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
  • [31] Collocation Finite Element Method for the Fractional Fokker-Planck Equation
    Karabenli, Hatice
    Esen, Alaattin
    Ucar, Yusuf
    INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, 2024, : 224 - 232
  • [32] A numerical algorithm for the space and time fractional Fokker-Planck equation
    Vanani, S. Karimi
    Aminataei, A.
    INTERNATIONAL JOURNAL OF NUMERICAL METHODS FOR HEAT & FLUID FLOW, 2012, 22 (08) : 1037 - 1052
  • [33] A Comparative Analysis of Fractional-Order Fokker-Planck Equation
    Mofarreh, Fatemah
    Khan, Asfandyar
    Shah, Rasool
    Abdeljabbar, Alrazi
    SYMMETRY-BASEL, 2023, 15 (02):
  • [34] A numerical approach to the generalized nonlinear fractional Fokker-Planck equation
    Zhao, Zhengang
    Li, Changpin
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2012, 64 (10) : 3075 - 3089
  • [35] On fractional approximations of the Fokker-Planck equation for energetic particle transport
    Tawfik, Ashraf M.
    EUROPEAN PHYSICAL JOURNAL PLUS, 2020, 135 (10)
  • [36] SUBDYNAMICS OF FINANCIAL DATA FROM FRACTIONAL FOKKER-PLANCK EQUATION
    Janczura, Joanna
    Wylomanska, Agnieszka
    ACTA PHYSICA POLONICA B, 2009, 40 (05): : 1341 - 1351
  • [37] INPAINTING WITH FOKKER-PLANCK EQUATION
    Ignat, Anca
    PROCEEDINGS OF THE ROMANIAN ACADEMY SERIES A-MATHEMATICS PHYSICS TECHNICAL SCIENCES INFORMATION SCIENCE, 2019, 20 (03): : 225 - 233
  • [38] Fractional Fokker-Planck equation approach for the interconversion between dielectric and mechanical measurements
    Garcia-Bernabe, A.
    Sanchis, M. J.
    Diaz-Calleja, R.
    del Castillo, L. F.
    JOURNAL OF APPLIED PHYSICS, 2009, 106 (01)
  • [39] Probability flow solution of the Fokker-Planck equation
    Boffi, Nicholas M.
    Vanden-Eijnden, Eric
    MACHINE LEARNING-SCIENCE AND TECHNOLOGY, 2023, 4 (03):
  • [40] Solution of the Fokker-Planck Equation with a Logarithmic Potential
    Dechant, A.
    Lutz, E.
    Barkai, E.
    Kessler, D. A.
    JOURNAL OF STATISTICAL PHYSICS, 2011, 145 (06) : 1524 - 1545