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Universality of stretched Gaussian asymptotic behaviour for the fractional Fokker–Planck equation in external force fields

Fu-Yao Ren1, Jin-Rong Liang2, Wei-Yuan Qiu1 and Yun Xu1

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We introduce a heterogeneous fractional Fokker–Planck equation (HFFPE) on heterogeneous fractal structure media describing systems involving external force fields. The HFFPE is shown to obey the generalized Einstein relation, and its stationary solution is the Boltzmann distribution. It is proven that the asymptotic shape of its solution is a stretched Gaussian and that its solution can be expressed in the form of a function of a dimensionless similarity variable for constant and generic potentials with polar singularity at origin.


PACS

05.45.Df Fractals

61.43.Hv Fractals; macroscopic aggregates (including diffusion-limited aggregates)

05.60.-k Transport processes

05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)

MSC

60G07 General theory of processes

60J60 Diffusion processes (See also 58J65)

28A80 Fractals (See also 37Fxx)

60G15 Gaussian processes

Subjects

Computational physics

Condensed matter: structural, mechanical & thermal

Statistical physics and nonlinear systems

Dates

Issue 27 (11 July 2003)

Received 28 January 2003, in final form 28 April 2003

Published 25 June 2003



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