Aging Feynman-Kac equation

DOI10.1088/1751-8121/AA9469zbMATH Open1390.60306arXiv1707.00915OpenAlexW2728410330MaRDI QIDQ4606136FDOQ4606136

Wanli Wang, Weihua Deng

Publication date: 1 March 2018

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: Aging, the process of growing old or maturing, is one of the most widely seen natural phenomena in the world. For the stochastic processes, sometimes the influence of aging can not be ignored. For example, in this paper, by analyzing the functional distribution of the trajectories of aging particles performing anomalous diffusion, we reveal that for the fraction of the occupation time $T_{+}/t$ of strong aging particles, $langle(T^{+}(t{)}^2)angle=frac12t^2$ with coefficient $frac12$, having no relation with the aging time $t_a$ and $alpha$ and being completely different from the case of weak (none) aging. In fact, we first build the models governing the corresponding functional distributions, i.e., the aging forward and backward Feynman-Kac equations; the above result is one of the applications of the models. Another application of the models is to solve the asymptotic behaviors of the distribution of the first passage time, $g(t_a,t)$. The striking discovery is that for weakly aging systems, $g(t_a,t)sim{t}_a^{fracalpha2}{t}^{-1-fracalpha2}$, while for strongly aging systems, $g(t_a,t)$ behaves as $t_a^{alpha-1}{t}^{-alpha}$.

Full work available at URL: https://arxiv.org/abs/1707.00915

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zbMATH Keywords

Feynman-Kac equationaging process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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Cited In (7)

• Feynman-Kac equation for Brownian non-Gaussian polymer diffusion
• Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach
• Aging properties of an anomalously diffusing particle
• Effects of the tempered aging and the corresponding Fokker-Planck equation
• Aging in particle systems
• Aging and renewal events in sporadically modulated systems
• Aging continuous time random walks with \(A \rightarrow B\) reaction

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