Henry, B. I. and 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). 17062-1-170602-4. ISSN 0031-9007
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Official URL: http://link.aps.org/doi/10.1103/PhysRevLett.105.170602
Identification Number or DOI: 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.
| Item Type: | Article (Commonwealth Reporting Category C) |
|---|---|
| Additional Information: | Accepted version deposited in accordance with the copyright policy of the publisher. |
| Uncontrolled Keywords: | fractional Fokker-Planck equation; anomalous subdiffusion; Langevin equation; differential equations |
| Fields of Research (FOR2008): | 01 Mathematical Sciences > 0104 Statistics > 010406 Stochastic Analysis and Modelling 01 Mathematical Sciences > 0101 Pure Mathematics > 010110 Partial Differential Equations 01 Mathematical Sciences > 0102 Applied Mathematics > 010204 Dynamical Systems in Applications |
| Subjects: | UNSPECIFIED |
| Socio-Economic Objective (SEO2008): | E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences |
| ID Code: | 8720 |
| Deposited By: | |
| Deposited On: | 15 Mar 2011 13:26 |
| Last Modified: | 22 Dec 2011 11:57 |
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