Computing the non-linear anomalous diffusion equation from first principles

Fuentes, Miguel A.; Caceres, Manuel O.

Abstract

We investigate asymptotically the occurrence of anomalous diffusion and its associated family of statistical evolution equations. Starting from a non-Markovian process a la Langevin we show that the mean probability distribution of the displacement of a particle follows a generalized non-linear Fokker-Planck equation. Thus we show that the anomalous behavior can be linked to a fast fluctuation process with memory from a microscopic dynamics level, and slow fluctuations of the dissipative variable. The general results can be applied to a wide range of physical systems that present a departure from the Brownian regime. (C) 2007 Elsevier B.V. All rights reserved.

Más información

Título según WOS: ID WOS:000253617400015 Not found in local WOS DB
Título de la Revista: Physics Letters A
Volumen: 372
Número: 8
Editorial: Elsevier
Fecha de publicación: 2008
Página de inicio: 1236
Página final: 1239
DOI:

10.1016/j.physleta.2007.09.020

Notas: ISI