Anomalous diffusion on finite intervals
Creators
- 1. Marian Smoluchowski Institute of Physics, and Mark Kac Center for Complex Systems Research, Jagellonian University, Ulica Reymonta 4, 30-059 Kraków (Poland)
Description
We study the properties of anomalous diffusion on finite intervals. The process studied due to the presence of trapping events and long jumps is described by a double-fractional (time and space) Fokker–Planck equation. The properties of the overall process are affected not only by long waiting times and long jumps but also by boundaries. Special attention is given to the examination of the survival probability and the first-passage-time density. Using analytical arguments and numerical methods, we show that the asymptotic form of the survival probability is determined by the trapping process. For a special choice of parameters, we compare numerical results with theoretical formulae, demonstrating that numerical solutions constructed by subordination methods reconstruct known analytical results very well. Finally, we show that the power-law distribution of waiting times is responsible for the divergence of the mean first-passage time even for a power-law distribution of jump lengths
Availability note (English)
Available from http://dx.doi.org/10.1088/1742-5468/2010/01/P01011Additional details
Identifiers
- DOI
- 10.1088/1742-5468/2010/01/P01011;
- PII
- S1742-5468(10)40146-6;
Publishing Information
- Journal Title
- Journal of Statistical Mechanics
- Journal Volume
- 2010
- Journal Issue
- 01
- Journal Page Range
- [12 p.]
- ISSN
- 1742-5468
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 45037735
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- ASYMPTOTIC SOLUTIONS; FOKKER-PLANCK EQUATION; LENGTH; NUMERICAL SOLUTION; PROBABILITY; SPACE; TRAPPING
- Descriptors DEC
- DIFFERENTIAL EQUATIONS; DIMENSIONS; EQUATIONS; MATHEMATICAL SOLUTIONS; PARTIAL DIFFERENTIAL EQUATIONS