Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion

DOI10.1088/1751-8121/ABA39COpenAlexW3041920824MaRDI QIDQ5870673FDOQ5870673

Authors: Sean D. Lawley 

Publication date: 23 January 2023

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

Full work available at URL: https://arxiv.org/abs/2004.14994

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• Distribution of extreme first passage times of diffusion
• Competition between slow and fast regimes for extreme first passage times of diffusion
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• First passage time distribution for anomalous diffusion
• Extreme first passage times of piecewise deterministic Markov processes

zbMATH Keywords

extreme value theoryfirst passage timefractional derivativesubdiffusionextreme statisticsfractional equationanomalous subdiffusion

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

• An introduction to statistical modeling of extreme values
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• A guide to first-passage processes
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• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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• Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
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• The narrow escape problem
• Time scale of diffusion in molecular and cellular biology
• An asymptotic analysis of the mean first passage time for narrow escape problems. II: The sphere
• Anomalous diffusion and the generalized Langevin equation
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• From the solutions of diffusion equation to the solutions of subdiffusive one
• Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
• Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
• A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3
• Distribution of extreme first passage times of diffusion
• Competition between slow and fast regimes for extreme first passage times of diffusion
• The effects of fast inactivation on conditional first passage times of mortal diffusive searchers

Cited In (8)

• Extreme first passage times of piecewise deterministic Markov processes
• Extreme statistics of anomalous subdiffusion following a fractional Fokker-Planck equation: Subdiffusion is faster than normal diffusion
• Feynman-Kac transform for anomalous processes
• Slowest first passage times, redundancy, and menopause timing
• Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion
• Extreme hitting probabilities for diffusion*
• Distribution of extreme first passage times of diffusion
• Competition between slow and fast regimes for extreme first passage times of diffusion

Uses Software

• Mathematica
• ismev

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