Higher-order Fokker–Planck type equations and the first-passage times in bounded domains

S.I. Serdyukov

Physica A: Statistical Mechanics and its Applications, 2025, vol. 661, issue C

Abstract: We consider one-dimensional anomalous diffusion of free Brownian particle. A time-dependent probability density function for search process was obtained based on generalized normal distribution. It was shown that this function is a solution to a new family of higher-order Fokker–Planck type equations. Using higher-order equations, the mean exit time from interval was derived.

Keywords: Normal distribution; Generalized normal distribution; Shape parameter; Anomalous diffusion; Fokker–Planck equations (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:661:y:2025:i:c:s0378437125000433

DOI: 10.1016/j.physa.2025.130391

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