Higher-order Fokker–Planck type equations and the first-passage times in bounded domains

IF 2.8 3区物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-01-27 DOI:10.1016/j.physa.2025.130391

S.I. Serdyukov

引用次数: 0

Abstract

We consider one-dimensional anomalous diffusion of free Brownian particle. A time-dependent probability density function for search process was obtained based on generalized normal distribution. It was shown that this function is a solution to a new family of higher-order Fokker–Planck type equations. Using higher-order equations, the mean exit time from interval was derived.

查看原文本刊更多论文

求助全文

约1分钟内获得全文求助全文

来源期刊

Physica A: Statistical Mechanics and its Applications 物理-物理：综合

CiteScore

7.20

自引率

9.10%

发文量

852

审稿时长

6.6 months

期刊介绍： Physica A: Statistical Mechanics and its Applications Recognized by the European Physical Society Physica A publishes research in the field of statistical mechanics and its applications. Statistical mechanics sets out to explain the behaviour of macroscopic systems by studying the statistical properties of their microscopic constituents. Applications of the techniques of statistical mechanics are widespread, and include: applications to physical systems such as solids, liquids and gases; applications to chemical and biological systems (colloids, interfaces, complex fluids, polymers and biopolymers, cell physics); and other interdisciplinary applications to for instance biological, economical and sociological systems.