Fractional Fokker-Planck equation for Levy flights in nonhomogeneous environments

被引:27
|
作者
Srokowski, Tomasz [1 ]
机构
[1] Polish Acad Sci, Inst Nucl Phys, PL-31342 Krakow, Poland
来源
PHYSICAL REVIEW E | 2009年 / 79卷 / 04期
关键词
diffusion; Fokker-Planck equation; ANOMALOUS DIFFUSION; FORCE-FIELDS; MEDIA;
D O I
10.1103/PhysRevE.79.040104
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the Levy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary in the long-time limit and it represents the Levy process with a simple scaling. The solution for the drift term in the form lambda sgn(x) possesses two different scales which correspond to the Levy indexes mu and mu+1 (mu < 1). The former component of the solution prevails at large distances but it diminishes with time for a given x. The fractional moments, as a function of time, are calculated. They rise with time and the rate of this growth increases with lambda.
引用
收藏
页数:4
相关论文
共 50 条
  • [1] Levy anomalous diffusion and fractional Fokker-Planck equation
    Yanovsky, VV
    Chechkin, AV
    Schertzer, D
    Tur, AV
    PHYSICA A, 2000, 282 (1-2): : 13 - 34
  • [2] Derivation of the Fractional Fokker-Planck Equation for Stable Levy with Financial Applications
    Aljethi, Reem Abdullah
    Kilicman, Adem
    MATHEMATICS, 2023, 11 (05)
  • [3] Large lattice fractional Fokker-Planck equation
    Tarasov, Vasily E.
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2014,
  • [4] FRACTIONAL FOKKER-PLANCK EQUATION
    Tristani, Isabelle
    COMMUNICATIONS IN MATHEMATICAL SCIENCES, 2015, 13 (05) : 1243 - 1260
  • [5] Fractional Fokker-Planck Equation
    Baumann, Gerd
    Stenger, Frank
    MATHEMATICS, 2017, 5 (01):
  • [6] Levy stable distribution and space-fractional Fokker-Planck type equation
    Duan, Jun-Sheng
    Chaolu, Temuer
    Wang, Zhong
    Fu, Shou-Zhong
    JOURNAL OF KING SAUD UNIVERSITY SCIENCE, 2016, 28 (01) : 17 - 20
  • [7] Fokker-Planck equation for fractional systems
    Tarasov, Vasily E.
    INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2007, 21 (06): : 955 - 967
  • [8] Parameters of the fractional Fokker-Planck equation
    Denisov, S. I.
    Haenggi, P.
    Kantz, H.
    EPL, 2009, 85 (04)
  • [9] Finite difference approximations for the fractional Fokker-Planck equation
    Chen, S.
    Liu, F.
    Zhuang, P.
    Anh, V.
    APPLIED MATHEMATICAL MODELLING, 2009, 33 (01) : 256 - 273
  • [10] Fokker-Planck equation of the fractional Brownian motion
    Di Paola, M.
    Pirrotta, A.
    INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS, 2022, 147