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Anomalous diffusion and the first passage time problem - MaRDI portal

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Anomalous diffusion and the first passage time problem

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Publication:6465789

DOI10.1103/PHYSREVE.62.120arXivcond-mat/0105267WikidataQ52071236 ScholiaQ52071236MaRDI QIDQ6465789

Author name not available (Why is that?)

Publication date: 14 May 2001

Abstract: We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in terms of Fox or H-functions when the diffusion has zero drift. (2) For the nonzero drift case we obtain an analytical expression for the Laplace transform of the FPT distribution. (3) We express the FPT distribution in terms of a power series for the case of two absorbing barriers. The known results for ordinary diffusion (Brownian motion) are obtained as special cases of our more general results.












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