非马尔可夫福克-普朗克方程：解与首次通过时间分布
Non-Markovian Fokker-Planck equation: solutions and first passage time distribution.
作者信息
Assis P C, de Souza R P, da Silva P C, da Silva L R, Lucena L S, Lenzi E K
机构信息
International Center for Complex Systems and Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal-RN, Brazil.
出版信息
Phys Rev E Stat Nonlin Soft Matter Phys. 2006 Mar;73(3 Pt 1):032101. doi: 10.1103/PhysRevE.73.032101. Epub 2006 Mar 2.
We investigate the solutions and first passage time distribution for an anomalous diffusion process governed by a generalized non-Markovian Fokker-Planck equation. In our analysis, we also consider the presence of external forces and absorbent (source) terms. In addition, we show that a rich class of diffusive processes, including normal and anomalous ones, can be obtained from the solutions found here.
我们研究了由广义非马尔可夫福克-普朗克方程所描述的反常扩散过程的解以及首次通过时间分布。在我们的分析中，还考虑了外力和吸收（源）项的存在。此外，我们表明，这里找到的解可以得到包括正常和反常扩散过程在内的一大类扩散过程。
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