Anomalous diffusion, solutions, and first passage time: Influence of diffusion coefficient

被引：38

作者：

Fa, KS ^{[1
]}

Lenzi, EK ^{[1
]}

机构：

[1] Univ Estadual Maringa, Dept Fis, BR-87020900 Maringa, Parana, Brazil

来源：

PHYSICAL REVIEW E | 2005年 / 71卷 / 01期

关键词：

D O I：

10.1103/PhysRevE.71.012101

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：

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the usual diffusion equation. We consider a space- and time-dependent diffusion coefficient and the presence of absorbing boundaries. We obtain analytical results for the probability distribution and the first passage time distribution for finite and semi-infinite intervals. In addition, we compare our results for the first passage time distribution with the one obtained by the usual diffusion equation with constant diffusion coefficient.

引用

页数：4

共 42 条

[1]

[Anonymous], 1988, INTRO THEORETICAL NE

[2] Fractional Fokker-Planck equation, solution, and application [J].

Barkai, E .

PHYSICAL REVIEW E, 2001, 63 (04)

[3] DIFFUSION IN A FIELD OF HOMOGENEOUS TURBULENCE .2. THE RELATIVE MOTION OF PARTICLES [J].

BATCHELOR, GK .

PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1952, 48 (02) :345-362

[4] Dispersive hole transport in poly(p-phenylene vinylene) [J].

Blom, PWM ;

Vissenberg, MCJM .

PHYSICAL REVIEW LETTERS, 1998, 80 (17) :3819-3822

[5] Relative dispersion in fully developed turbulence: The Richardson's law and intermittency corrections [J].

Boffetta, G ;

Sokolov, IM .

PHYSICAL REVIEW LETTERS, 2002, 88 (09) :4

[6] Power law diffusion coefficient and anomalous diffusion: Analysis of solutions and first passage time [J].

Fa, KS ;

Lenzi, EK .

PHYSICAL REVIEW E, 2003, 67 (06) :7

[7] CHAOS-INDUCED DIFFUSION - ANALOGS TO NONLINEAR FOKKER-PLANCK EQUATIONS [J].

FUJISAKA, H ;

GROSSMANN, S ;

THOMAE, S .

ZEITSCHRIFT FUR NATURFORSCHUNG SECTION A-A JOURNAL OF PHYSICAL SCIENCES, 1985, 40 (09) :867-873

[8]

Gardiner C. W, 1997, HDB STOCHASTIC METHO

[9] Fractal scales in a Schwarzschild atmosphere [J].

Glass, EN ;

Krisch, JP .

CLASSICAL AND QUANTUM GRAVITY, 2000, 17 (14) :2611-2620

[10]

Gradshteyn Izrail Solomonovich, 2014, Table of Integrals, Series, andProducts, VEighth

← 1 2 3 4 5 →