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Variable order fractional Fokker–Planck equations derived from Continuous Time Random Walks

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  • Straka, Peter

Abstract

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent β(x)∈(0,1) varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker–Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of the “variable order” type with non-constant β(x).

Suggested Citation

  • Straka, Peter, 2018. "Variable order fractional Fokker–Planck equations derived from Continuous Time Random Walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 451-463.
    • Handle: RePEc:eee:phsmap:v:503:y:2018:i:c:p:451-463
    DOI: 10.1016/j.physa.2018.03.010
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    Cited by:

    1. Hidekazu Yoshioka & Kunihiko Hamagami & Haruka Tomobe, 2023. "A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-37, March.

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