Fractional Fokker-Planck dynamics:: Numerical algorithm and simulations

被引:93
作者
Heinsalu, E
Patriarca, M
Goychuk, I
Schmid, G
Hänggi, P
机构
[1] Univ Augsburg, Inst Phys, D-86135 Augsburg, Germany
[2] Univ Tartu, Inst Theoret Phys, EE-51010 Tartu, Estonia
来源
PHYSICAL REVIEW E | 2006年 / 73卷 / 04期
关键词
D O I
10.1103/PhysRevE.73.046133
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying continuous-time random walk. An efficient numerical algorithm is developed which is applicable for an arbitrary potential. This algorithm is then applied to investigate the fractional current and the corresponding nonlinear mobility in different washboard potentials. Normal and fractional diffusion are compared through their time evolution of the probability density in state space. Moreover, we discuss the stationary probability density of the fractional current values.
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页数:9
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