Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel

Trifce Sandev, Aleksei Chechkin, Holger Kantz, Ralf Metzler

    Research output: Contribution to journalArticleScientificpeer-review

    93 Citations (Scopus)

    Abstract

    We consider anomalous stochastic processes based on the renewal continuous time random walk model with different forms for the probability density of waiting times between individual jumps. In the corresponding continuum limit we derive the generalized diffusion and Fokker-Planck- Smoluchowski equations with the corresponding memory kernels. We calculate the qth order moments in the unbiased and biased cases, and demonstrate that the generalized Einstein relation for the considered dynamics remains valid. The relaxation of modes in the case of an external harmonic potential and the convergence of the mean squared displacement to the thermal plateau are analyzed.

    Original languageEnglish
    Pages (from-to)1006-1038
    Number of pages33
    JournalFractional Calculus and Applied Analysis
    Volume18
    Issue number4
    DOIs
    Publication statusPublished - 1 Aug 2015
    Publication typeA1 Journal article-refereed

    Keywords

    • anomalous diffusion
    • continuous time random walk (CTRW)
    • Fokker- Planck-Smoluchowski equation
    • Mittag-Leffler functions
    • multi-scaling

    Publication forum classification

    • Publication forum level 1

    ASJC Scopus subject areas

    • Analysis
    • Applied Mathematics

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