Fractional Fokker-Planck equation for Levy flights in nonhomogeneous environments

被引:26
|
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.
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