Nonequilibrium statistical description of anomalous diffusion

K.g Wang and M Tokuyama

Physica A: Statistical Mechanics and its Applications, 1999, vol. 265, issue 3, 341-351

Abstract: In this paper, from the unifying viewpoint we will cover our recent work on the nonequilibrium statistical description of anomalous diffusion and application of this theory to explaining late experiment. We will study the motion of a particle under the influence of a random force modeled as Gaussian colored noise with arbitrary correlation and with/without external field. In the very general case, the generalized Langevin equation is presented. We obtain the variances of displacement, velocity and cross variance between displacement and velocity, their asymptotic and crossover behavior. The exact equations for the joint and marginal probability density functions, and their solutions are obtained. Finally the anomalous diffusion is described in the framework of nonequilibrium statistical mechanics. The experimental results (Skjeltorp et al., Phys. Rev. E 58 (1998) 4229) can well be explained by our theory presented in this paper.

Keywords: Anomalous diffusion; Generalized Langevin equation; Fokker-Planck equation (search for similar items in EconPapers)
Date: 1999
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S037843719800644X
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:265:y:1999:i:3:p:341-351

DOI: 10.1016/S0378-4371(98)00644-X

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().