Fractional Fokker-Planck equations for subdiffusion with space-and time-dependent forces

Article


Henry, B. I., Langlands, T. A. M. and Straka, P.. 2010. "Fractional Fokker-Planck equations for subdiffusion with space-and time-dependent forces." Physical Review Letters. 105 (17), pp. 17062-1-170602-4. https://doi.org/10.1103/PhysRevLett.105.170602
Article Title

Fractional Fokker-Planck equations for subdiffusion with space-and time-dependent forces

ERA Journal ID1019
Article CategoryArticle
AuthorsHenry, B. I. (Author), Langlands, T. A. M. (Author) and Straka, P. (Author)
Journal TitlePhysical Review Letters
Journal Citation105 (17), pp. 17062-1-170602-4
Number of Pages4
Year2010
Place of PublicationUnited States
ISSN0031-9007
1079-7114
1092-0145
Digital Object Identifier (DOI)https://doi.org/10.1103/PhysRevLett.105.170602
Web Address (URL)http://link.aps.org/doi/10.1103/PhysRevLett.105.170602
Abstract

We derive a fractional Fokker-Planck equation for subdiffusion in a general space- and time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.

Keywordsfractional Fokker-Planck equation; anomalous subdiffusion; Langevin equation; differential equations
Contains Sensitive ContentDoes not contain sensitive content
ANZSRC Field of Research 2020490510. Stochastic analysis and modelling
490410. Partial differential equations
490105. Dynamical systems in applications
Public Notes

File reproduced in accordance with the copyright policy of the publisher/author.

Byline AffiliationsUniversity of New South Wales
Department of Mathematics and Computing
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