Published January 2010 | Version v1
Journal article

Anomalous diffusion on finite intervals

  • 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/P01011

Additional 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