Fractional transport equations for Lévy stable processes.
نویسنده
چکیده
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a system subjected to a Lévy stable random force. The corresponding classical transport equations for the Wigner function are then derived, both in the limits of weak and strong friction. These are fractional extensions of the Klein-Kramers and the Smoluchowski equations. It is shown that the fractional character acquired by the position in the Smoluchowski equation follows from the fractional character of the momentum in the Klein-Kramers equation. Connections among fractional transport equations recently proposed are clarified.
منابع مشابه
Lévy-Kolmogorov scaling of turbulence
The Kolmogorov scaling law of turbulences has been considered the most important theoretical breakthrough in the last century. It is an essential approach to analyze turbulence data present in meteorological, physical, chemical, biological and mechanical phenomena. One of its very fundamental assumptions is that turbulence is a stochastic Gaussian process in small scales. However, experiment da...
متن کاملSDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations
It is known that if a stochastic process is a solution to a classical Itô stochastic differential equation (SDE), then its transition probabilities satisfy in the weak sense the associated Cauchy problem for the forward Kolmogorov equation. The forward Kolmogorov equation is a parabolic partial differential equation with coefficients determined by the corresponding SDE. Stochastic processes whi...
متن کاملFront propagation in hyperbolic fractional reaction-diffusion equations.
From the continuous-time random walk scheme and assuming a Lévy waiting time distribution typical of subdiffusive transport processes, we study a hyperbolic reaction-diffusion equation involving time fractional derivatives. The linear speed selection of wave fronts in this equation is analyzed. When the reaction-diffusion dimensionless number and the fractional index satisfy a certain condition...
متن کاملContinuous Dependence Estimates for Nonlinear Fractional Convection-diffusion Equations
We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators that are generators of pure jump Lévy processes (e.g. the fractional Laplacian). As an application, we derive continuous dependence estimates on the nonlinea...
متن کاملMonte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation.
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Lévy alpha -stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Physical review letters
دوره 86 11 شماره
صفحات -
تاریخ انتشار 2001