Thermodynamics and fractional Fokker-Planck equations - art. no. 056111

Authors
Citation
Im. Sokolov, Thermodynamics and fractional Fokker-Planck equations - art. no. 056111, PHYS REV E, 6305(5), 2001, pp. 6111
Citations number
25
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
6305
Issue
5
Year of publication
2001
Part
2
Database
ISI
SICI code
1063-651X(200105)6305:5<6111:TAFFE->2.0.ZU;2-4
Abstract
The relaxation to equilibrium in many systems that show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be cons idered as phenomenological equations of linear nonequilibrium theory. We sh ow that the FFPEs describe a system whose noise in equilibrium fulfills the Nyquist theorem. Moreover, we show that for subdiffusive dynamics, the sol utions of the corresponding FFPEs are probability densities for all cases i n which the solutions of the normal Fokker-Planck equation (with the same F okker-Planck operator and with the same initial and boundary conditions) ex ist. The solutions of the FFPEs for superdiffusive dynamics are not always probability densities. This fact means only that the corresponding kinetic coefficients are incompatible with each other and with the initial conditio ns.