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The nonlinear diffusion equation $\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu$ is analyzed here, where $\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}$, and $d$,…

Statistical Mechanics · Physics 2009-10-31 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , L. C. Malacarne , R. S. Mendes , I. T. Pedron

We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…

Statistical Mechanics · Physics 2009-02-06 Mauro Bologna , Constantino Tsallis , Paolo Grigolini

The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…

Condensed Matter · Physics 2009-10-28 Constantino Tsallis , Dirk Jan Bukman

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

Statistical Mechanics · Physics 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis

We analyse a bidimensional nonlinear Fokker-Planck equation by considering an anisotropic case, whose diffusion coefficients are $D_x \propto |x|^{-\theta}$ and $D_y \propto |y|^{-\gamma}$ with $\theta, \gamma \in {\cal{R}}$. In this…

Nuclear Theory · Physics 2009-11-11 E. K. Lenzi , R. S. Mendes , L. C. Malacarne , L. R. da Silva

We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…

Statistical Mechanics · Physics 2015-05-19 Ran Guo , Jiulin Du

This paper intends on obtaining the explicit solution of $n$-dimensional anomalous diffusion equation in the infinite domain with non-zero initial condition and vanishing condition at infinity. It is shown that this equation can be derived…

Classical Analysis and ODEs · Mathematics 2020-09-23 Durdimurod Durdiev , Elina Shishkina , Sergei Sitnik

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…

Statistical Mechanics · Physics 2009-11-07 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…

Chaotic Dynamics · Physics 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…

Mathematical Physics · Physics 2022-05-03 S. Katagiri , Y. Matsuo , Y. Matsuoka , A. Sugamoto

The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…

Computational Physics · Physics 2019-11-12 Jie Yao , Cameron L. Williams , Fazle Hussain , Donald J. Kouri

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

Mathematical Physics · Physics 2012-01-12 Long-jin Lv , Jian-Bin Xiao , Lin Zhang

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…

Statistical Mechanics · Physics 2020-10-23 Sean D Lawley

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…

Statistical Mechanics · Physics 2009-10-31 G. Kaniadakis , G. Lapenta
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