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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…

统计力学 · 物理学 2019-08-14 Sergei Fedotov , Daniel Han

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…

统计力学 · 物理学 2015-06-18 Tomasz Srokowski

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…

统计力学 · 物理学 2009-11-07 Govindan Rangarajan , Mingzhou Ding

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…

统计力学 · 物理学 2015-05-20 Wei Li , Alexandre Wang , Alain Le Mehaute

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…

混沌动力学 · 物理学 2009-10-31 V. V. Yanovsky , A. V. Chechkin , D. Schertzer , A. V. Tour

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…

统计力学 · 物理学 2011-08-15 A. A. Dubinova , S. A. Trigger

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…

偏微分方程分析 · 数学 2026-03-30 Giovanni Brigati , Guillaume Carlier , Jean Dolbeault

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…

偏微分方程分析 · 数学 2025-12-16 Kouta Araki , Masashi Mizuno

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…

统计力学 · 物理学 2015-05-13 S. Eule , R. Friedrich

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…

统计力学 · 物理学 2009-11-07 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

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…

数学物理 · 物理学 2022-05-03 S. Katagiri , Y. Matsuo , Y. Matsuoka , A. Sugamoto

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…

统计力学 · 物理学 2009-11-10 Freddy Bouchet , Thierry Dauxois

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.…

偏微分方程分析 · 数学 2023-08-01 Marvin Fritz

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…

统计力学 · 物理学 2018-10-17 F. Le Vot , S. B. Yuste

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…

统计力学 · 物理学 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

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…

统计力学 · 物理学 2009-09-08 S. A. Trigger

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…

统计力学 · 物理学 2015-05-18 S. A. Trigger

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…

统计力学 · 物理学 2010-05-27 David A. Kessler , Eli Barkai

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…

统计力学 · 物理学 2026-05-25 Hiroki Suyari

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…

统计力学 · 物理学 2011-11-15 Aleksander Stanislavsky , Karina Weron , Aleksander Weron