Non-Linear Langevin and Fractional Fokker-Planck Equations for Anomalous Diffusion by Levy Stable Processes

Johan Anderson; Sara Moradi; Tariq Rafiq

doi:10.3390/e20100760

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arXiv · 1810.02606

Non-Linear Langevin and Fractional Fokker-Planck Equations for Anomalous Diffusion by Levy Stable Processes

Johan Anderson·Sara Moradi·Tariq Rafiq

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Abstract

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity derivatives and Langevin dynamics where Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space. Distribution functions are found using numerical means for varying degrees of fractionality of the stable Lévy distribution as solutions to the FFP equation. The~statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy and modified transport coefficient. The~transport coefficient significantly increases with decreasing fractality which is corroborated by analysis of experimental data.

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Johan Anderson, Sara Moradi, Tariq Rafiq. 2018-10-05. Non-Linear Langevin and Fractional Fokker-Planck Equations for Anomalous Diffusion by Levy Stable Processes. https://doi.org/10.3390/e20100760

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