English

Time-changed Dirac-Fokker-Planck equations on the lattice

Mathematical Physics 2020-06-11 v2 Analysis of PDEs Functional Analysis math.MP Probability

Abstract

A time-changed discretization for the Dirac equation is proposed. More precisely, we consider a Dirac equation with discrete space and continuous time perturbed by a time-dependent diffusion term σ2Ht2H1\sigma^2Ht^{2H-1} that seamlessly describes a latticizing version of the time-changed Fokker-Planck equation carrying the Hurst parameter 0<H<10<H<1. Our model problem formulated on the space-time lattice Rh,αn×[0,)\mathbb{R}_{h,\alpha}^n\times [0,\infty) (h>0h>0 and 0<α<120<\alpha<\frac{1}{2}) preserves the main features of the Dirac-K\"ahler type discretization over the space-time lattice hZn×[0,)h\mathbb{Z}^n\times [0,\infty) in case of α,H0\alpha,H \rightarrow 0, and encompasses a regularization of Wilson's approach [Physical review D, 10(8), 2445, 1974] for values of HH in the range 0<H120<H\leq \frac{1}{2} (limit condition α12\alpha \rightarrow \frac{1}{2}). The main focus here is the representation of the solutions by means of discrete convolution formulae involving a kernel function encoded by (unnormalized) Hartman-Watson distributions -- ubiquitous on stochastic processes of Bessel type -- and the solutions of a semi-discrete equation of Klein-Gordon type. Namely, on our main construction the ansatz function Ψ^H(y)\widehat{\varPsi}_H(y) appearing on the discrete convolution representation may be rewritten as a Mellin convolution type integral involving the solutions Ψ(x,tp)\varPsi(x,t|p) of a semi-discrete equation of Klein-Gordon type and a L\'evy one-sided distribution LH(u)L_H(u) in disguise. Interesting enough, by employing Mellin-Barnes integral representations it turns out that the underlying solutions of Klein-Gordon type may be represented through generalized Wright functions of type  1Ψ1{~}_1\Psi_1, that converge uniformly in case that the quantity α+12\alpha+\frac{1}{2} may be regarded as an lower estimate for the Hurst parameter in the superdiffusive case (that is, if α+12H<1\alpha+\frac{1}{2}\leq H<1).

Keywords

Cite

@article{arxiv.1908.04661,
  title  = {Time-changed Dirac-Fokker-Planck equations on the lattice},
  author = {N. Faustino},
  journal= {arXiv preprint arXiv:1908.04661},
  year   = {2020}
}

Comments

26 pages, no figures. Subsections 3.1 and 4.3. were slightly reformulated during the revision of the manuscript

R2 v1 2026-06-23T10:46:22.164Z