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Assis PC, de Souza RP, da Silva PC, et al. Non-Markovian Fokker-Planck equation: solutions and first passage time distribution. Phys Rev E Stat Nonlin Soft Matter Phys. 2006;73(3):032101doi: 10.1103/PhysRevE.73.032101.
Assis, P. C., de Souza, R. P., da Silva, P. C., da Silva, L. R., Lucena, L. S., & Lenzi, E. K. (2006). Non-Markovian Fokker-Planck equation: solutions and first passage time distribution. Physical review. E, Statistical, nonlinear, and soft matter physics, 73(3), 032101. https://doi.org/10.1103/PhysRevE.73.032101
Assis, P C, et al. "Non-Markovian Fokker-Planck equation: solutions and first passage time distribution." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 73,3 (2006): 032101. doi: https://doi.org/10.1103/PhysRevE.73.032101
Assis PC, de Souza RP, da Silva PC, da Silva LR, Lucena LS, Lenzi EK. Non-Markovian Fokker-Planck equation: solutions and first passage time distribution. Phys Rev E Stat Nonlin Soft Matter Phys. 2006 Mar;73(3):032101. doi: 10.1103/PhysRevE.73.032101. Epub 2006 Mar 02. PMID: 16605577.
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Phys Rev E Stat Nonlin Soft Matter Phys. 2006 Mar;73(3):032101. doi: 10.1103/PhysRevE.73.032101. Epub 2006 Mar 02.

Non-Markovian Fokker-Planck equation: solutions and first passage time distribution.

Physical review. E, Statistical, nonlinear, and soft matter physics

P C Assis, R P de Souza, P C da Silva, L R da Silva, L S Lucena, E K Lenzi

Affiliations

  1. International Center for Complex Systems and Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal-RN, Brazil.

PMID: 16605577 DOI: 10.1103/PhysRevE.73.032101

Abstract

We investigate the solutions and first passage time distribution for an anomalous diffusion process governed by a generalized non-Markovian Fokker-Planck equation. In our analysis, we also consider the presence of external forces and absorbent (source) terms. In addition, we show that a rich class of diffusive processes, including normal and anomalous ones, can be obtained from the solutions found here.

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