Residence time statistics for normal and fractional diffusion in a force field (Q2433941)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5068719
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Residence time statistics for normal and fractional diffusion in a force field |
scientific article; zbMATH DE number 5068719 |
Statements
Residence time statistics for normal and fractional diffusion in a force field (English)
0 references
31 October 2006
0 references
One considers the problem of occupation times for normal Brownian motion in an external fields which is analyzed by means of the backward Fokker-Planck equation, and then one considers the problem of a particle undergoing an anomalous diffusion process which involves a fractional Fokker-Planck equation. It is shown that the relation between occupation times and first passage time hold for both cases, even for the non-Markovian sub-diffusive case. Several examples are analyzed: weak ergodicity breaking, diffusion in an interval, diffusion with drift, and diffusion in an unstable force field.
0 references
Weak ergodicity breaking
0 references
fractional calculus
0 references
fractional Fokker-Planck equation
0 references
occupation time
0 references
0 references
0.7548637390136719
0 references
0.7354095578193665
0 references
0.7135190367698669
0 references
0.7104302048683167
0 references
