Parameters of the fractional Fokker-Planck equation

被引：20

作者：

Denisov, S. I. ^{[1
,2
]}

Haenggi, P. ^{[3
]}

Kantz, H. ^{[1
]}

机构：

[1] Max Planck Inst Phys Komplexer Syst, D-01187 Dresden, Germany

[2] Sumy State Univ, Dept Phys, UA-40007 Sumy, Ukraine

[3] Univ Augsburg, Inst Phys, D-86135 Augsburg, Germany

来源：

EPL | 2009年 / 85卷 / 04期

关键词：

EXTERNAL FORCE-FIELDS; ANOMALOUS DIFFUSION; LEVY FLIGHTS; LANGEVIN;

D O I：

10.1209/0295-5075/85/40007

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability density. Copyright (C) EPLA, 2009

引用

页数：4

共 50 条

[1] Fractional Fokker-Planck equation
El-Wakil, SA
Zahran, MA
[J]. CHAOS SOLITONS & FRACTALS, 2000, 11 (05) : 791 - 798
[2] Fractional Fokker-Planck Equation
Baumann, Gerd
Stenger, Frank
[J]. MATHEMATICS, 2017, 5 (01):
[3] FRACTIONAL FOKKER-PLANCK EQUATION
Tristani, Isabelle
[J]. COMMUNICATIONS IN MATHEMATICAL SCIENCES, 2015, 13 (05) : 1243 - 1260
[4] Fokker-Planck equation and subdiffusive fractional Fokker-Planck equation of bistable systems with sinks
Chow, CW
Liu, KL
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2004, 341 : 87 - 106
[5] Fokker-Planck equation for fractional systems
Tarasov, Vasily E.
[J]. INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2007, 21 (06): : 955 - 967
[6] Fractional representation of Fokker-Planck equation
El-Wakil, SA
Zahran, MA
[J]. CHAOS SOLITONS & FRACTALS, 2001, 12 (10) : 1929 - 1935
[7] Local fractional Fokker-Planck equation
Kolwankar, KM
Gangal, AD
[J]. PHYSICAL REVIEW LETTERS, 1998, 80 (02) : 214 - 217
[8] Fractional Fokker-Planck equation for fractal media
Tarasov, VE
[J]. CHAOS, 2005, 15 (02)
[9] Stochastic stability of fractional Fokker-Planck equation
Zhang, Yutian
Chen, Feng
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2014, 410 : 35 - 42
[10] Fokker-Planck equation with fractional coordinate derivatives
Tarasov, Vasily E.
Zaslavsky, George M.
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2008, 387 (26) : 6505 - 6512

← 1 2 3 4 5 →