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

DOI10.1016/S0378-4371(01)00472-1MaRDI QIDQ5951437zbMATH OpenOpenAlexFDO

Authors Ralf Metzler, Joseph Klafter

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

diffusionharmonic Ornstein-Uhlenbeck potentialprobability density function

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)

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• Regularisation of the Langevin equation in \(d=1\) by the fractional Brownian motion

Cites work

• Fractional kinetic equations: solutions and applications
• scientific article; zbMATH DE number 3667100 (Why is no real title available?)
• scientific article; zbMATH DE number 742629 (Why is no real title available?)
• scientific article; zbMATH DE number 3222431 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3090541 (Why is no real title available?)
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(5)

• 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
• A monotone finite volume method for time fractional Fokker-Planck equations
• Power levy motion. II: Evolution
• Finite difference approximations for the fractional Fokker-Planck equation

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