Generalized Chapman-Kolmogorov equation: A unifying approach to the description of anomalous transport in external fields

Authors
Citation
R. Metzler, Generalized Chapman-Kolmogorov equation: A unifying approach to the description of anomalous transport in external fields, PHYS REV E, 62(5), 2000, pp. 6233-6245
Citations number
122
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
62
Issue
5
Year of publication
2000
Part
A
Pages
6233 - 6245
Database
ISI
SICI code
1063-651X(200011)62:5<6233:GCEAUA>2.0.ZU;2-Q
Abstract
The generalized Chapman-Kolmogorov equation [V. M. Kenkre, E. W. Montroll, and M. F. Shlesinger, J. Stat. Phys. 9, 45 (1973)] is discussed. It is demo nstrated that this equation unifies recently proposed kinetic equations of fractional order that describe anomalous transport in external fields, as w ell as continuous time random walks. The conditions under which the individ ual models can be established are discussed.