Kramers' escape problem for fractional Klein-Kramers equation with tempered α-stable waiting times

被引:21
|
作者
Gajda, Janusz [1 ]
Magdziarz, Marcin [1 ]
机构
[1] Wroclaw Univ Technol, Hugo Steinhaus Ctr, Inst Math & Comp Sci, PL-50370 Wroclaw, Poland
来源
PHYSICAL REVIEW E | 2011年 / 84卷 / 02期
关键词
ANOMALOUS DIFFUSION; CONVERGENCE; DYNAMICS;
D O I
10.1103/PhysRevE.84.021137
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
In this paper we extend the subdiffusive Klein-Kramers model, in which the waiting times are modeled by the alpha-stable laws, to the case of waiting times belonging to the class of tempered alpha-stable distributions. We introduce a generalized version of the Klein-Kramers equation, in which the fractional Riemman-Liouville derivative is replaced with a more general integro-differential operator. This allows a transition from the initial subdiffusive character of motion to the standard diffusion for long times to be modeled. Taking advantage of the corresponding Langevin equation, we study some properties of the tempered dynamics, in particular, we approximate solutions of the tempered Klein-Kramers equation via Monte Carlo methods. Also, we study the distribution of the escape time from the potential well and compare it to the classical results in the Kramers escape theory. Finally, we derive the analytical formula for the first-passage-time distribution for the case of free particles. We show that the well-known Sparre Andersen scaling holds also for the tempered subdiffusion.
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页数:8
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