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Fractional Fokker-Planck Equation in Time Variable and Oscillation of Cumulant Moments

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 Added by Naomichi Suzuki
 Publication date 2001
  fields
and research's language is English




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Fractional derivative in time variable is introduced into the Fokker-Planck equation of a population growth model. Its solution, the KNO scaling function, is transformed into the generating function for the multiplicity distribution. Formulas of the factorial moment and the $H_j$ moment are derived from the generating function, which reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. In our approach, oscillation of $H_j$ moment appears contrary to the case of the NBD. Calculated $H_j$ moments are compared with those given from the data in $pbar{p}$ collisions and in $e^+e^-$ collisions.

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77 - N.Suzuki , M.Biyajima 2000
The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its solution (the probability density function), the generating function (GF) for the corresponding probability distribution is derived. We consider the case when the GF reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. Formulas of the factorial moment and the $H_j$ moment are derived from the GF. The $H_j$ moment derived from the GF of the NBD decreases monotonously as the rank j increases. However, the $H_j$ moment derived in our approach oscillates, which is contrasted with the case of the NBD. Calculated $H_j$ moments are compared with those given from the data in $pbar{p}$ collisions and in $e^+e^-$ collisions.
147 - S. I. Denisov 2009
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability density.
127 - F. Le Vot , S. B. Yuste 2018
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation that relates the probability distribution function (pdf) of finding a particle at a given position and time to the single-step jump length and waiting time pdfs is provided. The equation takes the form of a generalized Fokker-Planck equation when the jump length pdf of the particle has a finite variance. This generalized equation becomes a fractional Fokker-Planck equation in the case of a heavy-tailed waiting time pdf. These equations allow us to study the relationship between expansion, diffusion and external force. We establish the conditions under which the dominant contribution to transport stems from the diffusive transport rather than from the drift due to the medium expansion. We find that anomalous diffusion processes under a constant external force in an expanding medium described by means of our continuous random walk model are not Galilei invariant, violate the generalized Einstein relation, and lead to propagators that are qualitatively different from the ones found in a static medium. Our results are supported by numerical simulations.
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $frac{partial}{partial t}P(x,t)=D frac{partial^{gamma}}{partial x^{gamma}}[P(x,t) ]^{ u}$. Exact time-dependent solutions are found for $ u = frac{2-gamma}{1+ gamma}$ ($-infty<gamma leq 2$). By considering the long-distance {it asymptotic} behavior of these solutions, a connection is established, namely $q=frac{gamma+3}{gamma+1}$ ($0<gamma le 2$), with the solutions optimizing the nonextensive entropy characterized by index $q$ . Interestingly enough, this relation coincides with the one already known for Levy-like superdiffusion (i.e., $ u=1$ and $0<gamma le 2$). Finally, for $(gamma, u)=(2, 0)$ we obtain $q=5/3$ which differs from the value $q=2$ corresponding to the $gamma=2$ solutions available in the literature ($ u<1$ porous medium equation), thus exhibiting nonuniform convergence.
In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved exactly using the convolution operator while the second one is solved approximately using a variational scheme that minimizes an energy functional with respect to a certain Kantorovich optimal transport cost functional. We prove the convergence of the scheme to a weak solution to FKFPE. As a by-product of our analysis, we also establish a variational formulation for a kinetic transport equation that is relevant in the second phase. Finally, we discuss some extensions of our analysis to more complex systems.
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