ANOMALOUS TRANSPORT AND STOCHASTIC-PROCESSES

The relation between kinetic transport theory and theory of stochastic processes is reviewed. The Langevin equation formalism provides impor tant, but rather limited information about diffusive processes. A quit e promising new approach to modelling complex situations, such as tran sport in incompletely destroyed magnetic surfaces, is provided by the theory of Continuous Time Random Walks (CTRW), which is presented in s ome detail. An academic test problem is discussed in great detail: tra nsport of particles in a fluctuating magnetic held, in the limit of in finite perpendicular correlation length. The well-known subdiffusive b ehaviour of the Mean Square Displacement (MSD), proportional to t(1/2) , is recovered by a CTRW, but the complete density profile is not. How ever, the quasilinear approximation of the kinetic equation has the fo rm of a non-markovian diffusion equation and can thus be generated by a CTRW.