anomalous scaling of the distribution, Equation (3), the algebraic tails of this distribution, Equations (3b) and (3e), and the time scaling of the cutoff function, Equation (3d). The acronyms stand for: LLg, Lévy–Lorentz gas; SM, Slicer Map; LW, Lévy walks; LGi and LGf, Lorentz gas with infinite and finite horizon, respectively; PBC, polygonal billiard channels; SDCA, spatial diffusion of cold atoms. Irrespective of the choices adopted in the literature, we denote the parameters used to define the dynamics as p1,…,p6p_1,\ldots,p_6 (see § 3). Adapted from Ref. [38].

ν2=4−3p62for23<p6<2,(21)\nu_2=4-\frac{3p_6}{2}\quad\text{for}\quad\frac{2}{3}<p_6<2, \tag*{(21)}

and ν2=1\nu_2=1 for p6≥2p_6\geq2 (D≤1/5D\leq1/5, the Gaussian phase [19]). Remarkably, ν2\nu_2 exceeds the ballistic value 2 for p6<4/3p_6<4/3: the MSD is superballistic, although the bulk of the packet spreads subballistically, with θ=1/p6<1\theta=1/p_6<1—an extreme form of bi-scaling (Figure 2a; cf. § 2.3).

We integrated Equation (19) with the Euler–Maruyama scheme and time step 0.01, as in Ref. [19], for an ensemble of 10510^5 trajectories up to time 10510^5 at D=0.4D=0.4, i.e. p6=7/6p_6=7/6, the value of Figure 1 of Ref. [19], and for ensembles of 3×1043\times10^4 to 10610^6 trajectories, with time horizons between 10310^3 and 10510^5, at ten further values of D∈[0.15,0.8]D\in[0.15,0.8], spanning the strong anomalous phase and reaching into the Gaussian phase. Horizons and ensemble sizes are tied to each other by the requirement that the rare flights remain statistically resolved: since the fraction of ensemble members populating the tail branch decays as g(t)=t−βg(t)=t^{-\beta} (Equation (3d)), an ensemble of NN trajectories tracks the flight branch of the moments only as long as Nt−β≫1Nt^{-\beta}\gg1, beyond which the sampled moments sag towards the bulk scaling—a finite-sample counterpart of the crossover time ((A2)). All moment exponents are therefore fitted over the latest window of one and a half decades satisfying Nt−β≥30Nt^{-\beta}\geq30, and the smallest values of DD in the strong anomalous phase, which carry the largest β=3p6/2−1\beta=3p_6/2-1, are assigned the largest ensembles over the shortest horizons.

The joint collapse of F\mathcal{F} and J\mathcal{J} for the main run is shown in Figure 1 and Figure 3: the two branches match on the intermediate power law with exponent −(1+p6)=−13/6-(1+p_6)=-13/6, and the reduced plots single out α=p6\alpha=p_6 against the deliberately wrong values of Figure 3c,Figure 3d. The bulk-plateau fit of Appendix § 8 yields θ=0.845±0.006\theta=0.845\pm0.006 against the expected 1/p6=6/7≃0.8571/p_6=6/7\simeq0.857; a linear fit of the measured high-moment exponents, qνq/2=ζq−βq\nu_q/2=\zeta_q-\beta for q∈[2.5,5]q\in[2.5,5], returns ζ=1.43±0.04\zeta=1.43\pm0.04 and β=0.76±0.05\beta=0.76\pm0.05 against the predicted 3/23/2 and 3p6/2−1=3/43p_6/2-1=3/4, the uncertainties reflecting the dependence on the admissible fit window. The hyper-scaling estimate α=β/(ζ−θ)=1.3±0.2\alpha=\beta/(\zeta-\theta)=1.3\pm0.2 is compatible with the crossover moment p6=7/6≃1.17p_6=7/6\simeq1.17, with an accuracy limited by the slowly decaying corrections of Equation (A1): as anticipated in Appendix § 7, the PDF-based reduced plots of Figure 3 constrain α\alpha far more sharply than the moment fits do.

Four-panel plots showing simultaneous scaling of the bulk and tails of the PDF of the SDCA

Figure 3. Simultaneous scaling of the bulk and of the tails of the PDF of the SDCA for the data also shown in Figure 1, i.e., for D=0.4D = 0.4, where one expects α=p6=7/6\alpha= p_6 = 7/6, θ=1/p6=6/7\theta= 1/p_6 = 6/7, ζ=3/2\zeta= 3/2, and β=α(ζ−θ)=3p6/2−1=3/4\beta= \alpha(\zeta- \theta) = 3p_6/2 - 1 = 3/4. (a) Joint plot of the data of both panels of Figure 1. (b) Reduced plot showing the ratio of the data and the pertinent values of the power law given by the dotted line in panel (a). Panels (c,d) show reduced plots of the best fits obtained when one rather adopts the values α=0.90\alpha= 0.90 and α=1.45\alpha= 1.45, respectively. Note that adopting a different value of α\alpha alters the power of tt in the definition of J(y)J(y), and the slope of the dotted line in panel (a). Details on the model and on the numerical parameter values are provided in § 3.1.

The scatter of the data in Figure 2b is due to the corrections to the power laws reported in Equation (A1). For the SDCA the relations ζ=3/2\zeta= 3/2 and θ=1/p6\theta= 1/p_6 imply

τ=1∣q−α∣(ζ−θ)=2p6(3p6−2)∣q−p6∣,(22)\tau= \frac{1}{\lvert q-\alpha\rvert(\zeta-\theta)} = \frac{2p_6}{(3p_6-2)\lvert q-p_6\rvert}, \tag*{(22)}

so that the correction terms decay slowly when q≈p6q \approx p_6, and, at every qq, when p6p_6 approaches 2/32/3, where the bulk and tail scalings merge. Consistently, in Figure 2b the largest deviations from the universal curve occur for the moments closest to the crossover.

The Slicer Map

The Slicer Map was introduced in [21] as an analytically solvable dynamical system that features all regimes of anomalous transport, from localization to ballistic motion, and it was shown to exhibit strong anomalous transport. Its displacement autocorrelation function was obtained analytically [44] and, more recently, a universal scaling of the moments of displacement and of their correlation functions was established in Ref. [13]. From a coarse-grained perspective that focuses on the scaling of the distribution of the displacement, the SM is characterized as follows: the initial distribution is an approximation of a delta function at the origin, and transport proceeds in a one-dimensional space where the displacement from the origin is denoted by rr. Each member xx of the ensemble is characterized by a life time tc(x)t_c(x). For t<tc(x)t < t_c(x) it propagates with unit velocity; then it stops and remains at its terminal position r=tc(x)r = t_c(x), up to negligible fluctuations, for all times t>tc(x)t > t_c(x). The distribution of life times obeys a power law, Prob⁡(tc>t)=(t/t0)−p2\operatorname{Prob}(t_c > t) = (t/t_0)^{-p_2}, where t0t_0 is the smallest admissible life time.

For t>t0t > t_0 the dynamics provides a PDF of displacements that can be written in the form of Equation (3) with

F(z)={0for z=r<t0,p2t0p2z−p2−1for t0<z=r<t,\mathcal{F}(z) = \begin{cases} 0 & \text{for } z=r<t_0,\\ \frac{p_2}{t_0^{p_2}}z^{-p_2-1} & \text{for } t_0<z=r<t, \end{cases}
g(t)J(y)={t−p2p2t0−p2y−p2−1for t0t<y=rt<1,t−p2t0p2δ(y−1)for y=rt=1,0otherwise,g(t)\mathcal{J}(y) = \begin{cases} t^{-p_2}\frac{p_2}{t_0^{-p_2}}y^{-p_2-1} & \text{for } \frac{t_0}{t}<y=\frac{r}{t}<1,\\ t^{-p_2}t_0^{p_2}\delta(y-1) & \text{for } y=\frac{r}{t}=1,\\ 0 & \text{otherwise}, \end{cases}

such that θ=0\theta=0, ζ=1\zeta=1, and α=β=p2\alpha=\beta=p_2, in agreement with the hyper-scaling relation (7). In Ref. [44] the MSD was used to identify the relation between the parameters of the SM and of the Lévy–Lorentz gas, and it was pointed out that this entails a matching of all other moments. From the perspective of our present results, this is an immediate consequence of Equation (17). We return to the SM with more general, non-algebraic slicer sequences in Section 5.1.

Lévy Walks

Lévy walks are arguably the most elaborately studied model system featuring strong anomalous transport [28, 31, 45, 46]. We consider one-dimensional LWs where particles move with unit velocity along a line: all particles start at the origin and move in a given direction for a time sampled from a Lévy distribution f(t)∝p3t−p3−1f(t) \propto p_3 t^{-p_3-1} with t∈[1,∞)t \in[1,\infty), reversing direction at the end of each step with probability 1/21/2. For 1<p3<21 < p_3 < 2, the different scaling of the bulk (θ=1/p3\theta=1/p_3) and of the tails (ζ=1\zeta=1, β=p3−1\beta=p_3-1 and α=p3\alpha=p_3) of the PDF was first observed in this context, where the distribution J(y)\mathcal{J}(y) of Equation (3c) has been denoted a non-normalizable density [28, 29, 31, 32, 33]. The moments of displacement, reviewed in Refs. [1, 31, 32, 33], follow the behavior anticipated in Equation (1b) with α=p3\alpha=p_3, ζ=1\zeta=1, and θ=1/p3\theta=1/p_3. The bulk F(r/tθ)\mathcal{F}(r/t^\theta) perfectly matches the tail g(t)J(r/tζ)g(t)\mathcal{J}(r/t^\zeta); in particular, β=α(ζ−θ)\beta=\alpha(\zeta-\theta). We simulated an ensemble of 2×1052 \times10^{5} trajectories up to time 10510^{5} for p3=α=1.5p_{3} = \alpha= 1.5 (data not shown). The joint collapse of F\mathcal{F} and J\mathcal{J} robustly recovers the exponents of Table 1 together with the analytical prefactors—in particular, the bulk-plateau fit yields θ=0.665±0.003\theta= 0.665 \pm0.003, against the expected 1/p3=2/31/p_{3} = 2/3—while reduced plots of the moments reveal that, even for such high-quality data, it is challenging to determine the asymptotic scaling of the moments by fitting power laws: the corrections to scaling of Equation (A1) remain visible up to the largest simulated times. The matching of the intermediate power laws of the bulk and of the tail, on the other hand, provides robust results in the super-diffusive regime 1<p3<21 < p_{3} < 2.

Gaussian Distributions

The theory of Section 2 rests on the algebraic intermediate asymptotics (3a). It is natural to ask what remains of the two-branch structure (2) when the distribution features no power-law regime—most importantly, when the scaling function is Gaussian. In this section we give four complementary answers: a Gaussian scaling function produces a single-linear spectrum of moments (Section 4.1); no non-algebraic shape can play the role of the intermediate asymptotics, because asymptotic matching by itself forces a power law (Section 4.1); ballistic excursions that are exponentially rare, rather than power-law distributed, produce only a transient imitation of strong anomalous diffusion, which can be recognized as such (Section 4.2); and power-law flights over a Gaussian bulk yield bona fide strong anomalous diffusion, with a crossover moment decoupled from the tail exponent (Section 4.3). Exactly solvable deterministic realizations of all these scenarios are constructed in Section 5.

Gaussian Scaling Functions Imply Single-Linear Spectrum

Consider the ansatz (2) with a Gaussian scaling function for the bulk, normalized on the half line,

F(z)=2πσ2exp⁡(−z22σ2),z≥0.(23)\mathcal{F}(z) = \sqrt{\frac{2}{\pi\sigma^{2}}}\exp\left(-\frac{z^{2}}{2\sigma^{2}}\right), \qquad z \ge0 . \tag*{(23)}

The Gaussian decays faster than any power law, so that the assumptions of Appendix C are satisfied, and all moments are governed by the bulk branch:

⟨rq⟩t=NqtqθwithNq=∫0∞zqF(z) dz=(2σ)qΓ(q+12)π.(24)\langle r^{q}\rangle_{t} = N_{q} t^{q\theta} \qquad\text{with} \qquad N_{q} = \int_{0}^{\infty} z^{q}\mathcal{F}(z)\,\mathrm{d}z = \left(\sqrt{2}\sigma\right)^{q}\frac{\Gamma\left(\frac{q+1}{2}\right)}{\sqrt{\pi}} . \tag*{(24)}

Hence qνq/2=θqq\nu_{q}/2 = \theta q for all moments: the spectrum is single-linear, transport is scale invariant, and, in the language of Table 1, α=∞\alpha= \infty, as for the Lorentz gas with finite horizon. For θ=1/2\theta= 1/2 one recovers normal diffusion; for θ≠1/2\theta\ne1/2 one obtains weak anomalous diffusion with Gaussian statistics, as realized, for instance, by fractional Brownian motion with Hurst exponent θ=H∈(0,1)\theta= H \in(0,1) [47]. In this case no crossover moment exists, no logarithmic correction of the type of Equation (7) arises at any qq, and the MSD alone determines the complete spectrum of moments.

Rare Ballistic Flights and Transient Bi-Scaling

Consider a diffusive Gaussian background coexisting with ballistic flights that survive scattering for exponentially distributed times. With unit speed (ζ=1\zeta= 1) and θ=1/2\theta= 1/2, a minimal model is

P(r,t)=W(t) δ(r−t)+[1−W(t)] t−θ F(rtθ),W(t)=e−t/τ,(25)P(r,t) = W(t)\,\delta(r-t) + [1-W(t)]\,t^{-\theta}\,\mathcal{F}\left(\frac{r}{t^\theta}\right), \qquad W(t) = e^{-t/\tau}, \tag*{(25)}

(25) prescribes only the one-time distribution of the displacement: it selects no dynamics, and infinitely many evolutions share these marginals.1 This structure—δ\delta peaks at the ballistic front r=tr=t, the largest displacement reachable at the finite speed of the dynamics, with exponentially decaying weight, plus a smooth part converging to a Gaussian—arises, for instance, in the telegraph (Goldstein–Kac) process, in which a particle moves at constant speed and reverses its direction at exponentially distributed times [48, 49]. Truncating the Gaussian at r≤tr \le t does not affect the asymptotic statements below. The moments read:

⟨rq⟩t=e−t/τ tqζ+[1−W(t)] Nq tqθ,(26)\langle r^q\rangle_t = e^{-t/\tau}\,t^q\zeta+ [1-W(t)]\,N_q\,t^{q\theta}, \tag*{(26)}

with NqN_q as in Equation (24): the same two-power-law structure as Equation (6a), except that the amplitude of the flight term decays faster than any power t−βt^{-\beta}, consistently with Proposition 1. This difference has sharp consequences.

Firstly, for every fixed qq the flight term is asymptotically subdominant: as t→∞t \to\infty the spectrum is single-linear, in agreement with § 4.1. Equating the logarithms of the two terms in Equation (26), and using ln⁡Nq≃(q/2)[ln⁡(σ2q)−1]\ln N_q \simeq(q/2)[\ln(\sigma^2q)-1] for large qq, one finds that the crossover structure is governed by a single constant aa: the flight term dominates the value of the qqth moment up to the time

tq≃aq,and, at fixed t, for moments q≳q~(t)≃ta,(27)t_q \simeq aq, \qquad\text{and, at fixed } t,\text{ for moments } q \gtrsim\widetilde{q}(t) \simeq\frac{t}{a}, \tag*{(27)}

where aa solves

a=τ2[1+ln⁡aσ2](θ=1/2, ζ=1).(28)a = \frac{\tau}{2}\left[1+\ln\frac{a}{\sigma^2}\right] \qquad(\theta= 1/2,\ \zeta= 1). \tag*{(28)}

Such a dominance window exists only if τ>2σ2\tau> 2\sigma^{2} (in units of unit speed), as one verifies by maximizing over qq at fixed tt: rare flights leave a visible trace in the moments only when their persistence time exceeds the diffusive scale of the background. For the telegraph process itself, σ2=τ\sigma^{2} = \tau at unit speed, so the criterion fails, and the flight term never dominates at late times; pronounced transients require flights that live much longer than the bulk scattering time. For τ=10σ2\tau= 10\sigma^{2} one finds a≃20σ2a \simeq20\sigma^{2}, and the numerically determined dominance times tq={36,76,155,315}t_q = \{36, 76, 155, 315\} for q={2,4,8,16}q = \{2, 4, 8, 16\} closely follow tq≃aqt_q \simeq aq; see Figure 4c.

Four-panel plots showing transient imitation of strong anomalous diffusion for exponential and Gaussian scaling functions

Figure 4. Transient imitation of strong anomalous diffusion in the minimal model (25), evaluated from the exact expression (26) with σ=1\sigma= 1, τ=10\tau= 10, θ=1/2\theta= 1/2, ζ=1\zeta= 1 (analytics, no simulation), for an exponential (top row) and a Gaussian (bottom row) scaling function. (a) Exponential case, reduced moments ⟨rq⟩t/Nqtqθ\langle r^q\rangle_t/N_qt^{q\theta} for q=2,4,8,16q = 2,4,8,16: the humps are bounded, and they all terminate by the closure time tend≃(τ/σ)2t_{\mathrm{end}} \simeq(\tau/\sigma)^2 of (30) (dotted vertical line); moments with q≳τ/σ2q \gtrsim\tau/\sigma^2 are never dominated by the flight term. (b) Exponential case, apparent spectrum at tˉ=15,40,100\bar{t} = 15,40,100: the flight branch (dotted line: ζq−tˉ/τ\zeta q - \bar{t}/\tau for tˉ=15\bar{t} = 15) is a bounded bubble that rejoins the bulk line θq\theta q (dashed) at large qq, and it disappears for tˉ>tend\bar{t} > t_{\mathrm{end}}. (c) Gaussian case, reduced moments: each moment displays a hump, peaking at t≈q(ζ−θ)τt \approx q(\zeta-\theta)\tau, before settling on the plateau at the crossover time tq≃aqt_q \simeq a q (dotted vertical lines), Equation (18). (d) Gaussian case, apparent spectrum at tˉ=50,100,200\bar{t} = 50,100,200: the flight branches ζq−tˉ/τ\zeta q - \bar{t}/\tau (dotted) drift linearly with tˉ\bar{t}, and so does their knee with the bulk line θq\theta q (dashed), unlike the time-independent spectrum (2) of genuine strong anomalous diffusion. The negative excursion of the tˉ=200\bar{t} = 200 curve is an exact feature of the minimal model, discussed in the text.

Secondly, and most importantly for data analysis, consider fitting power laws over an observation window centered at a time tˉ\bar{t}. The local logarithmic slope of the flight term is

dln⁡[e−t/τtζq]dln⁡t=ζq−tτ,(29)\frac{\mathrm{d}\ln\left[e^{-t/\tau}t^{\zeta_q}\right]}{\mathrm{d}\ln t} = \zeta_q - \frac{t}{\tau}, \tag*{(29)}

so that the moments dominated by it display an apparently linear second branch, ζq−βeff\zeta_q - \beta_{\mathrm{eff}}, with effective offset βeff=tˉ/τ\beta_{\mathrm{eff}} = \bar{t}/\tau. An observer interpreting such data through Equation (1b) would extract an apparent crossover moment αeff=βeff/(ζ−θ)=tˉ/[τ(ζ−θ)]\alpha_{\mathrm{eff}} = \beta_{\mathrm{eff}}/(\zeta- \theta) = \bar{t}/[\tau(\zeta- \theta)], and the fitted pair (αeff,βeff)(\alpha_{\mathrm{eff}}, \beta_{\mathrm{eff}}) would even satisfy the hyper-scaling relation (7). At any single observation time, therefore, the transient scenario is indistinguishable from genuine strong anomalous diffusion—even by the hyperscaling check. The give-away is the drift: both αeff\alpha_{\mathrm{eff}} and βeff\beta_{\mathrm{eff}} grow linearly with the observation time, whereas for power-law tails they are constants. Figure 4d displays the apparent spectrum of the minimal model at tˉ=50\bar{t} = 50, 100100, and 200200: the knee between the bulk line θq\theta_q and the drifting branches ζq−tˉ/τ\zeta_q - \bar{t}/\tau moves to the right proportionally to tˉ\bar{t}. Between q~(tˉ)\tilde{q}(\bar{t}) and the knee, the local exponents even sag below the bulk line: these are the descending flanks of the humps of Figure 4c, where the flight term still dominates the value of the moment while already decaying. For tˉ/τ\bar{t}/\tau large enough, the sag drives the local exponents below zero—the tˉ=200\bar{t} = 200 curve of Figure 4d is negative precisely for q~(tˉ)≲q<tˉ/τ\tilde{q}(\bar{t}) \lesssim q < \bar{t}/\tau: in the minimal model the mass leaving the flight term is redistributed instantaneously over the whole bulk, so that these moments transiently decrease. This is an artifact of that idealization. In the particle realizations of § 5.1 and § 5.3 the moments never decrease: for the slicer class, d⟨rq⟩t/dt=qtq−1W(t)>0\mathrm{d}\langle r^q\rangle_t/\mathrm{d}t = qt^{q-1}W(t) > 0 exactly, and in the fly-and-diffuse model the stopped mass populates the region just behind the front before spreading, so that the measured exponents sag toward, but not below, zero.

The Gaussian bulk is, in fact, the marginal member of a whole family. For an exponential scaling function, F(z)=σ−1e−z/σ\mathcal{F}(z) = \sigma^{-1}e^{-z/\sigma}, the bulk amplitudes Nq=σqΓ(q+1)N_q = \sigma^q\Gamma(q+1) grow as eqln⁡qe^{q\ln q}, twice as fast, in the exponent, as in the Gaussian case (24), and the flight term loses its niche within a finite time: maximizing the flight-to-bulk ratio over qq shows that the dominance window closes, up to subleading corrections, at

tend≃(τσ)2,(30)t_{\mathrm{end}} \simeq\left(\frac{\tau}{\sigma}\right)^2, \tag*{(30)}

and that moments with q≳τ/σ2q \gtrsim\tau/\sigma^2 are never dominated by the flights at all. The humps of the reduced moments are then bounded, and they all terminate by tendt_{\mathrm{end}} (Figure 4a). The apparent second branch—which retains the local slope ζq−tˉ/τ\zeta q-\bar{t}/\tau of (29), since the latter is a property of the flight term alone—becomes a bounded bubble that rejoins the bulk line at large qq, and it disappears altogether for tˉ>tend\bar{t}>t_{\mathrm{end}} (Figure 4b): with an exponential bulk, the imitation of strong anomalous diffusion does not drift, it dies.

Remark 1. For stretched-exponential scaling functions, F(z)∝exp⁡(−zγ/γσγ)\mathcal{F}(z)\propto\exp(-z^\gamma/\gamma\sigma^\gamma), one has, for large qq, ln⁡Nq≃(q/γ)[ln⁡(σq)−1]\ln N_q\simeq(q/\gamma)[\ln(\sigma^q)-1], and the same maximization yields, for θ=1/2\theta=1/2 and ζ=1\zeta=1, a dominance window that closes at

tend≃[τγσγ]2/(2−γ)t_{\mathrm{end}}\simeq\left[\frac{\tau}{\gamma\sigma^\gamma}\right]^{2/(2-\gamma)}

for γ<2\gamma<2, while for γ>2\gamma>2 the window is present at all sufficiently late times. The Gaussian case, γ=2\gamma=2, is exactly marginal: the exponent 2/(2−γ)2/(2-\gamma) diverges, and the existence of the window is decided by the time-independent criterion τ>2σ2\tau>2\sigma^2 established above. The thinner the tail of the bulk, the longer-lived the imitation.

In practice, three tests distinguish genuine strong anomalous diffusion from its finite-time imitation. (i) Stability: upon doubling the observation time, the fitted crossover moment of genuine strong anomalous diffusion is stable, while in the transient scenario it doubles (Gaussian bulk, cf. Equation (29)) or the second branch disappears altogether (heavier bulk tails, Remark 1). (ii) Collapse: the data analysis of Appendix § 8 collapses the tail branch with a single, time-independent exponent β\beta only for power-law tails; for an exponentially damped flight term, tζ+βPt^{\zeta+\beta}P at fixed yy is proportional to tβe−t/τt^\beta e^{-t/\tau}, so the curves at successive times sag for every choice of β\beta, and no collapse is possible. (iii) Crossover times: reduced moments that reach their asymptotic plateaus at times growing linearly with the moment order, Equation (18), are the fingerprint of an exponentially damped ballistic component, whereas in genuine strong anomalous diffusion the crossover time (A2) diverges only for qq near α\alpha. In the Lorentz gas with finite horizon the flight lengths are strictly bounded, so that there even the transient branch is cut off beyond a fixed time [41].

This analysis reinforces the practical message of Appendix § 7 and Appendix § 8: an apparent bi-linear spectrum at a single observation time does not, by itself, establish strong anomalous diffusion; the scaling analysis of the PDF, and the stability of the fitted exponents under an increase of the observation time, do.

A Gaussian Bulk with Power-Law Flights: the Crossover Rule

The third possibility is a Gaussian bulk coexisting with flights whose survival is itself a power law: take W(t)=(1+t/t0)−βW(t)=(1+t/t_0)^{-\beta}, with β>1\beta>1, so that the mean flight time is finite and the bulk spreads diffusively, θ=1/2\theta=1/2, ζ=1\zeta=1, and let each member, when its flight ends, diffuse from the position it has reached. The marginals then carry three components, not the two of (25): between the Gaussian bulk and the ballistic front one finds the record of the terminated flights. By this we mean that, at unit speed, a flight ending at time ss also ends at position r=sr=s, so the death times are recorded as positions. The three regions are then characterized by a probability density of the following form, where the middle component is new as compared to (25):

P(r,t)≃{K(t)t−1/2F(r/t1/2)for 0≤r<A(t),−W′(r)≃βt0βr−(1+β)for A(t)<r<t,W(t)δ(r−t)at r=t,\mathcal{P}(r,t)\simeq \begin{cases} K(t)t^{-1/2}\mathcal{F}(r/t^{1/2}) & \text{for } 0\le r<A(t),\\ -W'(r)\simeq\beta t_0^\beta r^{-(1+\beta)} & \text{for } A(t)<r<t,\\ W(t)\delta(r-t) & \text{at } r=t, \end{cases}

where A(t)A(t) is an intermediate scale, t1/2≪A(t)≪tt^{1/2}\ll A(t)\ll t, and K(t)K(t) is a suitable normalization factor: since the mass beyond the bulk is exactly ∫A(t)∞P(r,t) dr=W(A(t))\int_{A(t)}^\infty\mathcal{P}(r,t)\,\mathrm{d}r=W(A(t)), which vanishes as t→∞t\to\infty, one has K(t)→1K(t)\to1. By recasting P(r,t)\mathcal{P}(r,t) in the form of the ansatz (3), as for the Slicer Map of § 3.2, one can write:

F(z)=2πσ2e−z2/2σ2,g(t)J(y)=t−β[βt0βy−(1+β)+t0βδ(y−1)]for tθ−ζ≪y≤1,\mathcal{F}(z)=\sqrt{\frac{2}{\pi\sigma^2}}e^{-z^2/2\sigma^2},\qquad g(t)\mathcal{J}(y)=t^{-\beta}\left[\beta t_0^\beta y^{-(1+\beta)}+t_0^\beta\delta(y-1)\right]\quad\text{for }t^{\theta-\zeta}\ll y\le1,

with z=r/t1/2z=r/t^{1/2} and y=r/ty=r/t. Integrating rqr^q against the three pieces, the bulk contributes Nqtq/2N_qt^{q/2}, the record βt0βtq−β/(q−β)\beta t_0^\beta t^{q-\beta}/(q-\beta), and the front t0βtq−βt_0^\beta t^{q-\beta}, so that, to leading order,

⟨rq⟩t≃Nqtq/2+qq−βtqW(t)=Nqtq/2+q t0βq−βtq−βfor q>β, t≫t0,(31)\langle r^q\rangle_t\simeq N_qt^{q/2}+\frac{q}{q-\beta}t^qW(t)=N_qt^{q/2}+\frac{q\,t_0^\beta}{q-\beta}t^{q-\beta}\qquad\text{for }q>\beta,\ t\gg t_0, \tag*{(31)}

where the record and the front combine into the first form, which holds for any survival function with regularly varying tail of index −β-\beta—by the rescaling of Appendix § 10—and the second form evaluates it to leading order in t0/tt_0/t. Below β\beta, the record only adds a constant. Had the dead members instead been reinjected into the bulk, as in (25), the record would be absent and the flight term would carry unit amplitude, tqW(t)t^qW(t): same exponents, same knee, but a different amplitude—the moments remember the bookkeeping. Each moment is dominated by the faster-growing branch, and the knee sits where the two growth rates cross:

qνq2=max⁡(q2,q−β),qc=βζ−θ=2β.(32)\frac{q\nu_q}{2}=\max\left(\frac{q}{2},q-\beta\right),\qquad q_c=\frac{\beta}{\zeta-\theta}=2\beta. \tag*{(32)}

In the matched scenario of § 2 the overlap of the two branches forces, in addition, α=qc\alpha=q_c: the crossover moment coincides with the exponent of the shared power law, and the hyper-scaling relation (7) expresses this coincidence. Here no such overlap exists—the Gaussian bulk has no power-law tail to share, realizing the second alternative of Corollary 1, in full consistency with Proposition 1; and Appendix § 9 is not contradicted, because its hypothesis—faster-than-power decay beyond the bulk scale—fails. The tail exponent is therefore fixed by the flight kine matics alone, and the crossover decouples from it: qc=2βq_c = 2\beta, twice the tail exponent for the diffusive bulk. Two signatures separate the scenarios. At q=qcq = q_c the matched case carries the logarithmic enhancement of Equation (7), while here the two amplitudes of (21) simply add, and no logarithm appears. And since the pair (qc,β)(q_c, \beta) satisfies β=qc(ζ−θ)\beta= q_c(\zeta- \theta) by construction, the hyper-scaling check alone cannot tell the two scenarios apart; the scaling analysis of the PDF can. Finally, we notice that ν2=1\nu_2 = 1: the MSD grows linearly in time, and yet the diffusion is strongly anomalous. An exact realization, amplitudes included, is constructed in § 5.4.

Exactly Solvable Deterministic Models

The scenarios of § 4 are realized exactly, amplitudes included, within the Slicer Map class of § 3.2 and its fly-and-die and fly-and-diffuse variants, and the modified maps can be written explicitly. The coarse-grained dynamics of the whole family is specified by a single function, the survival probability W(t)W(t) of the ballistic flights, and each behavior corresponds to a choice of WW: power laws yield strong anomalous diffusion, faster-decaying survival functions its transient imitation, and a diffusing variant with power-law WW a Gaussian bulk coexisting with power-law flights.

Slicer Maps with Generic Survival Functions

The SM acts on the chain of unit cells M^=[0,1]×Z\hat{M} = [0,1] \times\mathbb{Z}, with the ensemble initially uniform in cell m=0m = 0, as [21]

S(x,m)={(x,m−1)for 0≤x<ℓ∣m∣ or 12<x≤1−ℓ∣m∣,(x,m+1)for ℓ∣m∣≤x≤12 or 1−ℓ∣m∣<x≤1,(33)S(x,m) = \begin{cases} (x,m-1) & \text{for } 0 \le x < \ell_{\lvert m\rvert}\ \text{or}\ \frac{1}{2} < x \le1-\ell_{\lvert m\rvert}, \\ (x,m+1) & \text{for } \ell_{\lvert m\rvert} \le x \le\frac{1}{2}\ \text{or}\ 1-\ell_{\lvert m\rvert} < x \le1, \end{cases} \tag*{(33)}

where the “slicers” ℓ∣j∣\ell_{\lvert j\rvert} and 1−ℓ∣j∣1-\ell_{\lvert j\rvert} cut cell jj, and the original choice ℓ∣j∣=(∣j∣+21/p2)−p2\ell_{\lvert j\rvert} = ( \lvert j\rvert+ 2^{1/p_2})^{-p_2} yields the power-law survival of § 3.2. Points travel ballistically until their coordinate first falls on the inner side of a slicer, after which they bounce between two neighboring cells—the coarse-grained “death”. The mechanism only requires ℓ0=1/2\ell_0 = 1/2, as in the original sequence, and monotonic decay. The coarse-grained dynamics is thus specified entirely by the survival function W(t)W(t)—the fraction of the ensemble still flying at time tt, which is the survival probability Prob⁡(tc>t)\operatorname{Prob}(t_c > t) of the life time tct_c. For the Slicer Map, we have

W(j)=2ℓ∣j∣,W(j) = 2\ell_{\lvert j\rvert},

whatever law describes ℓ∣j∣\ell_{\lvert j\rvert}; WW may then be read as a step function of the continuous time tt. Equivalently, in the fly-and-die formulation [13]—where the member of initial coordinate x0x_0, uniform on (0,1](0,1], has position x(x0,t)=x0+tx(x_0,t) = x_0 + t for t≤tc(x0)t \le t_c(x_0), frozen at x0+tc(x0)x_0 + t_c(x_0) afterwards—the original life-time function is tc(x0)=t0x0−1/p2t_c(x_0) = t_0 x_0^{-1/p_2}. The probability that the life ends in [t,t+dt)[t,t+\mathrm{d}t) is −dW(t)=−W′(t) dt-\mathrm{d}W(t) = -W'(t)\,\mathrm{d}t when WW is differentiable; if it is not, like the step function of the Slicer Map, −dW(t)-\mathrm{d}W(t) is defined just as easily, as illustrated in Appendix § 10. In a few words: (23) and the slicer sequences completely specify the map. Everything from (24) to (28) involves only WW, and holds verbatim for the continuous-time fly-and-die process, of which the map is the integer-time sampling. This characterization of the ensemble is summarized by the cumulative distribution of R(t)R(t), the displacement at time tt. For a displacement value r<tr < t, R(t)R(t) does not exceed rr precisely when the life ended by time rr, so that

Prob⁡(R(t)≤r)={1−W(r)for 0≤r<t,1for r≥t,(34)\operatorname{Prob}(R(t) \le r) = \begin{cases} 1-W(r) & \text{for } 0 \le r < t, \\ 1 & \text{for } r \ge t, \end{cases} \tag*{(34)}

which is the fraction 1−W1-W behind the front and jumps by the still-flying fraction W(t)W(t) at r=tr=t. For the sake of illustration take WW differentiable; then differentiation with respect to rr yields the displacement PDF:

P(r,t)=−W′(r)Θ(t−r)+W(t)δ(r−t),(35)\mathcal{P}(r,t)=-W'(r)\Theta(t-r)+W(t)\delta(r-t), \tag*{(35)}

where Θ\Theta is the Heaviside step function and the δ\delta term—the derivative of the jump—carries the still-flying fraction, cf. Appendix § 10. Of course, δ\delta is not a function: Equation (35) is a formal but useful rewriting of Equation (34), and multiplication by the volume element drdr restores a bona fide probability element—the life-time element, which is −dW(r)-dW(r) on (0,t)(0,t), plus an atom of mass W(t)W(t) at the front—while every use made of P\mathcal{P} below amounts to an integral against observables.

Observe that, at unit speed, position and death time coincide for every dead member: an integral over death times is simultaneously an integral over the frozen positions, which fill exactly (0,t)(0,t), with unit Jacobian—the special gift of the slicer class. A detailed derivation of Equations (35), (36), (37) and (38) is provided in Appendix § 10. Since only the flying members advance, all at unit speed, the moments obey

d⟨rq⟩tdt=q tq−1W(t)\frac{d\langle r^q\rangle_t}{dt}=q\,t^{q-1}W(t)

exactly, whence

⟨rq⟩t=∫0tsq(−W′(s)) ds+tqW(t)=q∫0tsq−1W(s) ds,(36)\langle r^q\rangle_t=\int_0^t s^q\left(-W'(s)\right)\,ds+t^qW(t)=q\int_0^t s^{q-1}W(s)\,ds, \tag*{(36)}

and

dln⁡⟨rq⟩tdln⁡t=tdln⁡⟨rq⟩tdt=q tqW(t)⟨rq⟩t,(37)\frac{d\ln\langle r^q\rangle_t}{d\ln t}=t\frac{d\ln\langle r^q\rangle_t}{dt}=\frac{q\,t^qW(t)}{\langle r^q\rangle_t}, \tag*{(37)}

Introducing the running exponent of the survival function,

ε(t):=−dln⁡Wdln⁡t\varepsilon(t):=-\frac{d\ln W}{d\ln t}

the exact spectrum (27) takes the asymptotic form

dln⁡⟨rq⟩tdln⁡t≃{0q≲ε(t),q−ε(t)q≳ε(t),={θqq≲ε(t),ζq−ε(t)q≳ε(t),(38)\frac{\mathrm{d}\ln\langle r^q\rangle_t}{\mathrm{d}\ln t}\simeq \begin{cases} 0 & q \lesssim\varepsilon(t),\\ q-\varepsilon(t) & q \gtrsim\varepsilon(t), \end{cases} = \begin{cases} \theta q & q \lesssim\varepsilon(t),\\ \zeta q-\varepsilon(t) & q \gtrsim\varepsilon(t), \end{cases} \tag*{(38)}

with the exponents identified as in § 4.2. Here, ζ=1\zeta= 1, because the surviving members fly ballistically, so that the front r=tr = t is the moving cutoff, and θ=0\theta= 0—in place of the diffusive 1/21/2—because the bulk is now the frozen record −W′(r)-W'(r), which does not spread at all: below the knee the moments saturate to constants, and the lower branch of the spectrum is flat. The knee at q≈ε(t)q \approx\varepsilon(t) is smeared over a range of moments of order ε\sqrt{\varepsilon}—the width over which the endpoint s=ts = t of the integral in Equation (36) competes with the interior maximum of its integrand—and it is therefore relatively sharp, since ε/ε→0\sqrt{\varepsilon}/\varepsilon\to0 as ε\varepsilon grows.

Stretched-Exponential Slicers: the Drifting Knee

For the present purpose, the original law for the slicers can be simply modified with the single replacement

ℓ∣j∣=12e−(∣j∣/τ)γ,(39)\ell_{\lvert j\rvert} = \frac{1}{2}e^{-(\lvert j\rvert/\tau)^\gamma}, \tag*{(39)}

which leaves (23), the phase space, and the non-chaotic, measure-preserving character of the map untouched, and gives the flying fraction W(m)=2ℓm=e−(m/τ)γW(m) = 2\ell_m = e^{-(m/\tau)^\gamma} after mm steps. Analogously, the fly-and-die map requires

tc(x0)=τ(ln⁡1x0)1/γ,(40)t_c(x_0) = \tau\left(\ln\frac{1}{x_0}\right)^{1/\gamma}, \tag*{(40)}

for which Prob⁡(tc>t)=e−(t/τ)γ\operatorname{Prob}(t_c > t) = e^{-(t/\tau)^\gamma} holds exactly at all t≥0t \ge0.

Equation (38) condenses the dichotomy of the present analysis into a single statement: the apparent offset of the second branch is the running exponent of the survival function. It is time independent—and the spectrum bi-linear at all times—if and only if WW is a power law: for W=(t/t0)−p2W = (t/t_0)^{-p_2} one has ε≡p2\varepsilon\equiv p_2, and (28) reproduces the SM spectrum of Section 3.2, with α=β=p2\alpha= \beta= p_2 (Figure 5a). For the stretched-exponential sequence (29), instead, ε(t)=γ(t/τ)γ\varepsilon(t) = \gamma(t/\tau)^\gamma: the knee drifts linearly in time for exponential slicers (γ=1\gamma= 1, Figure 5b), and quadratically for Gaussian ones (γ=2\gamma= 2), realizing at θ=0\theta= 0, and in closed form, the two columns of Figure 4. For 0<γ<10 < \gamma< 1, the properly stretched case, the knee drifts sublinearly, as tγt^\gamma (γ=1/2\gamma= 1/2, Figure 5c): the smaller γ\gamma, the longer-lived the imitation. All members of the family (29) with fixed γ>0\gamma> 0 are thus equivalent in kind, however different in appearance: exponential, Gaussian and stretched slicers differ in the law of the knee’s drift, but share the same ultimate fate, the saturation of every moment—for each of them, the imitation is transient.

Exact spectra of the Slicer Map with generic survival functions

Figure 5. Exact spectra of the Slicer Map with generic survival functions, (26). (a) Power-law slicer sequence, W=(t/t0)−p2W = (t/t_0)^{-p_2} with p2=2p_2 = 2: the spectra at t=102t = 10^2, 10310^3, 10410^4 superpose (drawn with decreasing line widths) on the time-independent bi-linear form max⁡(0,ζq−p2)\max(0,\zeta q - p_2) (dashed). (b) Exponential slicer sequence, W=e−t/τW = e^{-t/\tau} with τ=10\tau= 10: the spectra at t=40t = 40, 100100, 250250 follow the drifting branches ζq−ε(t)\zeta q - \varepsilon(t) (dotted), with ε(t)=t/τ=4\varepsilon(t) = t/\tau= 4, 1010, and 2525: the knee walks to the right as the observation time grows. (c) Stretched slicer sequence, W=e−(t/τ)1/2W = e^{-(t/\tau)^{1/2}} with τ=10\tau= 10: at t=102t = 10^2, 10310^3, 10410^4 the knee ε(t)=12(t/τ)1/2≈1.6\varepsilon(t) = \frac{1}{2}(t/\tau)^{1/2} \approx1.6, 55, 1616 drifts sublinearly—two decades of time move it by about one of the exponential case’s steps.

The equivalence breaks only at the boundary of the family. In fact, Equation (39) interpolates continuously between these two scenarios: as long as γln⁡(t/τ)≪1\gamma\ln(t/\tau) \ll1, one has e−(t/τ)γ≃e−1(t/τ)−γe^{-(t/\tau)^\gamma} \simeq e^{-1}(t/\tau)^{-\gamma}, a power law with exponent γ\gamma, so that ε(t)≃γ\varepsilon(t) \simeq\gamma re mains constant over the window t≪τe1/γt \ll\tau e^{1/\gamma}, which exceeds any accessible time scale for small γ\gamma. In that limit the stretched-exponential slicer reduces to the power-law slicer with p2=γp_2 = \gamma: the knee does not drift, and genuine strong anomalous diffusion is recovered. At every fixed tt the apparent pair αeff=βeff=ε(t)\alpha_{\mathrm{eff}} = \beta_{\mathrm{eff}} = \varepsilon(t) again satisfies the hyper-scaling relation (7), since ζ−θ=1\zeta- \theta= 1. Furthermore, since the frozen record does not grow at all while the front contributes ∼tq−ε(t)\sim t^{q-\varepsilon(t)}, the two branches compete at the knee at zero growth rate—the branch-value crossing of § 5.4 is here exactly marginal, the moment at the knee advancing only logarithmically—so that the crossing is decided by logarithms rather than by powers of tt. The knee is nevertheless sharp, its width, of order ε\sqrt{\varepsilon}, remaining small compared with its drifting position ε(t)\varepsilon(t).

The Fly-and-Diffuse Model: the Escaping Knee

The slicer class realizes the scenarios of § 4 with a frozen bulk, θ=0\theta= 0: asymptotically, transport stops altogether. To realize the Gaussian minimal model (16) itself—exponentially rare flights over a bulk that keeps transporting—it suffices to let the members survive the end of their flight. In the fly-and-diffuse model, a member flies ballistically, at unit speed, for a life time drawn from the survival function W(t)=e−t/τW(t) = e^{-t/\tau}, and then continues with diffusive motion of diffusivity DD. The diffusive stage can itself be generated by a deterministic chaotic map [50, 51, 52], keeping the dynamics fully deterministic. For the sake of illustration, here we take the Baker Map, which is two-dimensional—the minimum necessary to be time-reversal invariant—and preserves the Lebesgue measure. Like its numerous variations invented to investigate the foundations of statistical mechanics, it is analyzable in full detail, see, e.g., [53, 54], and can be adapted to associate diffusion of points with further nonequilibrium thermodynamic properties and their fluctuation theorems [55].

Here, we engraft the Baker Map into the Slicer Map, giving each member a second coordinate yy, uniform on [0,1][0,1] and untouched during the flight. More precisely, we enlarge the phase space of the Slicer Map by introducing a new phase space [0,2)×[0,1]×Z[0,2) \times[0,1] \times\mathbb{Z} whose coordinates are xx, yy, and mm. The dynamics proceeds as follows. For the points belonging to the initial ensemble, namely those with x∈[0,1)x \in[0,1) and m=0m=0, the Slicer Map acts until a slicing event occurs. At that point, the xx-coordinate of the moving element is transformed into x+1x+1: the member is thereby marked as dead, once and for all, and its xx remains in [1,2)[1,2), evolving under the contracting half of the Baker Map (Appendix E) with no effect on the displacement. During this first stage of the dynamics, the coordinate yy, which is initially uniformly distributed over [0,1][0,1], does not change. In the second stage, that is, after the slicing event has occurred, the coordinates yy and, correspondingly, mm, evolve according to the following rule:

yn+1=2ynmod1,mn+1=mn+2⌊2yn⌋−1(41)y_{n+1}=2y_n \mathop{\mathrm{mod}} 1,\qquad m_{n+1}=m_n+2\lfloor2y_n\rfloor-1 \tag*{(41)}

one cell per step, to the right or to the left according to the leading binary digit of yny_n. Since yy is independent of xx and its binary digits can be seen as the result of independent tosses of a fair coin, the post-death motion turns out to be a simple random walk with D=1/2D=1/2, in units of cells per step, with binomial propagators differing from the Gaussian ones at relative order 1/n1/n only; the dynamics is completed by the contracting half of the Baker Map, Appendix E. The flight phase has zero Lyapunov exponent, the diffusive phase ln⁡2\ln2: the two extremes of chaos share the same chain of cells. The MSD obeys the exact identity

⟨r2⟩t=⟨r2⟩tSM+2D∫0t[1−W(s)] ds(42)\left\langle r^2\right\rangle_t=\left\langle r^2\right\rangle_t^{\mathrm{SM}}+2D\int_0^t [1-W(s)]\,\mathrm{d}s \tag*{(42)}

the frozen record of the Slicer Map plus the fresh diffusion accumulated since the end of each member’s flight; the higher moments follow from a single quadrature over the life-time distribution.

Three regimes result (Figure 6). For t≲τt \lesssim\tau the motion is ballistic. For τ≲t≲twake:=2τ2/σ2\tau\lesssim t \lesssim t_{\mathrm{wake}} := 2\tau^2/\sigma^2, with σ2=2D\sigma^2=2D, the frozen flight record dominates the bulk, and the model displays the slicer phenomenology of § 5.1: an apparently bi-linear spectrum with branches close to 00 and ζq−t/τ\zeta_q-t/\tau, and a knee drifting as ϵ(t)=t/τ\epsilon(t)=t/\tau. For t≫twaket \gg t_{\mathrm{wake}}, diffusion has washed the record out, the PDF converges to the minimal model (16), and the MSD resumes growing, ⟨r2⟩t≃2τ2+σ2(t−τ)\langle r^2\rangle_t \simeq2\tau^2+\sigma^2(t-\tau). With the parameters of Figure 6, the flight branch has by then migrated to unobservably high moments, and the measured spectrum is single-linear, ζq=1\zeta_q=1: the imitation of strong anomalous diffusion has died out, and what remains is normal transport, carried by the bulk. A single particle model thus traverses the entire scenario of § 4.2, from the transient bi-scaling of Figure 4 to its resolution.

MSD and apparent spectra for the fly-and-diffuse model

Figure 6. The fly-and-diffuse model with W=e−t/τW = e^{-t/\tau}, τ=10\tau= 10, and D=1/2D = 1/2 (σ2=1\sigma^2 = 1): symbols are simulations (3×1053 \times10^5 trajectories), lines the exact quadrature. (a) MSD: ballistic growth, the plateau 2τ22\tau^2 of the frozen flight record (the dashed line shows the Slicer Map with the same WW, which localizes there), and the diffusive revival σ2t\sigma^2t beyond twake=2τ2/σ2t_{\mathrm{wake}} = 2\tau^2/\sigma^2 (dotted vertical line). (b) Apparent spectra: at tˉ=50\bar{t} = 50 the bi-linear imitation, with the flight branch ζq−tˉ/τ\zeta_q - \bar{t}/\tau (dotted); at tˉ=400\bar{t} = 400 the intermediate regime, in which the record is being washed out; at tˉ=2×104\bar{t} = 2 \times10^4 the single-linear spectrum q/2q/2 (dash-dotted) of normal diffusion: the gap between the slicer class and the Gaussian minimal model (25) is closed.

Power-Law Flights over a Diffusive Bulk: the Fixed Knee

The rule of Section 4.3 is realized exactly within the family. It suffices to revert the survival function of the fly-and-diffuse model to the power law of Section 3.2: the slicer sequence

ℓ∣j∣=12(1+∣j∣t0)−p2yieldsW(t)=(1+tt0)−p2,\ell_{\lvert j\rvert} = \frac{1}{2}\left(1+\frac{\lvert j\rvert}{t_0}\right)^{-p_2} \quad\text{yields}\quad W(t) = \left(1+\frac{t}{t_0}\right)^{-p_2},

exactly at integer times, and the life-time function tc(x0)=t0(x0−1/p2−1)t_c(x_0) = t_0\left(x_0^{-1/p_2}-1\right) realizes the same WW at all continuous times in the fly-and-die form. With p2>1p_2 > 1 the mean flight time is finite and the late-time bulk is diffusive: θ=1/2\theta= 1/2, with the Gaussian scaling function (23), σ2=2D\sigma^2 = 2D. To leading order the moments are the sum of the Gaussian bulk, Equation (24), and of the frozen flight record of the Slicer Map, Equation (36):

⟨rq⟩t≃Nqtq/2+q∫0tsq−1W(s) ds≃Nqtq/2+q t0p2q−p2tq−p2for q>p2, t≫t0,(43)\langle r^q\rangle_t \simeq N_q t^{q/2} + q\int_0^t s^{q-1}W(s)\,\mathrm{d}s \simeq N_q t^{q/2} + \frac{q\,t_0^{p_2}}{q-p_2}t^{q-p_2} \quad\text{for } q > p_2,\ t \gg t_0, \tag*{(43)}

The record integral is evaluated by the rescaling s=uts = ut of Appendix § 10: for q>p2q > p_2 it is dominated by u=O(1)u = O(1), where the shift in WW matters only to relative order t0/tt_0/t, and the uu-integral converges at u=0u = 0 by the usual criterion; for q<p2q < p_2 the region u≈0u \approx0 dominates instead, and the record only adds a constant. Both branches are now time independent: this is time-persistent strong anomalous diffusion, not the transient imitation of § 4.2, and the spectrum reproduces (32) with β=p2\beta= p_2:

qνq2=max⁡(q2,q−p2),qc=βζ−θ=2p2,(44)\frac{q\nu_q}{2} = \max\left(\frac{q}{2}, q-p_2\right), \qquad q_c = \frac{\beta}{\zeta-\theta} = 2p_2, \tag*{(44)}

with ζ=1\zeta= 1 and β=p2\beta= p_2: the MSD is normal for every p2>1p_2 > 1, while all moments beyond qc=2p2q_c = 2p_2 are flight dominated.

The distribution cannot have the matched structure of Equation (3). Near the front the tail branch is a clean power law, J(y)≃p2t0p2y−1−p2\mathcal{J}(y) \simeq p_2 t_0^{p_2} y^{-1-p_2} with g(t)=t−βg(t) = t^{-\beta} and β=p2\beta= p_2, extending down to y∼tθ−ζy \sim t^{\theta-\zeta}; but under bulk rescaling the corresponding large-zz tail of tθPt^\theta\mathcal{P} decays as t−p2/2t^{-p_2/2}. Clearly, the Gaussian scaling function does not develop a persistent power-law tail, and the two branches do not overlap on a common intermediate asymptotics.

In the data analysis of Appendix § 8, the collapse of J\mathcal{J} with the fixed exponent β\beta is perfect, but the joint bulk–tail plot of Figure 3a cannot be built, because the bulk has no power-law tail to match; the corrections to scaling of Appendix § 7 apply verbatim with α→qc\alpha\to q_c. We verified Equations (43) and (44) by exact sampling of the model (2×1062 \times10^6 trajectories, p2=3/2p_2 = 3/2, t0=1t_0 = 1, σ=1\sigma= 1): over the tail-resolved fit window of § 3.1, the fitted slopes for q=1,…,6q = 1,\ldots,6 are {0.47,0.93,1.49,2.42,3.45,4.47}\{0.47, 0.93, 1.49, 2.42, 3.45, 4.47\}, against max⁡(q/2,q−p2)={0.5,1,1.5,2.5,3.5,4.5}\max(q/2, q-p_2) = \{0.5, 1, 1.5, 2.5, 3.5, 4.5\}, with the largest deviations adjacent to the crossover qc=3q_c = 3, as the corrections of Appendix § 7 prescribe; the amplitudes of Equation (43) are matched within a few percent.

The renewal analogue is the Lévy walk with flight time sampled from a Lévy distribution with exponent p3>2p_3 > 2: its bulk is Gaussian and diffusive (θ=1/2\theta= 1/2), while the tail of the distribution is characterized by ζ=1\zeta= 1 and β=p3−1\beta= p_3 - 1, α=p3\alpha= p_3 so that qc=2(p3−1)q_c = 2(p_3 - 1), as reported in the literature [12, 31, 32, 33, 34]. Therefore, according to Corollary 1, the bulk and the tail are separated by a region where P\mathcal{P} is negligible.

Conclusions

We have employed methods of asymptotic matching, widely used in the context of hydrodynamic boundary layers and other scaling theories, to deal with the large-distance cutoff of the PDF of the displacement in strong anomalous diffusion. We established that strong anomalous transport emerges whenever the PDF features algebraic tails; conversely, in Appendix § 9 we prove that strong anomalous diffusion only arises if the distribution has power-law, or more slowly decaying, tails.

PDFs giving rise to strong anomalous diffusion are characterized by three exponents: θ\theta describes how the width of the distribution broadens in time, ζ\zeta describes the scaling of the cutoff, and α+1\alpha+ 1 is the exponent of the power-law tails. The scaling of the moments of displacement is fully characterized by hyper-scaling relations based solely on the moment order qq and these exponents. Equation (6) relates the time dependence of the moments to qq, α\alpha, ζ\zeta, and θ\theta; this prediction rests purely on the constraints arising from matching the bulk and the tail of the distribution. The slope θ\theta of the lower part of the spectrum reflects the scaling of the bulk of the distribution, which in most applications is entailed by large-deviation theory; the slope ζ\zeta of the upper part reflects the scaling of the cutoff, which always arises for processes with bounded speed. The crossover between the two regimes is set by the exponent α\alpha characterizing the power-law tail of the PDF, and the moment q=αq=\alpha grows as tαθln⁡tt^{\alpha\theta}\ln t, cf. Equation (7)—a result relevant, for instance, to the tln⁡tt\ln t scaling of the MSD in the Lorentz gas with infinite horizon [56, 57, 58]. The exponent β\beta describing the time scaling of the tail distribution is expressed in terms of the other exponents by the hyper-scaling relation β=α(ζ−θ)\beta=\alpha\left(\zeta-\theta\right), Equation (3d). Finally, Equation (A1) provides the leading-order corrections to the power-law growth of the moments, and Equation (A2) the time scale that must be surpassed to clearly discriminate the leading-order power law from its sub-leading corrections.

The slowly decaying corrections to the power-law growth of the moments often give rise to severe systematic errors in the estimated exponents, as demonstrated in Appendix § 7. An informed way to determine α\alpha, ζ\zeta, and θ\theta, based on the simultaneous scaling analysis of the bulk and of the tails of the PDF, was described in Appendix § 8. Whenever the crossover time (A2) exceeds the available observation time, fits of the moments are performed in the sub-leading regime, and the resulting estimates of α\alpha can deviate substantially from the true value; the drifting apparent exponents of § 4.2 are the extreme form of this phenomenon.

We further determined what changes when the distribution is Gaussian, or, more generally, has no power-law tails. In that case the spectrum of moments is single-linear (α=∞\alpha=\infty), and we proved (Proposition 1) that this is no accident: asymptotic matching between two different self-similar branches forces the intermediate asymptotics to be a power law, so that power-law tails are necessary, and not only sufficient, for a time-persistent bi-linear spectrum. When ballistic excursions are exponentially rare rather than power-law distributed, they produce only a transient imitation of strong anomalous diffusion, which exists provided their persistence time exceeds the diffusive scale of the background (τ>2σ2\tau>2\sigma^2), and which even satisfies the hyper-scaling relation at any fixed observation time. The Gaussian background is the marginal case: for heavier, stretched-exponential bulk tails the imitation even terminates at a finite time (Remark 1). An exactly solvable deterministic realization is provided by the Slicer Map itself, once its slicer sequence decays faster than any power law: the offset of the apparent second branch of the spectrum is then the running exponent of the survival function (§ 5.1). Letting the members diffuse, rather than stop, at the end of their flight yields the fly-and-diffuse model, which interpolates between the two scenarios and realizes the Gaussian minimal model as a particle system (§ 5.3). Its fingerprints are an apparent crossover moment that drifts linearly with the observation time, crossover times growing linearly with the moment order, and the impossibility of collapsing the tails of the distribution with any fixed exponent β\beta. Conversely, power-law flights over a Gaussian bulk do produce time-persistent strong anomalous diffusion, even though the two branches of the distribution never match: the crossover moment is then set by the crossing of the branches, qc=β/(ζ−θ)q_c = \beta/(\zeta- \theta)—twice the tail exponent, for a diffusive bulk—rather than by the tail exponent itself, and the logarithmic enhancement at the crossover is absent (§ 5.4).

The hyper-scaling relations have been verified analytically for the Slicer Map and numerically for the spatial diffusion of cold atoms—where the non-ballistic cutoff exponent ζ=3/2\zeta= 3/2 puts the full three-exponent fitting scheme to work—and for Lévy walks, and they are consistent with the exponents reported in the literature for the systems collected in Table 1. With respect to Ref. [38], which is summarized in § 2 and in Appendix § 7 and Appendix § 8, the novel contributions of the present work are the complete analysis of the SDCA, based on newly generated data and on the finite-sampling criterion for tail-dominated moments, and the converse theory of § 4, with its exactly solvable deterministic realizations. We conclude that our approach provides a unified perspective on the analysis of the moments of displacement in strong anomalous diffusion, based on hyper-scaling relations and on a thorough analysis of the time scaling of the PDF of the displacement. We expect it to be a robust tool for the analysis of experimental and numerical data whenever power-law fits of individual moments are unreliable.

Author Contributions: Conceptualization, methodology and formal analysis; writing—original draft preparation, review and editing. All authors have read and agreed to the published version of the manuscript.

Funding: This research was performed under the auspices of the Italian National Group of Mathematical Physics (GNFM) of INdAM.

Data Availability Statement: The numerical data presented in this study are available on request from the corresponding author.

Conflicts of Interest: The authors declare no conflicts of interest.

Corrections to Scaling

This appendix recalls, from Ref. [38], the leading-order corrections to the asymptotic scaling of the moments, and the resulting limits on power-law fits of individual moments.

Equation (7) establishes that there are logarithmic corrections to the power-law behavior for q=αq = \alpha. The resulting very weak time dependence features prominently in the discussion of the moments of displacement for the Lorentz gas with infinite horizon [10, 18, 38, 56, 59] and of the asymptotic scaling of its PDF [58, 60].

To assess the systematic errors made when fitting exponents for q≠αq \ne\alpha, we observe that Equation (6a) predicts that the qthq^{\mathrm{th}} moment of displacement is always a superposition of two power laws. The leading-order correction to the asymptotic power-law scaling involves the ratio of the two prefactors,

⟨rq⟩Iqtqζ−β≃1+(NqIq)t(α−q)(ζ−θ)for α<q,(45)\frac{\langle r^q\rangle}{I_q t^{q\zeta-\beta}} \simeq1+\left(\frac{N_q}{I_q}\right)t^{(\alpha-q)(\zeta-\theta)} \qquad\text{for } \alpha<q, \tag*{(45)}
⟨rq⟩Nqtqθ≃1+(IqNq)t(q−α)(ζ−θ)for α>q.(46)\frac{\langle r^q\rangle}{N_q t^{q\theta}} \simeq1+\left(\frac{I_q}{N_q}\right)t^{(q-\alpha)(\zeta-\theta)} \qquad\text{for } \alpha>q. \tag*{(46)}

For a reliable estimate of the exponents we demand that the leading-order term be larger than the correction term by a factor Φ\Phi. This requires that the power-law fits be performed for times well beyond the critical time tqt_q defined by

tq=(ΦNq/Iq)τfor α<q,(47)t_q = \left(\Phi N_q/I_q\right)^\tau \qquad\text{for } \alpha<q, \tag*{(47)}
tq=(ΦIq/Nq)τfor α>q,(48)t_q = \left(\Phi I_q/N_q\right)^\tau \qquad\text{for } \alpha>q, \tag*{(48)}

with

τ=1∣q−α∣(ζ−θ).(49)\tau= \frac{1}{\lvert q-\alpha\rvert(\zeta-\theta)}. \tag*{(49)}

The time scale tqt_q is model specific, but it can easily become very large: by Equation (A2) it grows without bounds as q→αq \to\alpha, and the exponent τ\tau is large whenever ζ−θ\zeta-\theta is small. For the SDCA of § 3.1, for instance, ζ−θ=3/2−1/p6\zeta-\theta= 3/2 - 1/p_6 vanishes as p6→2/3p_6 \to2/3, the boundary of the strong anomalous phase, and the fitted exponents of Figure 2b scatter accordingly around the predicted collapse, most severely for the moments closest to the crossover.

Whether the fitted exponents are biased upward or downward depends on the signs of NqN_q and IqI_q, i.e. on whether F\mathcal{F} and J\mathcal{J} approach the matching power law from below or from above (cf. § 2.2); in either case the bias persists as long as the subdominant power law in Equation (6a) is not substantially smaller than the leading order, i.e. up to the times (A2).

In general, estimates of the moments of displacement will be hard whenever the difference between θ\theta and ζ\zeta is small, or when qq is close to the crossover moment α\alpha. In order to avoid these issues, the exponents ζ\zeta, θ\theta, and α\alpha are determined from a scaling analysis of the PDF of the displacement, as described in Appendix B.

Data Analysis of the PDFs

This appendix recalls the scheme of Ref. [38] for determining the three exponents directly from the scaling of the PDF; § 3.1 applies it to the SDCA.

In order to extract the scaling exponents directly from the scaling of the PDF, we note that for small arguments J(y)\mathcal{J}(y) takes exactly the same functional form as F(z)\mathcal{F}(z) for large arguments (cf. Equations (3b) and (3e)). In Figure 3a this is demonstrated by showing the scaling plots of the bulk and of the tails of the PDF in the same coordinate system, rather than plotting them separately as in Figure 1. One clearly sees that the large-zz data of F(z)=tθP(r,t)\mathcal{F}(z) = t^{\theta} P(r,t) lie on the same power law as the small-yy data of J(y)=tζ+βP(r,t)\mathcal{J}(y) = t^{\zeta+\beta} P(r,t).

The three exponents characterizing the distribution can therefore be found by a data collapse of the time evolution of the PDFs of the displacement:

θ\theta is used to collapse the height of the bulk distribution F(z)=tθP(r,t)\mathcal{F}(z) = t^{\theta} P(r,t) for small z=r/tθz = r/t^{\theta}. This one-parameter fit provides a data collapse for the bulk and the power-law tail of the distribution. It is robust because it involves a vertical shift of horizontal lines such that they all meet at the same level. For the data in Figure 3 this provides the estimate θ=0.845±0.006\theta= 0.845 \pm0.006, for a theoretically expected value of θ=1/p6=6/7≃0.857\theta= 1/p_6 = 6/7 \simeq0.857. The resulting data collapse is shown in Figure 1a.

ζ\zeta is used to collapse the position of the cutoff value ymax⁡y_{\max} of the tail distribution J(y)=tζ+βP(r,t)\mathcal{J}(y) = t^{\zeta+\beta} P(r,t) for the largest admissible values of yy; the vertical position of the data is adjusted by the choice of β\beta. The fit of ζ\zeta is robust because it involves the horizontal shift of very sharp peaks such that they all lie at the same position; or rather, the minima at the end of the algebraic decay should lie at the same height. In many circumstances ζ\zeta need not be fitted, because it must be unity when the large-scale cutoff is dominated by ballistic flights; the SDCA of § 3.1 is a case in which ζ\zeta must be fitted, since the fastest atoms have velocities that themselves diffuse, and ζ=3/2\zeta= 3/2. One obtains a plot of the data as shown in Figure 1b.

α\alpha must provide the slope of the simultaneous asymptotic scaling of both the large-zz asymptotics of F(z)\mathcal{F}(z) and the small-yy asymptotics of J(y)\mathcal{J}(y). According to Equation (3d) it is related to β\beta by the hyper-scaling relation β=α(ζ−θ)\beta= \alpha(\zeta-\theta). A joint plot of both distributions is shown in Figure 3a. The quality of the fit is best judged via a reduced plot displaying the deviation from the suggested power law: the power-law scaling of F\mathcal{F} applies for z≳zc=2z \gtrsim z_c = 2 and that of J\mathcal{J} for y≲yc=0.25y \lesssim y_c = 0.25, and a reduced plot of the data in this range is shown in Figure 3b. The exponent β\beta must be adjusted such that all data points take the same value. The effect of varying α\alpha for fixed ζ\zeta and θ\theta is demonstrated in Figure 3c,Figure 3d. One clearly sees that the simultaneous matching of the slopes of both line segments provides a significantly better grip on the data than a mere power-law fit. In the next section we show that this data analysis provides a reliable characterization of numerical data.

Light tails rule out strong anomalous diffusion

In this appendix we show that weak anomalous diffusion emerges when the distribution P(r,t)P(r,t) features scaling for small values of r/tθr/t^{\theta} and decays faster than any power for large rr. Scaling of the bulk of the distribution implies that there are positive real numbers ι>θ>0\iota> \theta> 0 and c>0c > 0 such that for large times

P(r,t) dr=F(z) dzfor z=rtθ<c tι−θ.(50)P(r,t)\,\mathrm{d}r = \mathcal{F}(z)\,\mathrm{d}z \qquad\text{for } z = \frac{r}{t^{\theta}} < c\,t^{\iota-\theta}. \tag*{(50)}

At the same time, a decay of the tail faster than any power implies that for every q>0q > 0 there are a constant kqk_q and a time tqt_q such that

P(r,t)<kq tθr−q−2for t>tq.(51)P(r,t) < k_q\,t^{\theta}r^{-q-2} \qquad\text{for } t > t_q. \tag*{(51)}

We consider the following lower bound, Lq(t)L_q(t), for the qthq^{\mathrm{th}} moment of the distribution,

Lq(t)=∫0ctιdr rqP(r,t)≤⟨rq⟩t=Lq(t)+Dq(t),Dq(t):=∫ctι∞dr rqP(r,t),L_q(t) = \int_{0}^{c t^{\iota}} \mathrm{d}r\,r^q P(r,t) \leq\langle r^q\rangle_t = L_q(t) + D_q(t), \qquad D_q(t) := \int_{c t^{\iota}}^{\infty} \mathrm{d}r\,r^q P(r,t),

which applies because the integrand is positive. The time evolution of LqL_q is governed by the scaling of the bulk of the PDF,

Lq(t)=tqθ∫0ctι−θdz zqF(z)→t→∞Nqtqθ,Nq=∫0∞dz zqF(z),L_q(t) = t^{q\theta}\int_{0}^{c t^{\iota-\theta}} \mathrm{d}z\,z^q\mathcal{F}(z) \xrightarrow{t\to\infty} N_q t^{q\theta}, \qquad N_q = \int_{0}^{\infty} \mathrm{d}z\,z^q\mathcal{F}(z),

where NqN_q is a finite positive number if the moment exists. Further, the fast decay (A3b) implies an upper bound on Dq(t)D_q(t),

Dq(t)<kqtθ∫ctι∞dr r−2=kqctθ−ι,D_q(t) < k_q t^{\theta}\int_{c t^{\iota}}^{\infty} \mathrm{d}r\,r^{-2} = \frac{k_q}{c}t^{\theta-\iota},

which tends to zero for large times, since ι>θ\iota> \theta. The upper and lower bounds hence converge in the long-time limit, and the moment must scale in time in the same way as Lq(t)L_q(t):

⟨rq⟩t=Nqtqθfor t≫tq.\langle r^q\rangle_t = N_q t^{q\theta} \qquad\text{for } t \gg t_q.

For θ=1/2\theta= 1/2 the system features normal diffusion, and otherwise weak anomalous diffusion: no strong anomalous diffusion can arise when the tails decay faster than any power law.

From Slicer Sequences to Survival Functions

This appendix derives (35) and (26) from the map (23). Two structural facts make the derivation elementary: the map never changes the coordinate xx, and the slicer sequence decreases monotonically.

Consider the right-moving stream, x∈(1/2,1]x \in(1/2,1], and let u:=1−x∈[0,1/2)u := 1-x \in[0,1/2); since ℓ0=1/2\ell_0 = 1/2, this whole stream moves to cell 1 at the first step. A member arriving in cell jj—which happens at time jj, one cell per step—proceeds to cell j+1j+1 if and only if x>1−ℓjx > 1-\ell_j, i.e. u<ℓju < \ell_j; otherwise it is sent back, and it then bounces between cells j−1j-1 and jj forever, since it cleared the slicer of cell j−1j-1 but not that of cell jj. A member is therefore still flying at time mm if and only if it has cleared every cell up to mm:

u<ℓj for all j≤m⟺u<ℓm,u < \ell_j \text{ for all } j \le m \qquad\Longleftrightarrow\qquad u < \ell_m,

where the equivalence holds by monotonicity: only the last, lowest slicer matters. With xx uniformly distributed, each of the two symmetric streams carries a mass ℓm\ell_m of survivors, so that the flying fraction is

W(m)=2ℓmexactly, at all integer times;(52)W(m) = 2\ell_m \qquad\text{exactly, at all integer times;} \tag*{(52)}

conversely, the sequence ℓ∣j∣=W(j)/2\ell_{\lvert j\rvert} = W(j)/2 realizes any non-increasing survival function with W(0)=1W(0)=1. Each member is thus characterized by a life time tct_c with Prob⁡(tc>s)=W(s)\operatorname{Prob}(t_c > s)=W(s)—in the fly-and-die form, tc(x0)=W−1(x0)t_c(x_0)=W^{-1}(x_0) with x0x_0 uniform on (0,1](0,1], the inverse-transform sampling of WW—and its displacement is, up to the bounded bouncing,

R(t)=min⁡(tc,t).(53)R(t) = \min(t_c,t). \tag*{(53)}

Everything follows from this representation.

To obtain (35), let us define the ensemble average at time tt of an arbitrary observable φ\varphi as its integral over the label of the ensemble—the initial coordinate x0x_0, the only random element of the deterministic dynamics:

⟨φ(R(t))⟩:=∫01φ(R(x0,t)) dx0,\langle\varphi(R(t)) \rangle:= \int_0^1 \varphi(R(x_0,t))\,\mathrm{d}x_0,

where it is assumed that the initial distribution of points is uniform on (0,1](0,1]. Changing variables from x0x_0 to the life time, tc=W−1(x0)t_c = W^{-1}(x_0)—monotone, with dx0=−dW(tc)\mathrm{d}x_0 = -\mathrm{d}W(t_c)—and splitting the members into those that are dead at time tt, with tc≤tt_c \le t and frozen at r=tcr=t_c, and those that are still flying, with tc>tt_c > t and located at r=tr=t, one finds

⟨φ(R(t))⟩=∫0tφ(s)(−W′(s)) ds+φ(t)W(t),\langle\varphi(R(t)) \rangle= \int_0^t \varphi(s)\left(-W'(s)\right)\,\mathrm{d}s + \varphi(t)W(t),

since −W′(s) ds-W'(s)\,\mathrm{d}s is the life-time probability element, Prob⁡(tc∈[s,s+ds))\operatorname{Prob}(t_c \in[s,s+\mathrm{d}s)). The integration variable ss has therefore three equivalent readings: it is the life time tct_c labelling the members—the fundamental one, being the ensemble measure pushed forward from x0x_0; it is the frozen position rr of the dead members, since r=tcr=t_c at unit speed; and its range (0,t)(0,t) is the support of the frozen record. As φ\varphi is arbitrary, the distribution of R(t)R(t) is

P(r,t)=−W′(r) Θ(t−r)+W(t) δ(r−t),P(r,t)=-W'(r)\,\Theta(t-r)+W(t)\,\delta(r-t),

which is (35): the frozen record inherits the life-time density—position equals time of death—while the flying cohort rides the front. Normalization is automatic, [W(0)−W(t)]+W(t)=1[W(0)-W(t)]+W(t)=1. If WW is not differentiable, −W′(r) dr-W'(r)\,\mathrm{d}r is read as the Stieltjes measure −dW(r)-\mathrm{d}W(r). In particular, for the map at integer times WW is a step function, constant on the intervals [k,k+1)[k,k+1): its classical derivative vanishes almost everywhere, while −dW-\mathrm{d}W is the purely atomic measure ∑k[W(k−1)−W(k)]δ(r−k) dr\sum_{k}[W(k-1)-W(k)]\delta(r-k)\,\mathrm{d}r, so that (35) becomes

P(r,n)=∑k≤n[W(k−1)−W(k)]δ(r−k)+W(n) δ(r−n),(54)P(r,n)=\sum_{k\le n}[W(k-1)-W(k)]\delta(r-k)+W(n)\,\delta(r-n), \tag*{(54)}

the exact distribution of the frozen cells, whose weights are twice the strip lengths Δk\Delta_k of Ref. [44]. The smooth form of Equation (25) describes the equivalent continuous-time fly-and-die process, of which the map is the integer-time sampling, and the difference between the two descriptions affects the moments only at relative order 1/t1/t.

To obtain (36), multiply (35) by rqr^q and integrate: the Θ\Theta term restricts the integration to the frozen record, the δ\delta term evaluates it at the front, and

⟨rq⟩t=∫0∞rqP(r,t) dr=∫0tsq(−W′(s)) ds+tqW(t),(55)\langle r^q\rangle_t=\int_0^\infty r^q P(r,t)\,\mathrm{d}r=\int_0^t s^q\left(-W'(s)\right)\,\mathrm{d}s+t^qW(t), \tag*{(55)}

which depends on tt in three places: the upper limit of the integral, and both factors of the flying term. Differentiating, we get:

ddt⟨rq⟩t=−tqW′(t)+qtq−1W(t)+tqW′(t)=qtq−1W(t).\frac{\mathrm{d}}{\mathrm{d}t}\langle r^q\rangle_t=-t^qW'(t)+qt^{q-1}W(t)+t^qW'(t)=qt^{q-1}W(t).

In the interval dt\mathrm{d}t the dying mass −W′(t) dt-W'(t)\,\mathrm{d}t leaves the front and is deposited in the record at the very same position, r=tr=t, so that death, by itself, changes no moment; the only net effect is the ballistic transport of the still-flying mass. Integration from R(0)=0R(0)=0 then gives the compact form of (36), and the logarithmic slope (27) is its immediate consequence.

To obtain Equation (38), rescale s=uts=ut in the compact form of Equation (36), so that

⟨rq⟩t=q∫0tsq−1W(s) ds=qtq∫01uq−1W(ut) du\langle r^q\rangle_t=q\int_0^t s^{q-1}W(s)\,\mathrm{d}s=qt^q\int_0^1u^{q-1}W(ut)\,\mathrm{d}u

and substitute it into (27): the prefactor qtqqt^q cancels between numerator and denominator, leaving

dln⁡⟨rq⟩tdln⁡t=dln⁡⟨rq⟩tdtdtdln⁡t=qtqW(t)qtq∫01uq−1W(ut) du=[∫01uq−1W(ut)W(t) du]−1.\frac{\mathrm{d}\ln\langle r^q\rangle_t}{\mathrm{d}\ln t}=\frac{\mathrm{d}\ln\langle r^q\rangle_t}{\mathrm{d}t}\frac{\mathrm{d}t}{\mathrm{d}\ln t}=\frac{qt^qW(t)}{qt^q\int_0^1u^{q-1}W(ut)\,\mathrm{d}u}=\left[\int_0^1u^{q-1}\frac{W(ut)}{W(t)}\,\mathrm{d}u\right]^{-1}.

where we have:

∫uttε(s) dln⁡s=−∫uttdln⁡W=ln⁡W(ut)W(t).\int_{ut}^{t}\varepsilon(s)\,\mathrm{d}\ln s=-\int_{ut}^{t}\mathrm{d}\ln W=\ln\frac{W(ut)}{W(t)}.

Therefore, wherever ε\varepsilon varies little over logarithmic time scales, we can write ε(s)≃ε(t)\varepsilon(s)\simeq\varepsilon(t) for s∈(ut,t)s\in(ut,t), and W(ut)/W(t)≃u−ε(t)W(ut)/W(t)\simeq u^{-\varepsilon(t)}, which implies:

dln⁡⟨rq⟩tdln⁡t≃[∫01uq−1−ε(t) du]−1=[1q−ε(t)]−1=q−ε(t)for q>ε(t),\frac{\mathrm{d}\ln\langle r^q\rangle_t}{\mathrm{d}\ln t}\simeq\left[\int_0^1u^{q-1-\varepsilon(t)}\,\mathrm{d}u\right]^{-1}=\left[\frac{1}{q-\varepsilon(t)}\right]^{-1}=q-\varepsilon(t)\qquad\text{for }q>\varepsilon(t),

The uu-integral converges at u=0u=0 if and only if q>ε(t)q>\varepsilon(t): this is the origin of the restriction in the preceding display. The result is the upper branch of Equation (38), with ζ=1\zeta=1. For the pure power law, we have W∝t−p2W\propto t^{-p_2}, hence ε≡p2\varepsilon\equiv p_2, and the ratio W(ut)/W(t)=u−p2W(ut)/W(t)=u^{-p_2} holds identically, so that the upper branch is exact at all times.

For q<ε(t)q<\varepsilon(t), instead, the uu-integral draws its mass from the neighborhood of u=0u=0—small uu corresponds to early times, s=uts=ut—and the moment stops growing: ⟨rq⟩t\langle r^q\rangle_t saturates to the finite limit ∫0∞rq(−dW(r))\int_0^\infty r^q(-\mathrm{d}W(r)), the qthq^{\rm th} moment of the lifetime, since every member is eventually frozen at r=tcr=t_c. Meanwhile ε(t)\varepsilon(t) exceeds qq from some time on, so the numerator qtqW(t)qt^qW(t) of (27) vanishes as tt grows; equivalently, the rescaled uu-integral grows without bound, and its inverse—the logarithmic slope—tends to zero. This is the lower branch of Equation (38). The knee sits where the two behaviors exchange dominance, at q≈ε(t)q\approx\varepsilon(t).

An independent route to Equation (36) is the one that generalizes beyond single-time quantities as in Ref.[44]: writing R(t)=∫0tΘ(tc−s) dsR(t)=\int_0^t\Theta(t_c-s)\,\mathrm{d}s and raising it to the qthq^{\rm th} power,

⟨rq⟩t=∫[0,t]qW(max⁡isi) dqs=q∫0tuq−1W(u) du,\langle r^q\rangle_t=\int_{[0,t]^q}W\left(\max_i s_i\right)\,\mathrm{d}^qs=q\int_0^t u^{q-1}W(u)\,\mathrm{d}u,

since ⟨Θ(tc−s1)⋯Θ(tc−sq)⟩=Prob⁡(tc>max⁡isi)=W(max⁡isi)\langle\Theta(t_c-s_1)\cdots\Theta(t_c-s_q)\rangle=\operatorname{Prob}(t_c>\max_i s_i)=W(\max_i s_i), the average being the x0x_0-integral defined above, and the shell max⁡isi∈(u,u+du)\max_i s_i\in(u,u+\mathrm{d}u) has volume d(uq)\mathrm{d}(u^q). The same representation extends to multi-time quantities; for in stance, ⟨R(m)R(n)⟩=∫0m∫0nW(max⁡(s,s′)) ds ds′\langle R(m) R(n)\rangle= \int_{0}^{m} \int_{0}^{n} W(\max(s,s'))\,\mathrm{d}s\,\mathrm{d}s', whose power-law case is studied in [44].

Note also that Equation (36) involves only WW itself, never its derivative, and that its compact form is exact at integer times for the step function as well: on each unit cell,

q∫kk+1sq−1W(s) ds=W(k)[(k+1)q−kq],q\int_{k}^{k+1}s^{q-1}W(s)\,\mathrm{d}s = W(k)\left[(k+1)^q-k^q\right],

and the sum over the cells reproduces, upon rearrangement of the terms, the moments of the atomic distribution (A6), ⟨rq⟩n=∑k≤nkq[W(k−1)−W(k)]+nqW(n)\langle r^q\rangle_n = \sum_{k\le n} k^q[W(k-1)-W(k)] + n^q W(n). Indeed, the one-step increment of the latter mirrors the continuous-time cancellation above:

⟨rq⟩n+1−⟨rq⟩n=(n+1)q[W(n)−W(n+1)]+(n+1)qW(n+1)−nqW(n)=[(n+1)q−nq]W(n),\begin{aligned} \langle r^q\rangle_{n+1}-\langle r^q\rangle_n &= (n+1)^q[W(n)-W(n+1)] + (n+1)^q W(n+1)-n^q W(n) \\ &= [(n+1)^q-n^q]W(n), \end{aligned}

the discrete twin of q tq−1W(t) dtq\,t^{q-1}W(t)\,\mathrm{d}t: the set of points dying during the step appears in the record at (n+1)q(n+1)^q and cancels against its disappearance from the front, leaving only the ballistic advance of the mass W(n)W(n) that flies through the step.

Deterministic Diffusion in the Fly-and-Diffuse Model

This appendix spells out the deterministic chaotic version of the fly-and-diffuse model of Section 5.3 and derives its exact displacement statistics. The phase space is [0,2)×[0,1]×Z[0,2)\times[0,1]\times\mathbb{Z}: a member carries the Slicer coordinate xx, the Baker coordinate yy, and its cell mm. Flying members, x∈[0,1)x\in[0,1), follow the Slicer Map (33), advancing one cell per step with yy untouched; at the slicing event they are marked once and for all by x↦x+1x\mapsto x+1. Dead members, x∈[1,2)x\in[1,2), evolve by

x′=1+x−1+⌊2y⌋2,y′=2y mod 1,m′=m+2⌊2y⌋−1,(56)x' = 1+\frac{x-1+\lfloor2y\rfloor}{2},\qquad y'=2y\bmod1,\qquad m'=m+2\lfloor2y\rfloor-1, \tag*{(56)}

the Baker transformation of the unit square, translated to the strip x∈[1,2)x\in[1,2) and extended by one cell jump per step: it is invertible, it preserves the Lebesgue measure, and its stretching rate gives the Lyapunov exponent ln⁡2\ln2, against the exponent zero of the flight phase, which is a translation. The first equation of (A8) plays no role in the displacement: the pair (y,m)(y,m) evolves autonomously, and every statistic below involves yy alone. It is what makes the dead-phase dynamics invertible—exponents ±ln⁡2\pm\ln2, as in a volume-preserving system—while the mark x↦x+1x\mapsto x+1 records death as part of the state, keeping the whole evolution a single map on the phase space.

The jumps are governed by the binary digits of yy. Writing y=∑i≥1bi2−iy=\sum_{i\ge1}b_i2^{-i} with bi∈{0,1}b_i\in\{0,1\}, the doubling y↦2y mod 1y\mapsto2y\bmod1 deletes the leading digit, so that the ii-th diffusive step moves the member by σi=2bi−1=±1\sigma_i=2b_i-1=\pm1. With yy uniformly distributed, the digits are independent fair coins: the event {b1=β1,…,bj=βj}\{b_1=\beta_1,\ldots,b_j=\beta_j\} is a dyadic interval of length 2−j2^{-j}, whatever the βi\beta_i. In the language of symbolic dynamics, the digit string is the itinerary of yy over the partition {[0,1/2),[1/2,1)}\{[0,1/2),[1/2,1)\}, on which the doubling acts as the shift, and the Lebesgue measure reads as the Bernoulli (1/2,1/2)(1/2,1/2) measure on the symbols: the deterministic map and the cointossing process become probabilistically—i.e. in a coarse-grained sense—the same object under two names. We have thus introduced a diffusive phase as a simple random walk,

Prob⁡(σ1+⋯+σj=ℓ)=Πj(ℓ)=2−j(j(j+ℓ)/2)for j+ℓ even and ℓ∈{−j,…,j}(57)\operatorname{Prob}(\sigma_1+\cdots+\sigma_j=\ell)=\Pi_j(\ell)=2^{-j}\binom{j}{(j+\ell)/2}\quad\text{for }j+\ell\text{ even and }\ell\in\{-j,\ldots,j\} \tag*{(57)}

with zero mean and variance jj: in the notation of § 5.3, σ2=1\sigma^2=1, i.e. D=1/2D=1/2, in units of cells per step.

Independence completes the solution. The life time depends on xx alone, the walk on yy alone, and the initial measure is a product, so the displacement law of the right-moving stream is the exact convolution

Prob⁡(mn=r)=∑k≤n[W(k−1)−W(k)]Πn−k(r−k)+W(n)δr,n,(58)\operatorname{Prob}(m_n=r)=\sum_{k\le n}[W(k-1)-W(k)]\Pi_{n-k}(r-k)+W(n)\delta_{r,n}, \tag*{(58)}

the life-time atoms of (A6) smeared by the walk accumulated since each death; the left-moving stream is its mirror image. The computation of the second moment

⟨mn2⟩=∑k≤n[W(k−1)−W(k)][k2+(n−k)2]+n2W(n),\langle m_n^2\rangle=\sum_{k\le n}[W(k-1)-W(k)]\left[k^2+(n-k)^2\right]+n^2W(n),

together with

∑k≤n[W(k−1)−W(k)](n−k)=∑i=1n−1[1−W(i)]\sum_{k\le n}[W(k-1)-W(k)](n-k)=\sum_{i=1}^{n-1}[1-W(i)]

shows that the fly-and-diffuse identity (42) holds exactly at integer times, with 2D=12D=1. By the de Moivre–Laplace theorem for binomial distributions, Πj\Pi_j converges to the Gaussian kernel of variance jj at relative order 1/j1/j, so all the formulas of § 5.3 are recovered. We verified (A10) and the MSD by iterating the map in exact dyadic arithmetic (2×1052\times10^5 members, τ=10\tau=10, n=200n=200), with agreement to statistical accuracy.

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