First Passage Time Distribution for Anomalous Diffusion
نویسندگان
چکیده
We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time limit, is characterized by a universal power law. Contrasting this power law with the asymptotic FPT distribution from another type of anomalous diffusion exemplified by the fractional Brownian motion, we show that the two types of anomalous diffusions give rise to two distinct scaling behavior.
منابع مشابه
First passage times and asymmetry of DNA translocation.
Motivated by experiments in which single-stranded DNA with a short hairpin loop at one end undergoes unforced diffusion through a narrow pore, we study the first passage times for a particle, executing one-dimensional Brownian motion in an asymmetric sawtooth potential, to exit one of the boundaries. We consider the first passage times for the case of classical diffusion, characterized by a mea...
متن کاملFirst Passage Distributions for Long Memory Processes
We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced. For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift ca...
متن کاملMultifractal spectra of mean first-passage-time distributions in disordered chains.
The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic disorder are compared and our analysis clarifies the origin of the multifractality. The phenomenon is only present when the diffusion is anomalous.
متن کاملFirst Passage times of a Jump Diffusion Process
This paper studies the first passage times to flat boundaries for a double exponential jump diffusion process, which consists of a continuous part driven by a Brownian motion and a jump part with jump sizes having a double exponential distribution. Explicit solutions of the Laplace transforms, of both the distribution of the first passage times and the joint distribution of the process and its ...
متن کامل1 Distribution- Versus Correlation-Induced Anomalous Transport in Quenched Random Velocity Fields
2 We study mechanisms of anomalous transport in quenched random media. Broad disorder point distributions and strong disorder correlations cause anomalous transport and can lead to the same anomalous scaling laws for the mean and variance of the particle displacements. The respective mechanisms, however, are fundamentally different. This difference is reflected in the spatial particle densities...
متن کامل