Generalized Brownian motion and anomalous diffusion

MaRDI QIDQ2778011zbMATH OpenFDO

Authors G. Kaniadakis, Piero Quarati, Antonio M. Scarfone

Publication date 15 December 2002

Published in Rivista di Matematica della Università di Parma. Serie 6 (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Review text

There are several physical phenomena, where the equilibrium distribution deviates from the Boltzmann-Gibbs statistics. For some of them \textit{C. Tsallis} introduced a nonextensive generalization [J. Stat. Phys. 52, 479-487 (1988; Zbl 1082.82501)]. After a short survey of this theory the authors consider a microscopic process described by a Langevin equation with multiplicative noise. For the corresponding macroscopic Fokker-Planck equation they obtain a class of solutions with time-dependent Tsallis distributions.

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Cited in

(16)

• Anomalous diffusion derived from generalized thermodynamic theory
• Tsallis distributions, Lévy walks and correlated-type anomalous diffusion result from state-dependent diffusion
• Normal and anomalous diffusion of Brownian particles on disordered potentials
• The Langevin and Fokker-Planck equations in the framework of a generalized statistical mechanics
• Itō-Langevin equations within generalized thermostatistics
• Boundedness vs unboundedness of a noise linked to Tsallis q-statistics: the role of the overdamped approximation
• Generalized Ornstein-Uhlenbeck processes
• Tsallis relative entropy and anomalous diffusion
• Multiplicative noise: A mechanism leading to nonextensive statistical mechanics
• scientific article; zbMATH DE number 806774 (Why is no real title available?)
• scientific article; zbMATH DE number 6790598 (Why is no real title available?)
• Computing the non-linear anomalous diffusion equation from first principles
• STATISTICAL APPROACH TO NON-FICKIAN DIFFUSION
• On the Einstein-Smoluchowski relation in the framework of generalized statistical mechanics
• Loewner time conversion for q-generalized stochastic dynamics
• Nonextensive statistical mechanics, anomalous diffusion and central limit theorems

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