Related papers: Anomalous diffusion with absorption: Exact time-de…
We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth…
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…
A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…
The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…
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…
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…
We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…