Non-Markovian Fokker-Planck equation: Solutions and first passage time distribution

P. C. Assis, Jr., R. P. de Souza, P. C. da Silva, L. R. da Silva, L. S. Lucena, and E. K. Lenzi
Phys. Rev. E 73, 032101 – Published 2 March 2006
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Abstract

We investigate the solutions and first passage time distribution for an anomalous diffusion process governed by a generalized non-Markovian Fokker-Planck equation. In our analysis, we also consider the presence of external forces and absorbent (source) terms. In addition, we show that a rich class of diffusive processes, including normal and anomalous ones, can be obtained from the solutions found here.

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  • Received 13 November 2005

DOI:https://doi.org/10.1103/PhysRevE.73.032101

©2006 American Physical Society

Authors & Affiliations

P. C. Assis, Jr.1, R. P. de Souza2, P. C. da Silva1, L. R. da Silva1, L. S. Lucena1, and E. K. Lenzi3

  • 1International Center for Complex Systems and Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal-RN, Brazil
  • 2Departamento de Química, Universidade Estadual de Maringá, Av. Colombo 5790, 87020-900 Maringá-PR, Brazil
  • 3Departamento de Física, Universidade Estadual de Maringá, Av. Colombo 5790, 87020-900 Maringá-PR, Brazil

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Vol. 73, Iss. 3 — March 2006

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