3

I am trying to understand whether a slightly modified version of the Fokker-Planck equation is suitable or not to study some subdiffusive processes.

The original Fokker-Planck equation can be written as:

$$\partial_t P(x,t)= D \left(\partial_x^2 - \partial_x \frac{F(x)}{k_b T} \right) P(x,t)$$

I am interested in processes where there is no external force, so it can be written as a regular diffusion equation:

$$\partial_t P(x,t)= D \partial_x^2 P(x,t)$$

The solution of this equation with initial condition $P(x,0)=\delta(x)$ is a Gaussian distribution:

$$P(x,t)=\frac{1}{\sqrt{4\pi D t}} e^{-x^2/(4Dt)}$$

I was wondering if I could adapt this reasoning to obtain the probability distribution of a free subdiffusive particle without having to use a fractional Fokker-Planck equation. Would it be licit to write the Fokker-Planck equation for a "subdiffusive" time $\tau=t^\alpha$ as

$$\partial_\tau P(x,\tau)= D \partial_x^2 P(x,\tau)$$

and obtain the PDF as a function of $\tau$? I would obtain in that case a PDF that looks like

$$P(x,t)=\frac{1}{\sqrt{4\pi D t^\alpha}} e^{-x^2/(4Dt^\alpha)}$$

In case this is valid, why is this method not commonly used? And in case it is not, why is my above reasoning not valid?

S -
  • 3,611
  • 2
  • 18
  • 38
  • It would be easier to answer your question if you provided more context (what processes you intend to study etc). – zhoraster Jul 19 '17 at 13:20
  • @zhoraster I want to study the movement of a free (no force) subdiffusive particle. I am interested in knowing if my above reasoning can be applied to any situation and in that case in which situation it would be valid. – S - Jul 20 '17 at 06:07
  • The formula for $P(x,t)$ means that fractional motion is a standard Brownian motion with rescaled time $t\to t^\alpha$. – Andrew Jul 21 '17 at 13:40
  • @Andrew Yes, I guess that that is a different way of asking the same question. Is subdiffusive motion under this conditions (no force) standard Brownian motion when considering the rescaled time instead of the original time? – S - Jul 24 '17 at 02:23

0 Answers0