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Non-Linear Langevin and Fractional Fokker-Planck Equations for Anomalous Diffusion by Lévy Stable Processes

Johan Anderson1, Sara Moradi2, Tariq Rafiq3

  • 1Department of Space, Earth and Environment, Chalmers University of Technology, SE-412 96 Göteborg, Sweden.

Entropy (Basel, Switzerland)
|December 3, 2020
PubMed
Summary

This study models anomalous diffusion using a Fractional Fokker-Planck equation with Lévy fluctuations. Results show transport coefficients increase as fractality decreases, matching experimental data.

Keywords:
Lévy noiseTsallis entropyanomalous diffusionfractional Fokker–Plank equationnon-local theory

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