Anomalous diffusion by the fractional Fokker-Planck equation and Levy stable processes
Kapitel i bok, 2018

The work presented here is a review of current developments in modelling
anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives
and Langevin dynamics where L´evy fluctuations are introduced to model the
effect of non-local transport due to fractional diffusion in velocity space. Distribution
functions are found using numerical means for varying degree of fractionality of the
stable L´evy distribution as solutions to the Fokker-Planck equation and is compared
to results from Langevin simulations. The statistical properties of the distribution
functions are assessed by a generalized normalized expectation measure and entropy
in terms of Tsallis statistical mechanics.

Tsallis entropy

Non-local theory

Fractional Fokker-Plank Equation.

L´evy noise


Johan Anderson

Chalmers, Rymd-, geo- och miljövetenskap

Nukleär teknik

Sara Moradi

Nukleär teknik

Inst. för Plasmafysik

Fractional Dynamics and Anomalous Transport in Plasma Science





Grundläggande vetenskaper


Annan fysik

Sannolikhetsteori och statistik

Fusion, plasma och rymdfysik