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 language | English |
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Pages (from-to) | 1006-1038 |
Number of pages | 33 |
Journal | Fractional Calculus and Applied Analysis |
Volume | 18 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Aug 2015 |
Publication type | A1 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