Information Geometric Investigation of Solutions to the Fractional Fokker-Planck Equation
Journal article, 2020

A novel method for measuring distances between statistical states as represented by probability distribution functions (PDF) has been proposed, namely the information length. The information length enables the computation of the total number of statistically different states that a system evolves through in time. Anomalous transport can presumably be modeled fractional velocity derivatives and Langevin dynamics in a Fractional Fokker-Planck (FFP) approach. The numerical solutions or PDFs are found for varying degree of fractionality (alpha) of the stable Levy distribution as solutions to the FFP equation. Specifically, the information length of time-dependent PDFs for a given fractional index alpha is computed.

anomalous transport

information geometry

fractional Fokker-Planck equation

Author

Johan Anderson

Chalmers, Space, Earth and Environment

MATHEMATICS

2227-7390 (eISSN)

Vol. 8 5 668

Subject Categories

Probability Theory and Statistics

Mathematical Analysis

DOI

10.3390/MATH8050668

More information

Latest update

12/25/2020