Advances in Water Resources 62 (2013) 207–214

Contents lists available at SciVerse ScienceDirect

Advances in Water Resources

journal homepage: www.elsevier.com/locate/advwatres

Anomalous dispersion, renormalization groups, scaling

laws and classification: A reflection on recent efforts
John H. Cushman a,b,⇑, Daniel O’Malley a, Moongyu Park c
a
Department of Earth, Atmospheric and Planetary Sciences, Purdue University, West Lafayette, IN 47907, USA
b
Department of Mathematics, Purdue University, West Lafayette, IN 47907, USA
c
Department of Mathematics, University of Alabama in Huntsville, Huntsville, AL 35899, USA

a r t i c l e i n f o a b s t r a c t

Article history: Motivated by the need to understand the dynamics of motile particles in porous media, our team has
Available online 10 July 2013 applied renormalization group techniques to both upscale and classify anomalous dispersive/diffusive
behavior. Central limit theorems, which lead to a specific type of renormalization group, are employed
Keywords: in several cases to upscale transport of motile particles in porous media that display a specific type of
Anomalous diffusion/dispersion fractal character. The old standby classification for diffusion (which we use interchangeably with disper-
Central limit theorems sion) says a particle is anomalous if its mean square displacement is not linear in time. This physically
Renormalization groups
intuitive concept, is shown to be inadequate, and so is replaced by a scheme that relies on the fixed points
of specific renormalization group operators. Various asymptotic limits are examined, and scaling laws for
the limits are derived. A random renormalization operator is introduced for processes with multiple
asymptotes and unknown self-similarity index, and a Bayesian tool is employed to obtain scaling laws
that are weighted averages of power laws.
Published by Elsevier Ltd.

1. Introduction coefficients that may be related to fractal properties of the aquifer

In this article we review a number of techniques and results to
characterize anomalous diffusion (we will use diffusion and dis-
persion interchangeably). We begin with an example motivated
by an atmospheric observation by Richardson [42] almost
100 years ago. He turned a group of balloons (tracer particles) lose
in the atmosphere and recorded their relative separations with
time. Subsequently he computed the expected value of their
squared separation, hrðtÞ2 i, and observed that hrðtÞ2 i  t3 . In the
standard language of diffusion theory, this is a category of anoma-
lous diffusion called super diffusion. Classical diffusion (as opposed
to anomalous) being when hrðtÞ2 i  t1 , subdiffusion is when the
exponent is less than 1 and superdiffusion occurs when the expo-
nent is greater than 1. Later in this article we will illustrate why
this is an inadequate definition of anomalous diffusion, and pro-
vide a more general definition.
Anomalous diffusion occurs in a wide range of physical phe-
nomena [7,21,24,27,28,41]. In hydrology, anomalous diffusion
can arise in many different ways including, e.g., particle retention
[14], heterogeneous velocity fields [15,20,23], nonstationarity
[3,31,46], and non-Gaussian distributions [4]. Anomalous diffusion
in heterogeneous aquifers can display scale-dependent diffusion
⇑ Corresponding author.
E-mail address: jcushman@purdue.edu (J.H. Cushman).
[30,47]. In some cases, a transition from a preasymptotic, anoma-
lous regime on a short time scale to a classical regime on a long
time scale is observed [16]. A number of different models have
been devised for anomalous diffusion including continuous-time
random walks (CTRWs) [3,26,29,44], fractional advection–disper-
sion [1,2], a nonlocal integral flux approach that includes the frac-
tional advection dispersion equation and the CTRW master
equation as special cases [8–10], multi-rate mass transfer models
with memory functions [17,44], and stochastic hydrology [13].
An overview of and perspective on these various theories can be
found in [32].
Let us see if there is a simple way to mathematically generate
the Richardson scaling law and see how we might generalize it
[11]. Our basic construct will be a random particle with velocity
vðtÞ in a Lagrangian reference frame. In this frame an observer
rides an infinitesimal piece of matter as it traverses space. As moti-
vation for subsequent generalizations we first consider the case of
a Brownian velocity which we label v b ðtÞ ¼ ðv b1 ; v b2 ; v b3 Þ. The veloc-
ity is thus continuous in time, but nowhere differentiable. Further,
it has stationary increments, i.e. the distribution of v b ðtÞ  v b ðsÞ de-
pends only on t  s; t > s. More specifically, the distribution of
vb ðtÞ  vb ðsÞ is normal Nð0; ðt  sÞQ Þ, where Q ¼ ðQ ij Þ, with each
Q ij independent of t and s. ðt  sÞQ is the covariance matrix of
vb ðtÞ  vb ðsÞ. To see if this process gives Richardson diffusion one
must examine

0309-1708/$ - see front matter Published by Elsevier Ltd.

http://dx.doi.org/10.1016/j.advwatres.2013.07.001
208 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214
Z t
rb ðtÞ ¼ vb ðsÞds:
0
It is important for the reader to note that rb ðtÞ is not a Brownian
process and in fact it is absolutely continuous with probability
one. The reader should also note that in Richardson’s original exper-
iments he tracked pairs of particles whereas rb ðtÞ is for a single par-
ticle. This however causes no problem because the difference of two
independent Brownian velocities is just another Brownian velocity.
Using the characteristic function for v b ðtÞ, and the fact that the inte-
gral above can be taken in the Riemann sense, a central limit theo-
rem (CLT) can be derived to evaluate the integral [11]. The result is
hjrb ðtÞj2 i  t3 as we hoped. It can further be shown that the apparent
Fokker–Planck equation is a diffusion equation with diffusion coef-
ficient proportional to t 2 .
This result begs a generalization in the sense of Mandelbrot’s
intermittency [25]. Assume in an Eulerian frame that the momen-
tum change, and hence energy dissipation, is concentrated on a
fractal set so that it has an Eulerian fractal character. An Eulerian
frame is one where the observer is fixed in space and watches as
the surroundings change. Qualitatively an Eulerian fractal is self-
similar (as for example, a self-similar conductivity (or velocity)
field in subsurface hydrology). Further, assume the Eulerian veloc-
ity field has homogeneous increments, that is, the distribution of
v ðx; tÞ  vðy; tÞ depends only on x  y and t. It is reasonable then
to assume a Lagrangian particle will take on a fractal character of
its own, i.e. its graph will be a fractal and its increments will be sta-
tionary. The a-stable Lévy processes have these two latter charac-
teristics and thus without significant loss of generality, we may
assume the Lagrangian velocity is a-stable Lévy and we denote it
by v L ðtÞ. It should be noted that when a ¼ 2, the process reduces
to Brownian motion, and like Brownian motion, sums of Lévy’s
with identical a are Lévy, with the same a.
In one dimension, a stochastic process LðtÞ is said to be an a-sta-
ble Lévy motion [43] if
1. Lð0Þ ¼ 0 with probability 1.
2. L has independent increments.
3. Every increment Lðt þ sÞ  LðsÞ  Sa ðt1=a ; b; 0Þ
where Sa ðr; b; lÞ is used to denote an a-stable random variable
with spread parameter r, skewness parameter b and shift param-
eter l. Because Lévy motions have only a countable number of dis-
continuities, the integral of the velocity can be taken in the
Riemann sense and hence can be evaluated as an infinite sum. As
was the case for a Brownian velocity, a CLT for the integral of a
Lévy process can be derived [40]. From there it follows that the
apparent Fokker–Planck equation is fractional in space, classical
in time, and with a diffusion coefficient proportional to t a [40].
It remains to determine a. This problem was solved numerically
in [22] and analytically in [38]. The solution involves a quantity
called the finite-size Lyapunov exponent (FSLE) which we denote
as ka ðxÞ. The FSLE is defined by the equation
a ¼ expðka ðxÞT a ðxÞÞ;
where the a-time, T a ðxÞ, is the average time it takes a pair of parti-
cles to separate from a distance x to a distance ax. When a ¼ 2 this
is called the doubling time. As it turns out, for an a-stable Lévy pro-
cess, ka ðxÞ  xa , independent of a. Thus a can be determined by a
simple tracer test with x the magnitude of the initial difference be-
tween two material particles velocities.
In the next section we generalize these results to an isotropic
three-scale porous medium and then subsequently to an aniso-
tropic medium. In the third section we introduce a nonstationary
extension of Brownian motion to illustrate some problems with
the mean-square displacement characterization of anomalous dif-
fusion. Subsequently we generalize to fractional Brownian motion
ð1Þ
run with a non-linear clock. Next we introduce a single scale ren-
ormalization group classification of nonstationary and/or infinite
second moment processes, which is followed by a two-scale ap-
proach. Finally, we introduce random renormalization group oper-
ators and apply them to multiscale stochastic dynamics with
Bayesian conditioning on data.
2. Apparent Fokker–Planck equations for 3-dimensional
systems with fractal mesoscale and motile particles
Natural porous systems often display fractal functionality or
structure over some range of scales. In this section we consider
porous systems with fractal functionality on the mesoscale, which
is assumed to be bounded by upper and lower cutoffs. Above the
upper cutoff (the macroscale) and below the lower cutoff (micro-
scale) the system is non-fractal. On the microscale the trajectory
of a particle is assumed to be the solution of a stochastic ordinary
differential equation (SODE) with stationary, ergodic, Markov drift
velocity. To account for particles that might be self-motile, such as
microbes, the microscale diffusion is assumed to be driven by an a-
stable Lévy process. When a ¼ 2 the process is Brownian and so it
can account for non-motile particles as well. On the mesoscale the
Eulerian velocity is assumed to be fractal. If the system is Darcian,
then the hydraulic conductivity is assumed to be fractal in space
and the conductivity is assumed to induce a fractal Eulerian veloc-
ity. The flow is considered steady and incompressible. Hence the
Lagrangian drift velocity satisfies VðtÞ ¼ v ðXðt; x0 ÞÞ; Xð0Þ ¼ x0 ,
where v ðxÞ is the steady state Eulerian velocity. If v ðxÞ is assumed
to have spatially homogeneous increments, then it is reasonable to
expect v ðXðtÞÞ to have temporally stationary increments. The diffu-
sive structure on the mesoscale is dictated by the asymptotics of
the microscale process. On the macroscale we assume the physics
are controlled solely by the mesoscale asymptotics. Thus there is
no additional drift at the macroscale. The mesoscale flow field is
assumed periodic on the macroscale, i.e., the mesoscale flow field
is mapped to a periodic lattice.
The SODE on the microscale takes the form
Z t
Xð0Þ ðtÞ ¼ Xð0Þ ð0Þ þ Vð0Þ ðXð0Þ ðrÞÞdr þ Lð0Þ ðtÞ; t P 0; ð3Þ
0
where Lð0Þ ðtÞ  Sal ðtM; t ll Þ with al ; M and ll constants. Park et al.
[40], using CLT results of Bhattacharya and Gupta [5] and a CLT
for Lévy processes, show that this SODE converges in distribution
for long times to an al -stable Lévy process. Specifically, with
~ ð0Þ ðtÞ ¼ Xð0Þ ðtÞ  Xð0Þ ð0Þ, they showed
X
 
~ ð0Þ ðntÞ  nt hVð0Þ i  l
X l
; ð4Þ
n1=al
converges to an al -stable Lévy process in distribution as n ! 1. What
this implies is that the diffusive process on the mesoscale (the scale
labeled by a superscript 1) is Lévy. Let VðtÞ ~ ¼ VðtÞ  Vð0Þ and let
Rt
~ ~
YðtÞ ¼ 0 VðsÞds. By introducing a scale change Park et al. [40] show
ð2Þ
~ ð2Þ ðtÞ has the same distribution as thVð1Þ i þ limk!1 Y
that Y ~ ð1Þ ðktÞ. From
~ ð2Þ ðtÞ has
there they argue that the macroscale Lagrangian trajectory X
ð1Þ ð1Þ ~
the same distribution as tð½V  þ l Þ þ Y ðtÞ where ½ indicates
ð2Þ
l
volume average [48] over a unit cell on the macroscale and an average
over time. Next using characteristic functions of Lévy motions, they
prove a CLT that leads in real space to the apparent Fokker–Planck
equation for the macroscale probability density for X~ ð2Þ :
@f
¼ r  q; ð5Þ
@t
q ¼ Vð2Þ f  Dð2Þ ðtÞra1 f : ð6Þ
 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214
Here Vð2Þ ¼ ½Vð1Þ  þ ll ; Dð2Þ ðtÞ ¼ t a =cosðpa=2Þ and ra1 f is the a-1
ð1Þ
fractional gradient of f. Also, 1 < a 6 2 and a is the stability param-
eter for Vð1Þ ðtÞ. There are a few more technical constraints on a that
we will not discuss here (see [40] for details).
To summarize this section, we have reviewed a method to up-
scale pore scale information on the transport of motile particles,
to a porous structure with fractal mesoscale and then subsequently
to upscale this to a macroscale periodic structure. This was accom-
plished using central limit type theorems which are essentially
equivalent to renormalization group type operations. This was all
accomplished assuming the system is isotropic. The authors have
extended these results to anisotropic systems by employing oper-
ator stable processes [39]. The basic form of the Fokker–Planck
equation is that presented earlier, only now the order of the deriv-
atives changes with direction and the diffusion coefficient is
tensorial.
3. Nonstationary extensions of classical processes (nonlinear
clocks)
Recall that a diffusive/dispersive process is called anomalous if
the mean square displacement is proportional to t b ; b – 1. In this
section we illustrate why this is an incomplete characterization
of anomalous processes. We do so by introducing the concept of
a nonlinear clock, a type of deterministic subordination.
A process, BðtÞ, is Brownian if (a) every increment Bðt þ sÞ  BðsÞ
is normally distributed with mean zero and variance r2 t where r is
fixed; (b) for every pair of disjoint time intervals ðt1 ; t2 Þ and
ðt3 ; t4 Þ; t 1 < t 2 6 t3 < t4 , the increments Bðt 4 Þ  Bðt3 Þ and
Bðt 2 Þ  Bðt1 Þ are independent random variables with distribution
given by (a); (c) Bð0Þ ¼ 0 and BðtÞ is continuous at t ¼ 0. A standard
Brownian motion has r ¼ 1; hence by the properties of a normal
distribution, any Brownian motion, XðtÞ, can be made standard
by replacing BðtÞ by BðtÞ=r. The Fokker–Planck equation for a
Brownian process is the classical diffusion equation with constant
diffusion coefficient.
Let HðtÞ be absolutely continuous with non-negative derivative
hðtÞ, i.e.,
Z have independent increments while the RG approach is more often
t
HðtÞ ¼
0
hðt 0 Þdt :
0 tional Brownian motion (fBm) [45]. Next let us consider fBm run
A process XðtÞ is said to be a Brownian motion (Bm-nlc) run with a
non-linear clock, HðtÞ – at þ b, if XðtÞ ¼ BðHðtÞÞ. From the defini-
tion of a Gaussian we have XðtÞ  XðsÞ  N½0; HðtÞ  HðsÞ and so
unlike Brownian motion, XðtÞ has non-stationary increments.
However, it can be shown that the fractal dimension of the graphs
of XðtÞ and BðtÞ are both 3=2 [12]. Now with BðsÞ a standard
Brownian motion
Z t qffiffiffiffiffiffiffiffiffi
XðtÞ ¼ hðsÞdBðsÞ
0
and thus
Z t qffiffiffiffiffiffiffiffiffi 2 Z t
hX 2 ðtÞi ¼ h hðsÞdBðsÞ i ¼ hðsÞds ¼ HðtÞ;
0 0
2 lutely continuous function with non-negative derivative f ðtÞ, so that
since hðtÞ is deterministic and hðdBÞ i ¼ dt. It may be helpful in
understanding this calculation to recall that the stochastic integral
can be approximated as a finite sum:
Z t N1   
X   
tn tðn þ 1Þ tn
f ðsÞdBðsÞ  f B B : ð10Þ
0 n¼0
N N N
XðtÞ is a limit of linear combinations of Gaussians, and hence it
is Gaussian with mean 0 and variance HðtÞ. Hence it follows that
the Fokker–Planck equation for Bm-nlc is the classical diffusion
209
equation with time-dependent diffusivity given by hðtÞ=2. In a por-
ous media, this time-dependence of the dispersivity would arise
when the hydrodynamic dispersion coefficient is evolving in time.
This would arise, e.g., if the average velocity changes, the molecular
diffusion coefficient changes (due to, perhaps, temporal changes in
temperature), or the dynamic dispersivity changes (due to, per-
haps, temporal changes in porosity). Some special cases include
(i) power law diffusion hðtÞ ¼ t a ; hjXðtÞj2 i ¼ t aþ1 =ða þ 1Þ, which is
subdiffusive when 1 < a < 0, classical when a ¼ 0, and superdif-
fusive when a > 0; (ii) logarithmic subdiffusion, hðtÞ ¼ ðt 0 þ tÞ1 ,
where t0 > 0 and hjXðtÞj2 i ¼ logðt 0 þ tÞ; (iii) multifractal diffusion,
hðtÞ ¼ ðt 0 þ tÞaðtÞ with aðtÞ P 1 and t0 > 0. While we call this last
process multifractal in analogy with classical practice, we must
point out that the fractal dimension remains unchanged irrespec-
tive of the exponent.
It was stated in [28] on page 6 that a power-law mean square
displacement ‘‘is intimately connected with a breakdown of the
central limit theorem, caused by either broad distributions or long
range correlations.’’ Brownian motion run with a non-linear clock
involves neither a breakdown of the central limit theorem, nor
broad distributions, nor long range correlations. In fact, we have re-
lied solely on the Lyapunov version of the CLT for our analysis. The
increments are Gaussian and uncorrelated. Despite this, the mean-
square displacement obeys a power-law. It has been known for
many years that upscaling (via projection operators, renormaliza-
tion groups, matched asymptotics, volume averaging in the sense
of Whitaker [48]) may give rise to spatially nonlocal and non-Mar-
kovian processes, many of which have long range correlations and
power law moments. What we have described here is a spatially
local and Markovian process which also may possess power-law
moments. Thus while long range correlations and a breakdown
of the CLT often lead to anomalous diffusion; they are by no means
a necessary prerequisite and are not intimately connected with a
breakdown of the CLT.
An alternative to studying the limiting distributions in CLTs is to
study the fixed points of certain renormalization group (RG) oper-
ators [6,19]. Although the CLT and RG approaches are formally and
conceptually similar, CLTs are often linked with processes that
ð7Þ used with processes that have dependent increments, e.g., frac-
with a non-linear clock (fBm-nlc). FBm-nlc gives us a family of sto-
chastic processes with nonstationary, correlated increments that
allow a priori independent selections of both the fractal dimension
and mean square displacement.
In one dimension, a process BH ðtÞ is said to be fBm with Hurst
exponent H ð0 < H < 1Þ, if (a) with probability 1, BH ðtÞ is continu-
ous and BH ð0Þ ¼ 0 and (b) for any t > s P 0 the increment
BH ðtÞ  BH ðsÞ is normally distributed with mean 0 and variance
ðt  sÞ2H . The second condition implies the increments are station-
ð8Þ ary. The correlation structure is given by
hBH ðsÞ½BH ðtÞ  BH ðsÞi ¼ ½t2H  s2H  ðt  sÞ2H =2: ð11Þ
ð9Þ
Let BH ðtÞ be an fBm with Hurst exponent H and let FðtÞ be an abso-
Rt
FðtÞ ¼ 0 f ðsÞds. Given the fBm and the function FðtÞ, the fBm-nlc is
XðtÞ ¼ BH ðFðtÞÞ. From (a) and (b) above it can be shown that XðtÞ has
the following properties:
1. With probability 1, XðtÞ is continuous and Xð0Þ ¼ 0.
2. For any t > s P 0, the increment XðtÞ  XðsÞ is normally distrib-
uted with mean zero and variance ½FðtÞ  FðsÞ2H . The second
condition implies that increments are non-stationary unless
FðtÞ is linear in t.
210 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214
It has been shown [33] that the fractal dimension of fBm-nlc is the
same as the underlying fBm, 2  H, which is dependent only on H.
Thus the MSD (which depends strongly on FðtÞ and H) and the frac-
tal dimension can be chosen independently.
If FðtÞ ¼ t, the original fBm is obtained. The case of H ¼ 1=2 cor-
responds to Bm-nlc. If FðtÞ ¼ t and H ¼ 1=2 the result is a Brownian
motion. The correlation structure for fBm-nlc follows from that of
fBm:
1n o
hXðsÞ½XðtÞ  XðsÞi ¼ ½FðtÞ2H  ½FðsÞ2H  ½FðtÞ  FðsÞ2H
2
It is worth studying a few examples to see the flexibility of fBm-nlc.
Let us first look at an example possessing a power law MSD. Fix H
and set FðtÞ ¼ t b=2H with b > 0, then by property (1),
XðtÞ  Xð0Þ  Nð0; t b Þ. Therefore hX 2 ðtÞi ¼ t b , and the fractal dimen-
sion and power-law MSD may be chosen arbitrarily. By employing
the classical classification scheme we see when b > 1 it is superdif-
fusive while when b < 1 it is subdiffusive and when b ¼ 1 it is clas-
sical (though if H – 1=2 the process is not Brownian). This latter
point shows a significant weakness in the MSD classification
scheme. When b ¼ 1 but H – 1=2, the process has correlated incre-
ments and a fractal dimension different than Brownian motion, yet it
is still considered classical diffusive because its MSD exponent is one.
We next consider the logarithmic case. Fix H and set
1=2H
FðtÞ ¼ ½logðt þ t 0 Þ  logðt0 Þ with t0 > 0, so that
2
hX ðtÞi ¼ logðt þ t 0 Þ  logðt 0 Þ. The result is a very slow subdiffusion
whose fractal dimension can be varied at will by changing H.
Finally consider the case of arbitrary MSD. Fix H and set
1=2H
FðtÞ ¼ ½r2 ðtÞ where r2 ðtÞ is the desired MSD. The only require-
ments that need be placed on r2 ðtÞ are the same as those placed on
FðtÞ above. Hence fBm-nlc can reproduce any increasing MSD with
any fractal dimension between 1 and 2.
4. Scaling laws for fBm-nlc with a power-law clock
In this section we determine scaling laws for fBm with a power-
law clock, fBm-plc. Specifically, we are interested in the mean first
passage times, MFPT, on a finite interval with absorbing bound-
aries. Subsequently we use MFPT to obtain scaling laws for the
FSLE. Let the clock, FðtÞ, take the form FðtÞ ¼ ta for some a > 0. It
follows that hXðtÞ2 i  t2Ha and therefore fBm-plc can be used as a
model for anomalous diffusion for all values of b ¼ 2Ha.
Consider the distribution of first passage times for crossing the
boundary of the interval ½x1 ; x2 , where x1 ; x2 > 0. Let f ðt; x1 ; x2 Þ be
the probability density function, PDF, for the first passage time dis-
tribution, i.e. the distribution of times at which the motion first hits
either of the points x1 or x2 . The goal is to determine the scaling
behavior of the first passage time distribution in terms of x1 and x2
and find a functional form for the mean first passage time (MFPT)
when the motion is given by an fBm or an fBm-plc.
Let Tðx1 ; x2 Þ denote a first passage time across the boundary of
½x1 ; x2 . The scaling property of fBm, cBH ðtÞ  BH ðc1=H tÞ, where
c > 0 implies [37] that the density for the first passage times
satisfies
f ðt; cx1 ; cx2 Þ ¼ c1=H f ðc1=H t; x1 ; x2 Þ:
In the case of the power law clock [37] also found
fa ðt; cx1 ; cx2 Þ ¼ c1=aH fa ðc1=aH t; x1 ; x2 Þ:
From these latter two results [37] found the approximate relations
hTðx1 ; x2 Þi ¼ K H x1=2H
1 x21=2H
and
hT a ðx1 ; x2 Þi ¼ K H;a x11=2aH x21=2aH :
In the above K H and K H;a are constants independent of x1 and x2 .
These quantities relate the time scale associated with hitting walls
to the length scale initially separating the particle from the walls.
They can also be related to the FSLE (a measure of the mixing zone)
for these processes. Next we compute the FSLEs for fBm, kH;a , and
fBm-plc, kH;a;a , which may provide additional physical insight into
the meaning of these quantities. We do this by relating the MFPT
to the a-time, T a ðrÞ. Recall that physically the a-time is the average
time it takes two particles separated by a distance r initially, to sep-
ð12Þ arate to a distance ar. Parashar and Cushman [38] cast the a-time in
terms of MFPTs. Using this correspondence, closed forms for the
FSLEs were obtained in [37]. For fBm we have
T a ðrÞ ¼ hTðða  1Þr; ða þ 1ÞrÞi; ð17Þ
which leads to the approximations
1=2H
kH;a ðrÞ ¼ ln a=½21=2H K H r1=H ða2  1Þ  ð18Þ
and
1=2aH
kH;a;a ðrÞ ¼ ln a=½21=2H K H;a r 1=aH ða2  1Þ : ð19Þ
5. Single-scale renormalization group classification of
dispersive processes
In earlier sections we illustrated how Brownian and fractional
Brownian processes run with non-linear clocks can have
MSD ¼ t, even though they are not classical. They can have fractal
dimension different from Brownian motion and they can have cor-
related increments, and thus though classified as classical, they are
truly anomalous. In this section we will get at the crux of the flaws
associated with the MSD classification of anomalous diffusion/dis-
persion. The first question we will ask and subsequently answer is
‘‘what are the origins of power-law MSDs?’’
We begin our analysis of the origins of the power-law MSD by
observing that if a stochastic process has zero drift with wide-
sense stationary, independent increments and finite variance, then
the MSD grows linearly in time. Mathematically, we let XðtÞ be a
stochastic process with independent, wide-sense stationary incre-
ments such that h½XðtÞ  Xð0Þ2 i ¼ f ðtÞ < 1 and hXðtÞ  Xð0Þi ¼ 0,
and show f ðtÞ ¼ ct for some constant c [34]. To see this, note that
f ðt þ sÞ ¼ f ðtÞ þ f ðsÞ. From this it follows that f ðtÞ is linear with
f ð0Þ ¼ 0. Hence f ðtÞ has the form f ðtÞ ¼ ct for constant c. It follows
trivially that if XðtÞ is a stochastic process such that
h½XðtÞ  Xð0Þ2 i ¼ ct b , for some constants b – 1 and c, then at least
one of the following conditions hold:
1. The increments of XðtÞ are not independent.
2. The increments of XðtÞ are not wide sense stationary.
3. hXðtÞ  Xð0Þi – 0.
That is, for power-law MSD to occur, the process must have either
increments that are non-stationary, or increments that are not
independent, or non-zero mean drift. The latter of these is not
ð13Þ
important in practice since we can replace any process with a zero
mean drift process by subtracting its mean. Every process with a
power-law MSD exhibits at least one of these characteristics.
ð14Þ We have already illustrated that there are an uncountable num-
ber of processes that have linear MSD, but that are anything but
normal (classical). Next we provide a process that has infinite
ð15Þ MSD and yet it comes to a stop in the long time limit. This process
would be classified as super diffusive in the MSD classification
scheme; however it is clearly not super diffusive.
ð16Þ Let XðtÞ ¼ Lð1=½1 þ expðtÞ  1=2Þ, that is XðtÞ is a a-stable Lévy
process run with a very special nonlinear clock HðtÞ ¼
 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214
1=½1 þ expðtÞ  1=2. It is not hard to show the MSD of this process
is infinite [34]. Yet
lim XðtÞ ¼ lim LðtÞ  x1 ; ð20Þ
t!1 t!1=2
where x1 is some finite constant. That is, though XðtÞ is superdiffu-
sive in the mean square sense, it comes to a screeching halt. We will
see that the renormalization group approach to classification of dif-
fusion will classify this correctly as very slow diffusion.
The remainder of the discussion in this section will concern a
classification scheme based on a RG approach. Let the RG operator,
Rp;n , act on a countably infinite set of random variables I0 ; I1 ; I2 ; . . .,
the ordered list of which will be denoted I. The intuitive picture
from the perspective of diffusion is that each Ii corresponds to an
increment of the diffusive process over a certain period of time.
The use of an infinite set of random variables is required to account
for things like correlations between increments and nonstationary
increments. The renormalization operator is defined by
X
ðiþ1Þn1
Ik
ðRp;n IÞi ¼ : ð21Þ
k¼in
np
Intuitively, when we apply the operator, we are scaling time by a
factor of 1=n and space by a factor of 1=np . This operator is closely
linked to self-similar behavior [43]. A process XðtÞ is said to be p-
self-similar when XðtÞ and rp XðrtÞ have the same finite dimen-
sional distributions for all values of r.
Let ZðtÞ be an arbitrary diffusive process and define
Ii ¼ Zði þ 1Þ  ZðiÞ. Thus I represents the increments of ZðtÞ which
may be correlated, nonstationary or both. We note that each Rp;n
has a trivial fixed point given by taking each Ii to be a delta distri-
bution, d0 , with all its mass at the origin.
Definition. We say that ZðtÞ is p-diffusive if
p ¼ inffq P 0 : lim ðRq;n IÞi ! d0 ; 8ig: ð22Þ
n!1
In the above, ! means converges in distribution, and inf S denotes
the greatest lower bound of the set S. An intuitive picture of this ab-
struse definition can be provided. By applying the operator, Rq;n , the
process is effectively being observed on a longer time scale, and lar-
ger spatial scale. This is natural, because as time progresses, the par-
ticles spread, and a larger spatial domain is required to observe the
particles. The parameter q controls how the spatial scale of observa-
tion changes when the temporal scale changes. If q is too large, the
spatial scale of observation becomes much larger than the scale on
which the particles are distributed (for sufficiently large values of
n). Therefore, a cloud of particles (represented statistically by a
probability density function) looks like a delta function when n is
large and q is too big. On the other hand, if q were too small, most
of the particles would not be in the scale of observation (when n is
sufficiently large). The definition given describes ZðtÞ as being p-dif-
fusive where p is the value of q that marks the transition between
these two types of behaviors. This is achieved mathematically by
setting p to be the greatest lower bound for the set of q that are
too big.
Every process is p-diffusive for some value of p, with the caveat
that if the set on the rhs is empty we say the process is 1-diffusive.
A process is subdiffusive if p < 1=2 and superdiffusive if p > 1=2.
We have shown [34] that Brownian motion is 1=2-diffusive, the
very slow a-stable diffusion is 0-diffusive and the fBm-nlc consid-
ered earlier with linear MSD is 1=2-diffusive as are all linear MSD
processes. Though a process is 1=2-diffusive, that does not imply it
is classical. We say a process is classical if and only if R1=2;n I ap-
proaches the Brownian motion fixed point as n ! 1.
An fBm with H ¼ 3=4 and an a-stable Lévy with a ¼ 4=3 are
both 3=4-diffusive. The increments of these two processes are both
fixed points of R3=4;n [45]. These two fixed points are clearly
211
distinct, because one has Gaussian increments and the other has
non-Gaussian increments. Use of the exact, limiting fixed point
illustrates how the RG scheme is able to distinguish between pro-
cesses that are both p-diffusive with the same value of p.
Finally, it can be shown [34] that if a process is p-self similar
then it is also p-diffusive. These authors also discuss how to esti-
mate p from data.
To summarize this section, the MSD is not sufficient to charac-
terize the richness and variety of all diffusive processes, and this
approach often runs into trouble when nonstationary increments
or infinite second moments are present. The examples presented
clearly illustrate the problems with the MSD classification scheme.
The renormalization group scheme classifies processes with sta-
tionary increments the same as does the MSD approach. However,
it is also capable of classifying processes with nonstationary incre-
ments and/or infinite second moments. The effectiveness of this
approach, compared to the MSD scheme, lies in the fact that a se-
quence of increments is considered rather than a single number.
6. Two-scale renormalization group classification of diffusive
processes
So far we have discussed two schemes for classifying diffusion/
dispersion, MSD and single-scale RG. What we next examine is a
two-scale RG classification scheme. This is important because
many processes behave differently on different scales, say short
and long times. We begin by defining two renormalization group
operators [35].
Let XðtÞ be a stochastic process, a and b positive real numbers,
and define
Ra;b XðtÞ ¼ XðatÞ=b: ð23Þ
These operators form a group: R1;1 is the identity, closure and asso-
ciativity follow from the fact that
Ra;b Rc;d ¼ Rac;bd ð24Þ
for any positive integers a; b; c; d. The inverse of Ra;b is R1=a;1=b . A sub-
set of the group will be the operators employed to classify diffusion
with a shorthand notation to describe the elements of the subset.
Define
Sp;r ¼ R1=r1=p ;1=r ; ð25Þ
Lp;r ¼ Rr;rp : ð26Þ
Sp;r will be used to study the short time behavior of a diffusive pro-
cess, while Lp;r will be used to study the long time behavior. Apply-
ing these maps to a diffusive process when r ! 1 for different
values of p, will supply the necessary information for classification.
Important points: The approach for the long time behavior dif-
fers from the previous section because Lp;r acts on the process itself
rather than the increments of the process. Also, if XðtÞ and Lp;r XðtÞ
or Sp;r XðtÞ have the same finite dimensional distributions for all po-
sitive values of r, then XðtÞ is p-self-similar [35]. Thus the set of p-
self-similar processes is the same as the set of fixed points of either
Lp;r or Sp;r .
Consider the long time behavior
Lp;r XðtÞ ¼ XðrtÞ=rp : ð27Þ
If p is too large, then letting r ! 1 will in general cause the denom-
inator to dominate the numerator so that Lp;r XðtÞ ! 0 in
distribution.
Consider the following pedagogical example: Let XðtÞ ¼ BðtÞ, a
Brownian motion. It is known that BðtÞ is 1=2-self-similar so that
L1=2;r BðtÞ  BðtÞ for all r. If p > 1=2, then it is easy to see [35] that
Lp;r BðtÞ ! 0 as r ! 1 and hence 1=2 ¼ inffq P 0 : Lq;r BðtÞ ! 0; 8tg.
This example motivates the following definition:
212 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214
Definition. We say a process XðtÞ is p-diffusive on the long time
scale if
p ¼ inffq P 0 : Lq;r XðtÞ ! 0; 8tg; ð28Þ
where convergence is taken in the sense of distributions. If the set
on the right hand side is empty then we say the process is 1-diffu-
sive on the long time scale.
Again using Brownian motion as our example, we make the fol-
lowing short time definition:
Definition. We say the process XðtÞ is p-diffusive on the short
time scale if
p ¼ pfq P 0 : Sq;r XðtÞ ! 0; 8tg; ð29Þ
where sup S is the least upper bound for the set S. If the set on the
right hand side does not have a supremum (it is unbounded), then
we say the process is 1-diffusive on the short time scale.
The fixed points of Lp;r and Sp;r are p-self-similar processes,
moreover, it can be shown that a p-self-similar process is also p-
diffusive on both the short and long time scales.
Processes without self-similarity can be split into two groups;
those that have asymptotic self-similarity and those that have no
self-similarity. We say a process XðtÞ is p-self-similar on the long
(short) time scale if Lp;r XðtÞ (Sp;r XðtÞ) approaches a nonzero fixed
point as r ! 1. If a process is asymptotically p-self-similar on
the long or short time scale it will be p-diffusive as well. Consider
the process
X
1
XðtÞ ¼ B11=n ðtÞ=2n ; ð30Þ
n¼2
where B11=n ðtÞ are independent fBms with Hurst exponent 1  1=n.
It can be shown [35] that this process is 1-diffusive on the long time
scale, but it is not asymptotically 1-self-similar on the long time
scale. Thus there is a subtle difference between being asymptoti-
cally p-self-similar and being p-diffusive.
Any process that is 1-diffusive on a given time scale also lacks
any self-similarity on that same time scale. A simple example that
displays this behavior is Brownian motion run with a nonlinear
clock in the form
XðtÞ ¼ Bðet  1Þ: ð31Þ
XðtÞ is 1-diffusive on the long time scale, but it is not self-similar
there.
It is instructive to consider several examples of classification
based on two scale renormalization groups. We have mentioned
that p-self-similarity implies the process is p-diffusive on both the
short and long time scales. This result allows for immediate classifi-
cation of many commonly used processes. Brownian motion is 1=2-
diffusive on both time scales, a-stable Lévy motion is 1=a-self-sim-
ilar and hence 1=a-diffusive on both time scales, fBm with Hurst
exponent H is H-self-similar and hence H-diffusive on both scales.
Even though two different processes have may have the same p,
it is possible to separate them with a sub-classification based on
our RG-scheme. For example, fBm with H ¼ 4=5 and 5=4-stable
Lévy motion are both 4=5-diffusive on the long and short time
scales. However, these two processes are distinct fixed points of
the operators Lp;r and Sp;r and hence we can use fixed points for a
sub classification.
There is an example that is very relevant to heterogeneous por-
ous media that is worth discussing [35]. Suppose that a stochastic
process XðtÞ is determined by the Ito stochastic differential
equation
pffiffiffiffi
dXðtÞ ¼ a½XðtÞdt þ DdBðtÞ; ð32Þ
where aðxÞ is the velocity field that is continuous on the short scale
and ergodic on the long time scale, and again dBðtÞ is a standard
Brownian noise. Consider the behavior of XðtÞ upon application of
Sp;r :
Z t=r 1=p Z t=r 1=p pffiffiffiffi
Sp;r XðtÞ  r a½XðsÞds þ r DdBðsÞ
0 0
! Nðtr11=p a½Xð0Þ; Dtr21=p Þ: ð33Þ
Now the normal distribution above approaches a delta distribution
if p < 1=2; Nð0; DtÞ if p ¼ 1=2 and diverges if p > 1=2. Therefore, XðtÞ
is 1=2-diffusive on the short time scale.
Next consider the long time scale, i.e.
Z rt Z rt pffiffiffiffi
Lp;r XðtÞ  rp a½XðsÞds þ r p DdBðsÞ: ð34Þ
0 0
If p < 1 then the advective term blows up as r ! 1 because aðXðsÞÞ
is ergodic. If p > 1, the right hand side goes to a delta distribution
about zero because aðXðsÞÞ is ergodic and the second term goes to
a delta for p > 1=2. Therefore XðtÞ is 1-diffusive on the long time
scale.
Next consider the case of infinite MSD. This case really is not
covered by the MSD classification scheme. However it fits nicely
into our RG scheme. Consider a-stable Lévy motion which has an
infinite MSD, but as we have mentioned it is 1=a-diffusive on both
the long and short time scales. Since a 2 ð0; 2, these processes are
super diffusive in the RG scheme except when a ¼ 2 where it is
classical Brownian motion.
Finally, let us look at a case with nonstationary increments. We
employ an earlier example, XðtÞ ¼ Bðet  1Þ where BðtÞ is a Brown-
ian motion. This process does not have a power law MSD and
therefore cannot be classified in that scheme. Further, it is not
self-similar. However, XðtÞ is 1-diffusive on the long time scale
and 1=2-diffusive on the short time scale [35] in our two-scale
RG classification.
7. Random renormalization group operators
In this section we introduce the concept of a random RG oper-
ator (RRGO) and look at scaling laws under this operator. We also
look at the use of Bayes theorem to determine the weighting used
in the scaling laws. What we will find is that scaling laws for the
RRGO are not simple power laws, but are a weighted average of
power laws. We begin the discussion by reviewing scaling laws
for the deterministic counterpart. Specifically, we look at the prob-
ability density, mean first passage times and finite-size Lyapunov
exponents for fixed points of a deterministic RG operator Lp;r . Recall
that the fixed points, XðtÞ, of Lp;r are the p-self-similar processes.
The fixed points obey simple scaling laws [36]:
1. Suppose the probability density, fX ðx; tÞ, for XðtÞ is known at
time t, then it is also known at any later time s
fX ðx; sÞ ¼ ½t=sp fX ð½t=sp x; tÞ: ð35Þ
2. The mean first passage time satisfies
hTðra; rbÞi ¼ r1=p hTða; bÞi: ð36Þ
3. The PDF, fT ðt; a; bÞ, of Tða; bÞ satisfies
fT ðt; ra; rbÞ ¼ r 1=p fT ðr 1=p t; a; bÞ: ð37Þ
4. The finite size Lyapunov exponent satisfies
ka ðrÞ ¼ r 1=p ka ð1Þ: ð38Þ
These scaling laws are appealing because of their simplicity. Unfor-
tunately many physical stochastic processes are not fixed points of
Lp;r . To get around this problem we introduced a random renormal-
ization group operator, RRGO [36]. The RRGO is defined by
 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214 213

LP;r XðtÞ ¼ XðrtÞ=r P ; ð39Þ L1=4;r and L1=2;r get the short and long asymptotes correct, but neither
gets both correct. The RRGO performs well at both extremes with
where P is a positive random variable that may be dependent on
some error on the short end.
XðtÞ. We have shown [36] that the RRGO’s form a group. The Lp;r
To summarize this section, the fixed points of the deterministic
operators are a special case of LP;r where fP ðpÞ, the PDF for P, is a del-
Lp;r are special cases of the fixed points of the RRGO LP;r . Scaling
ta function centered at p. We can interpret the general LP;r operator
laws for LP;r were presented and shown to be a significant general-
as being one where there is some distribution of self-similarity
ization of their deterministic counterparts. Most importantly, the
which can be described in terms of a probability density for the
RRGOs do not require knowledge of the appropriate value of the
self-similarity index.
self-similarity index. Instead, data may be assimilated from exper-
If XðtÞ is a fixed point of LP;r , then the following scaling laws [36]
iments or simulations via Bayes’ theorem to determine a probabil-
hold. (A fixed point of LP;r is a process XðtÞ such that
ity density for the random self-similarity index. Once fP ðpÞ is
Lp;r XðtjP ¼ pÞ  XðtjP ¼ pÞ, i.e. if after conditioning on P ¼ p; XðtÞ
determined, then so is LP;r and hence scaling laws can be applied.
is a fixed point of Lp;r .)
R 1 s
p  s
p 
1. fX ðx; tÞ ¼ 0 t
fX t x; sjP ¼ p fP ðpÞdp. 8. Discussion
R 1
1=p  r0
1=p 
2. fT ðt; ra; rbÞ ¼ 0 rr0 fT r t; r 0 a; r0 bjP ¼ p fP ðpÞdp. We reviewed and consolidated our recent efforts on upscaling
R 1 h i1=p
3. hTðra; rbÞi ¼ 0 rr0 hTðr 0 a; r0 bÞjP ¼ pifP ðpÞdp. via renormalization groups and central limit theorems. We began
 1 with an example from atmospheric dynamics and showed how
R 1 h i1=p Richardson scaling of dispersive mixing could be obtained if one
4. ka ðrÞ ¼ 0 rr0 ka ðr 0 jP ¼ pÞ1 fP ðpÞdp .
were to model the velocity (not position or force) as a Brownian
In part (4) LP;r is a suitable RRGO for the trajectory given by the dif- process. This example was then generalized, in the spirit of Man-
ference of two particles. When fP ðqÞ ¼ dðp  qÞ, these results reduce delbrot’s intermittency, by letting the velocity be a stable Lévy pro-
to their deterministic counterparts. cess. Subsequently we switched to a three-scale isotropic porous
In practice it may be difficult to determine the probability den- medium example with fractal meso-scale. Central limit theorems
sity for P for which LP;r XðtÞ ¼ XðtÞ. One way to attack this problem were derived and then employed to perform the upscaling. The
is via Bayes Theorem [18]. Bayes’ theorem uses a ‘‘prior’’ distribu- apparent Fokker–Planck equation had a time dependent dispersion
tion for the self-similarity index, combined with experimental data coefficient with fractional spatial derivatives and classical time
to determine an improved ‘‘posterior’’ distribution for the self-sim- derivatives. The generalization to anisotropic media is similar ex-
ilarity index. The posterior distribution is used to define the RRGO. cept the order of the spatial fractional derivatives varies with
In practice the prior distribution for the similarity index comes direction and the dispersion coefficient is a second-order tensor.
from the physics of a given process. We also provided a tool, the finite size Lyapunov exponent, to ob-
Consider the following canonical example: tain the stability constant for a Lévy motion.
Suppose that we wish to upscale the mean first passage time for We then changed directions slightly, and provided some exam-
a Lagrangian particle with trajectory XðtÞ. Assume that we know ples to illustrate how the classical method of characterizing diffu-
fX ðsÞ, the prior distribution for the similarity index, fP ðpÞ; hTða; bÞi, sive processes by their MSD is inadequate. Specifically, we
and that hTða; bÞi is the order of s. Further, assume we know the introduced Brownian motion, Bm-nlc, and fractional Brownian mo-
positions, xi , of a series of independent trajectories at time t. From tion, fBm-nlc, run with nonlinear clocks. Running a stochastic pro-
this information we can generate a posterior density for the simi- cess with a nonlinear clock is novel and allows one to generate
larity index via Bayes’ theorem and apply it to generate the RRGO many counter examples to the standard dogma that exists on dif-
to scale from s to t: fusions. We constructed an uncountable number of processes with
MSD  t1 that were not Brownian and we went onto show how
Qn s
p  s
p 
  i¼1 t fX t
xi ; s fP ðpÞ you can construct processes with arbitrary, but known, fractal
fP pjfX i ðtÞ ¼ xi gni¼1 ¼ Q R 1
p 
p  : ð40Þ dimension and independent MSD. These examples illustrate the
n s f s x ; s f ðpÞdp
i¼1 0 t X t i P limitations in the MSD classification scheme.

The right hand side of this equation is written entirely with known
information, while the left hand side is the posterior PDF for the
self-similarity index. By incorporating data for different values of
s and t, it is possible to scale processes that have evolving self-sim-
ilarity. When there is no obvious self-similarity this technique is
still able to upscale the four quantities mentioned earlier.
Consider the following example of a subdiffusive process trans-
forming into a classical diffusive process:
Let X 1=4 ðtÞ ¼ B1=4 ðtÞ þ BðtÞ where BH ðtÞ is an fBm with Hurst
parameter H ¼ 1=4 and BðtÞ is a Brownian motion. We chose the
prior distribution for fP ðpÞ to be uniform on ½1=4; 1=2 because the
fBm is 1=4-self-similar on the short time scale and the Brownian mo-
tion is 1=2-self-similar on the long time scale. We set s ¼ 1, and let
fX ðx; s ¼ 1Þ be equal to the probability density function of a normal
distribution with mean zero and variance two. To obtain the poster-
ior distribution for the self-similarity index density associated with
the transition from s ¼ 1 to some later time t, we applied the Bayes-
ian result, Eq. 40, using 100 positions of independent particles gen- Fig. 1. Scaling behavior of the mean first passage time for X 1=4 ðtÞ ¼ B1=4 ðtÞ þ BðtÞ.
The ‘+’ symbols represent data from direct computations of the mean first passage
erated by XðtÞ. Fig. 1 presents the results of our experiment. The time. The ‘o’ symbols are scaled from hTð1; 1Þi using the RRGO scaling law. The solid
figure makes a comparison between mean first passage times at and dashed lines are scaled using the the renormalization groups R1=2;r and R1=4;r
time t; hTðr; rÞi, using LP;r ; L1=2;r and L1=4;r . As expected the RGOs respectively. Adapted from [35].
214 J.H. Cushman et al. / Advances in Water Resources 62 (2013) 207–214
A single scale renormalization group scheme for classifying dif-
fusive processes was discussed. The fundamental RGO operates on
increments of the process. It was shown how the flaws with the
MSD method are eliminated when using this novel classification
scheme. Subsequently, we introduced a two-scale renormalization
group scheme by employing long and short term RGOs in continu-
ous time.
An important hydrology example that was discussed in detail is
where there is an ergodic spatially-variable drift velocity with
Brownian dispersion. This process is 1=2-diffusive on the short
time scale and 1-diffusive on the long time scale, i.e., it looks clas-
sical on the short time scale where dispersion dominates and it
looks super-diffusive on the long time scale where the advective
velocity dominates.
In the final section we introduced the concept of a random RGO.
This is a powerful tool because it allows Bayesian conditioning on
data. That is, since we often do not know the similarity index P that
generates the RRGO we can guess its density initially and then
adaptively update our guess for the distribution. The result is not
the classical power-law scaling but rather a weighted average of
power-laws. A complete description of four scaling laws was pre-
sented and applied to a process that starts out as subdiffusive
and ends up superdiffusive in the long time asymptote.
Acknowledgments
The authors thank NSF for supporting this research under
Grants CMG-0934806 and EAR-0838224.
References
[1] Benson DA, Schumer R, Meerschaert MM, Wheatcraft SW. Fractional
dispersion, Lévy motion, and the made tracer tests. Transp Porous Media
2001;42:211–40.
[2] Benson DA, Wheatcraft SW, Meerschaert MM. Application of a fractional
advection-dispersion equation. Water Resour Res 2000;36:1403–12.
[3] Berkowitz B, Cortis A, Dentz M, Scher H. Modeling non-Fickian transport in
geological formations as a continuous time random walk. Rev Geophys
2006;44:1–49.
[4] Berkowitz B, Scher H. Anomalous transport in random fracture networks. Phys
Rev Lett 1997;79:4038–41.
[5] Bhattacharya R, Gupta VK. Application of central limit theorems to solute
dispersion in saturated porous media: From kinetic to field scales. In: Cushman
JH, editor. Dynamics of fluids in hierarchical porous media. London: Kluwer
Academic; 1990. p. 61–95.
[6] Calvo I, Cuchi JC, Esteve JG, Falceto F. Generalized central limit theorem and
renormalization group. J Stat Phys 2010;141:409–21.
[7] Cartea Á, del Castillo-Negrete D. Fluid limit of the continuous-time random
walk with general Lévy jump distribution functions. Phys Rev E
2007;76:041105.
[8] Cushman JH, Ginn TR. Nonlocal dispersion in media with continuously
evolving scales of heterogeneity. Transp Porous Media 1993;13:123–38.
[9] Cushman JH, Ginn TR. Fractional advection-dispersion equation: a classical
mass balance with convolution-Fickian flux. Water Resour Res
2000;36:3763–6.
[10] Cushman JH, Hu X, Ginn TR. Nonequilibrium statistical mechanics of
preasymptotic dispersion. J Stat Phys 1994;75:859–78.
[11] Cushman JH, Park M, Kleinfelter N, Moroni M. Superdiffusion via Lévy
lagrangian velocity processes. Geophys Res Lett 2005;32:L19816.
[12] Cushman JH, Park M, O’Malley D. Chaotic dynamics of super-diffusion
revisited. Geophys Res Lett 2009;36:L08812.
[13] Dagan G, Neuman SP. Subsurface flow and transport: a stochastic
approach. Cambridge University Press; 2005.
[14] Deng Z, Bengtsson L, Singh VP. Parameter estimation for fractional dispersion
model for rivers. Environ Fluid Mech 2006;6:451–75.
[15] Dentz M, Bolster D. Distribution-versus correlation-induced anomalous
transport in quenched random velocity fields. Phys Rev Lett
2010;105:244301. http://dx.doi.org/10.1103/PhysRevLett.105.244301.
Available from: <http://link.aps.org/doi/10.1103/PhysRevLett.105.244301>.
[16] Dentz M, Cortis A, Scher H, Berkowitz B. Time behavior of solute transport in
heterogeneous media: transition from anomalous to normal transport. Adv
Water Res 2004;27:155–73.
[17] Haggerty R, McKenna SA, Meigs LC. On the late-time behavior of tracer test
breakthrough curves. Water Resour Res 2000;36:3467–79.
[18] Hoel PG, Port SC, Stone CJ. Introduction to probability
theory. Boston: Houghton Mifflin; 1971.
[19] Jona-Lasinio G. Renormalization group and probability theory. Phys Rep
2001;352:439–58.
[20] Kang PK, Dentz M, LeBorgne T, Juanes R. Spatial markov model of anomalous
transport through random lattice networks. Phys Rev Lett 2011;107:180602.
[21] Klafter J, Blumen A, Shlesinger M. Stochastic pathway to anomalous diffusion.
Phys Rev A 1987;35:3081.
[22] Kleinfelter N, Moroni M, Cushman JH. Application of the finite-size Lyapunov
exponent to particle tracking velocimetry in fluid mechanics experiments.
Phys Rev E 2005;72:056306.
[23] LeBorgne T, Dentz M, Carrera J. Lagrangian statistical model for transport in
highly heterogeneous velocity fields. Phys Rev Lett 2008;101:090601.
[24] Mainardi F. Fractional calculus and waves in linear viscoelasticity: an
introduction to mathematical models. Imperial College Press; 2010.
[25] Mandelbrot BB. Intermittent turbulence in self-similar cascades: divergence of
high moments and dimension of carrier. J Fluid Mech 1974;62:331–58.
[26] Meerschaert MM, Scheffler HP. Limit theorems for continuous time random
walks with infinite mean waiting times. J Appl Probab 2004;41:623–38.
[27] Meerschaert MM, Sikorskii A. Stochastic models for fractional calculus, vol.
43. de Gruyter; 2011.
[28] Metzler R, Klafter J. The random walk’s guide to anomalous diffusion: a
fractional dynamics approach. Phys Rep 2000;339:1–77.
[29] Montroll EW, Weiss GH. Random walks on lattices. II. J Math Phys 1965;6:167.
[30] Neuman SP. Universal scaling of hydraulic conductivities and dispersivities in
geologic media. Water Resour Res 1990;26:1749–58.
[31] Neuman SP. Eulerian–Lagrangian theory of transport in space-time
nonstationary velocity fields: exact nonlocal formalism by conditional
moments and weak approximation. Water Resour Res 1993;29:633–45.
[32] Neuman SP, Tartakovsky DM. Perspective on theories of non-Fickian transport
in heterogeneous media. Adv Water Resour 2009;32:670–80.
[33] O’Malley D, Cushman JH. Fractional Brownian motion run with a non-linear
clock. Phys Rev E 2010;82:032102.
[34] O’Malley D, Cushman JH. A renormalization group classification of
nonstationary and/or infinite second moment diffusive processes. J Stat Phys
2012. http://dx.doi.org/10.1007/s10955-012-0448-3.
[35] O’Malley D, Cushman JH. Two-scale renormalization-group classification of
diffusive processes. Phys Rev E 2012;86:011126.
[36] O’Malley D, Cushman JH. Random renormalization group operators applied to
stochastic dynamics. J Stat Phys 2012:1–8.
[37] O’Malley D, Cushman JH, Johnson G. Scaling laws for fractional Brownian
motion with power-law clock. J Stat Mech Theory Exp 2011;2011:L01001.
[38] Parashar R, Cushman JH. Finite-size Lyapunov exponent for Lévy processes.
Phys Rev E 2007;76:017201.
[39] Park M, Cushman JH. Operator-stable Lévy motions and renormalizing the
chaotic dynamics of microbes in anisotropic porous media. J Stat Mech Theory
Exp 2009;2009:P02039.
[40] Park M, Kleinfelter N, Cushman JH. Scaling laws and Fokker–Planck equations
for 3-dimensional porous media with fractal mesoscale. Multiscale Model
Simul 2005;4:1233–44.
[41] Piryatinska A, Saichev AI, Woyczynski WA. Models of anomalous diffusion: the
subdiffusive case. Phys A Stat Mech Appl 2005;349:375–420. http://
dx.doi.org/10.1016/j.physa.2004.11.003. Available from: <http://
www.sciencedirect.com/science/article/pii/S0378437104014098>.
[42] Richardson LF. Atmospheric diffusion shown on a distance-neighbour graph.
Proc R Soc Lond Ser A 1926;110:709–37.
[43] Samorodnitsky G, Taqqu MS. Stable non-Gaussian random processes:
stochastic models with infinite variance. New York: Chapman & Hall; 1994.
[44] Schumer R, Benson DA, Meerschaert MM, Baeumer B. Fractal mobile/immobile
solute transport. Water Resour Res 2003;39:1296.
[45] Taqqu MS. Fractional Brownian motion and long-range dependence. In:
Doukhan P, Oppenheim G, Taqqu MS, editors. Theory and applications of
long range dependence. Cambridge, MA: Birkhauser; 2003. p. 5–38.
[46] Tesfaye YG, Meerschaert MM, Anderson PL. Identification of periodic
autoregressive moving average models and their application to the modeling
of river flows. Water Resour Res 2006;42:W01419.
[47] Wheatcraft SW, Tyler SW. An explanation of scale-dependent dispersivity in
heterogeneous aquifers using concepts of fractal geometry. Water Resour Res
1988;24:566–78.
[48] Whitaker S. The method of volume averaging. Netherlands: Kluwer Academic;
1999.