From continuous time random walks to the fractional Fokker-Planck equation

被引：651

作者：

Barkai, E

Metzler, R

Klafter, J

机构：

[1] MIT, Dept Chem, Cambridge, MA 02139 USA

[2] MIT, Ctr Mat Sci & Engn, Cambridge, MA 02139 USA

[3] Tel Aviv Univ, Sch Chem, IL-69978 Tel Aviv, Israel

来源：

PHYSICAL REVIEW E | 2000年 / 61卷 / 01期

关键词：

D O I：

10.1103/PhysRevE.61.132

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：

We generalize the continuous time random walk (CTRW) to include the effect of space dependent jump probabilities. When the mean waiting time diverges we derive a fractional Fokker-Planck equation (FFPE). This equation describes anomalous diffusion in an external force field and close to thermal equilibrium. We discuss the domain of validity of the fractional kinetic equation. For the force free case we compare between the CTRW solution and that of the FFPE.

引用

页码：132 / 138

页数：7

共 39 条

[1]

[Anonymous], 1986, HDB STOCHASTIC METHO

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