Fokker Planck equation fractions

ANOMALOUS STOCHASTIC PROCESSES IN THE FRACTIONAL DYNAMICS FRAMEWORK FOKKER-PLANCK EQUATION, DISPERSIVE TRANSPORT, AND NON-EXPONENTIAL RELAXATION... 

C. Boundary Value Problems for the Fractional Diffusion Equation HI. The Fractional Fokker-Planck Equation... 

If an external force field acts on the random walker, it has been shown [58, 59] that in the diffusion limit, this broad waiting time process is governed by the fractional Fokker-Planck equation (FFPE) [60]... 

In the limit a —> 1, the Riemann-Liouville fractional integral oD a reduces to an ordinary integration so that lim i oL>,1- = JjJodr becomes the identity operator that is, Eqs. (15) and (19) simplify to the standard diffusion and Fokker-Planck equations, respectively. 

For systems that exhibit slow anomalous transport, the incorporation of external fields is in complete analogy to the existing Brownian framework which itself is included in the fractional formulation for the limit a —> 1 The FFPE (19) combines the linear competition of drift and diffusion of the classical Fokker-Planck equation with the prevalence of a new relaxation pattern. As we are going to show, also the solution methods for fractional equations are similar to the known methods from standard partial differential equations. However, the temporal behavior of systems ruled by fractional dynamics mirrors the self-similar nature of its nonlocal formulation, manifested in the Mittag-Leffler pattern dominating the system equilibration. 

In the usual derivations of the Klein-Kramers equation, the moments of the velocity increments, Eq. (68), are taken as expansion coefficients in the Chapman-Kolmogorov equation [9]. Generalizations of this procedure start off with the assumption of a memory integral in the Langevin equation to finally produce a Fokker-Planck equation with time-dependent coefficients [67]. We are now going to describe an alternative approach based on the Langevin equation (67) which leads to a fractional IGein-Kramers equation— that is, a temporally nonlocal behavior. 

Equation (71) reduces to the telegrapher s-type equation found in the Brownian limit a = 1 [115]. In the usual high-friction or long-time limit, one recovers the fractional Fokker-Planck equation (19). The generalized friction and diffusion coefficients in Eq. (19) are defined by [75]... 

Chapter 8 by W. T. Coffey, Y. P. Kalmykov, and S. V. Titov, entitled Fractional Rotational Diffusion and Anomalous Dielectric Relaxation in Dipole Systems, provides an introduction to the theory of fractional rotational Brownian motion and microscopic models for dielectric relaxation in disordered systems. The authors indicate how anomalous relaxation has its origins in anomalous diffusion and that a physical explanation of anomalous diffusion may be given via the continuous time random walk model. It is demonstrated how this model may be used to justify the fractional diffusion equation. In particular, the Debye theory of dielectric relaxation of an assembly of polar molecules is reformulated using a fractional noninertial Fokker-Planck equation for the purpose of extending that theory to explain anomalous dielectric relaxation. Thus, the authors show how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended via the continuous-time random walk to yield the empirical Cole-Cole, Cole-Davidson, and Havriliak-Negami equations of anomalous dielectric relaxation from a microscopic model based on a... 

Risken, Vollmer, and Mdrsch studied the Kramers equation, that is, the Fokker-Planck equation (1.9), by expanding the distribution function p(x, o /) in Hermitian polynomials (velocity part) and in another complete set satisfying boundary conditions (position part). The Laplace transform of the initial value problem was obtained in terms of continued fractions. An inverse friction expansion of the matrix continued fraction was then used to show that the first Hermitian expansion coefficient may be determined by a generalized Smoluchowski equation. This provides results correcting the standard Smoluchowski equation with terms of increasing power in 1/y. They evaluated explicit expressions up to order y . ... 

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