Tsallis Relative Entropy and Anomalous Diffusion

نویسندگان

  • Janett Prehl
  • Christopher Essex
  • Karl-Heinz Hoffmann
چکیده

In this paper we utilize the Tsallis relative entropy, a generalization of the Kullback–Leibler entropy in the frame work of non-extensive thermodynamics to analyze the properties of anomalous diffusion processes. Anomalous (super-) diffusive behavior can be described by fractional diffusion equations, where the second order space derivative is extended to fractional order α ∈ (1, 2). They represent a bridging regime, where for α = 2 one obtains the diffusion equation and for α = 1 the (half) wave equation is given. These fractional diffusion equations are solved by so-called stable distributions, which exhibit heavy tails and skewness. In contrast to the Shannon or Tsallis entropy of these distributions, the Kullback and Tsallis relative entropy, relative to the pure diffusion case, induce a natural ordering of the stable distributions consistent with the ordering implied by the pure diffusion and wave limits.

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عنوان ژورنال:
  • Entropy

دوره 14  شماره 

صفحات  -

تاریخ انتشار 2012