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
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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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