Phys. Rev. Lett. 105, 170602 (2010) - Fractional Fokker-Planck Equations for Subdiffusion with Space- and Time-Dependent Forces

Fractional Fokker-Planck Equations for Subdiffusion with Space- and Time-Dependent Forces

B. I. Henry, T. A. M. Langlands, and P. Straka

Phys. Rev. Lett. 105, 170602 – Published 21 October 2010

Abstract

We derive a fractional Fokker-Planck equation for subdiffusion in a general space- and time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.

Received 8 March 2010

DOI:https://doi.org/10.1103/PhysRevLett.105.170602

© 2010 The American Physical Society

Authors & Affiliations

Department of Applied Mathematics, School of Mathematics and Statistics, University of New South Wales, Sydney NSW 2052, Australia

T. A. M. Langlands^†

Department of Mathematics and Computing, University of Southern Queensland, Toowoomba Queensland 4350, Australia

School of Mathematics and Statistics, University of New South Wales, Sydney NSW 2052, Australia

^*B.Henry@unsw.edu.au
^†t.langlands@usq.edu.au

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Issue

Vol. 105, Iss. 17 — 22 October 2010

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