Fractional compound Poisson processes with multiple internal states

DOI10.1051/MMNP/2018001zbMATH Open1405.35189arXiv1703.03237OpenAlexW3103339800WikidataQ130025546 ScholiaQ130025546MaRDI QIDQ4615563FDOQ4615563

Authors: Weihua Deng, Pengbo Xu 

Publication date: 29 January 2019

Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)

Abstract: For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and functional distributions of the trajectories of particles; in particular, the equations governing the functional distribution of internal states are also obtained. The dynamics of the stochastic processes are analyzed and the applications, calculating the distribution of the first passage time and the distribution of the fraction of the occupation time, of the equations are given.

Full work available at URL: https://arxiv.org/abs/1703.03237

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zbMATH Keywords

first passage timegeneralized Fokker-Planck equationfractional compound Poisson processesgeneralized Feynman-Kac equationnon-repeat random walk

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Weyl theory and its generalizations for ordinary differential equations (34B20) Initial-boundary value problems for nonlinear higher-order PDEs (35G31)

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Cited In (10)

• Immersed finite element method for time fractional diffusion problems with discontinuous coefficients
• Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
• Feynman-Kac equation for Brownian non-Gaussian polymer diffusion
• Numerical scheme for the Fokker-Planck equations describing anomalous diffusions with two internal states
• A new collection of real world applications of fractional calculus in science and engineering
• Lévy walk with multiple internal states
• Numerical algorithm for the model describing anomalous diffusion in expanding media
• Numerical algorithm for the space-time fractional Fokker-Planck system with two internal states
• Anisotropic Nonlocal Diffusion Operators for Normal and Anomalous Dynamics
• Classification of stochastic processes by convolutional neural networks

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