Equivalence of the fractional Fokker-Planck and subordinated Langevin equations

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• M. Magdziarz and A. Weron (Wroclaw University of Technology)
• Monday 10 November 2008, 10:30-11:30
• British Antarctic Survey, Room 330B.

If you have a question about this talk, please contact Christian Franzke.

Open to non-BAS; please contact Christian Franzke (chan1 (at) bas.ac.uk) if you would like to attend.

We introduce a Langevin-type approach to modeling of anomalous diffusion in time-dependent force fields. Using the subordination technique and the theory of Lévy processes, we construct rigorously a stochastic process, which is equivalent to the fractional Fokker-Planck equation with time-dependent force. Our model provides good physical insight through the trajectories. Moreover, it allows to study different anomalous diffusion processe both analytically and numerically. Moreover, the model can be easily extended to the general case of space-time dependent forces.

This talk is part of the British Antarctic Survey series.

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