Fractional nonlinear diffusion equation and first passage time

Jun Wang, Wen-Jun Zhang, Jin-Rong Liang, Jian-Bin Xiao and Fu-Yao Ren

Physica A: Statistical Mechanics and its Applications, 2008, vol. 387, issue 4, 764-772

Abstract: We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with a space- and time-dependent diffusion coefficient subject to absorbing boundaries and the initial condition. We obtain explicit analytical expression for the probability distribution, the first passage time distribution, the mean first passage time, and the mean squared displacement corresponding to different time-dependent diffusion coefficient. In addition, we compare our results for the first passage time distribution and the mean first passage time with the one obtained by usual linear diffusion equation with time-dependent diffusion coefficient.

Keywords: Anomalous diffusion; Fractional nonlinear diffusion equation; First passage time (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:387:y:2008:i:4:p:764-772

DOI: 10.1016/j.physa.2007.10.021

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