Fractional Fokker-Planck Equations for Subdiffusion with Space- and Time-Dependent Forces

Abstract

We derive a fractional Fokker-Planck equation for subdiffusion in a general space- and time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.

Publication
Physical Review Letters. 105, 170602
Date