Lévy meets Boltzmann: strange initial conditions for Brownian and fractional Fokker-Planck equations

DOI10.1016/S0378-4371(01)00472-1zbMath0979.82050OpenAlexW1987073841MaRDI QIDQ5951437

Joseph Klafter, Ralf Metzler

Publication date: 6 January 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00472-1

zbMATH Keywords

diffusionprobability density functionharmonic Ornstein-Uhlenbeck potential

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

Related Items (4)

Finite difference approximations for the fractional Fokker-Planck equation ⋮ A monotone finite volume method for time fractional Fokker-Planck equations ⋮ A high-order compact difference method for time fractional Fokker-Planck equations with variable coefficients ⋮ A new analysis of stability and convergence for finite difference schemes solving the time fractional Fokker-Planck equation

Cites Work

• Fractional kinetic equations: solutions and applications
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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