Solution of the Fokker-Planck equation with a logarithmic potential

DOI10.1007/S10955-011-0363-ZMaRDI QIDQ658500zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 12 January 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.0884

zbMATH Keywords

Fokker-Planck equationlogarithmic potentialseigenfunction expansionsasymptotic anomaliesBoltzmann equilibriumdecay of probability distributionsinfinite covariant densitySchrödinger operator

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does not fully describe the long time limit of this problem. Instead this limit is characterized by an infinite covariant density. This non-normalizable density yields the mean square displacement of the particles, which for a certain range of parameters exhibits anomalous diffusion. In a symmetric potential with an asymmetric initial condition, the average position decays anomalously slowly. This problem also has applications outside the thermal context, as in the diffusion of the momenta of atoms in optical molasses.

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Cited in

(27)

• Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum
• Selfsimilar diffusions
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• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Entropy of sharp restart
• Brownian fluctuations of a non-confining potential
• A sluggish random walk with subdiffusive spread
• Mean-field treatment of the many-body Fokker–Planck equation
• Weird Brownian motion
• Heat fluctuations in the logarithm-harmonic potential
• Pseudospectral solution of the Fokker-Planck equation with equilibrium bistable states: the eigenvalue spectrum and the approach to equilibrium
• Lévy transport in slab geometry of inhomogeneous media
• Surprise ballistic and scaling inverted dynamics of a system coupled to a Hamiltonian thermostat
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• Diffusion in asymptotically logarithmic potentials
• Infinite ergodicity that preserves the Lebesgue measure
• Extreme value statistics of positive recurrent centrally biased random walks
• A class of Fokker-Planck equations with logarithmic factors in diffusion and drift terms
• Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials
• The heat distribution in a logarithm potential
• Mean-performance of sharp restart I: statistical roadmap
• scientific article; zbMATH DE number 1799460 (Why is no real title available?)
• Diffusion in a class of exactly solvable non-harmonic potentials. Intrinsic effects induced by nonlinearities

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