IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v341y2004icp87-106.html
   My bibliography  Save this article

Fokker–Planck equation and subdiffusive fractional Fokker–Planck equation of bistable systems with sinks

Author

Listed:
  • Chow, C.W
  • Liu, K.L

Abstract

We study the dynamics of stochastic systems obeying the one-dimensional diffusive Fokker–Planck equation (FPE), as well as systems described by the subdiffusive fractional Fokker–Planck equation (SFFPE), with a confining potential U(x) and in the presence of delta-function sinks. For the one-sink and two-sink problems, we obtain exact expressions for the Laplace transform of the propagator P, and derive several asymptotic results for the survival probability Sp and the survival-time distribution f. The decay rate constants of the diffusive system are also analyzed. We apply our method to a bistable system with a quartic double-well potential, and calculate P, Sp and f of the corresponding FPE and SFFPE, for different strengths and positions of the sink(s). Finally, we derive asymptotic expressions of Sp and f for the subdiffusive system, which are valid for a general U(x) and a general sink distribution.

Suggested Citation

  • Chow, C.W & Liu, K.L, 2004. "Fokker–Planck equation and subdiffusive fractional Fokker–Planck equation of bistable systems with sinks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 341(C), pages 87-106.
    • Handle: RePEc:eee:phsmap:v:341:y:2004:i:c:p:87-106
    DOI: 10.1016/j.physa.2004.04.114
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437104005266
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2004.04.114?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:341:y:2004:i:c:p:87-106. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.