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

asymptotic anomaliesBoltzmann equilibriumdecay of probability distributionseigenfunction expansionsFokker-Planck equationinfinite covariant densitylogarithmic potentialsSchrödinger operator

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Markov semigroups and applications to diffusion processes (47D07) Infinitely divisible distributions; stable distributions (60E07) Diffusion processes (60J60) 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.

Review text

A diffusion of particles in one space dimension is considered, under the assumption that the forward drift of the process is a negative gradient of a logarithmic potential with \(\ln |x|\) large \(|x|\) asymptotics. A transformation of the Fokker-Planck into the Schrödinger operator is employed and eigenfunction expansions are used to obtain the ground state and thermal equilibrium (Boltzmann-type) probability density functions (pdfs) if they exist. The main focus of the paper is on so-called infinite covariant densities, which are formally associated with not square integrable (e.g., not normalizable) eigenfunctions. A decay is investigated of initial pdfs and their characteristics (like, e.g., moments) in the asymptotic large time regime. A supplementary material on thermal equilibrium target pdfs for analogous processes may be found in [\textit{P. Garbaczewski} and \textit{V. Stephanovich}, Open Syst. Inf. Dyn. 17, No. 3, 287--296 (2010; Zbl 1203.82043)].

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Cited in

(29)

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