Anomalous diffusion and the first passage time problem

Citation
G. Rangarajan et Mz. Ding, Anomalous diffusion and the first passage time problem, PHYS REV E, 62(1), 2000, pp. 120-133
Citations number
43
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
62
Issue
1
Year of publication
2000
Part
A
Pages
120 - 133
Database
ISI
SICI code
1063-651X(200007)62:1<120:ADATFP>2.0.ZU;2-#
Abstract
We study the distribution of the first passage time (FPT) in Levy type anom alous diffusion, Using the recently formulated fractional Fokker-Planck equ ation we obtain three results. (1) We derive an explicit expression for the FPT distribution in terms of Fox or H functions when the diffusion has zer o drift. (2) For the nonzero drift case we obtain an analytical expression for the Laplace transform of the FPT distribution. (3) We express the FPT d istribution in terms of a power series for the case of two absorbing barrie rs. The known results for ordinary diffusion (Brownian motion) are obtained as special cases of our more general results.