Subdiffusive master equation with space dependent anomalous exponent: `Black Swan' effects

Details Subdiffusive master equation with space dependent anomalous exponent: `Black Swan' effects Subdiffusive master equation with space dependent anomalous exponent: `Black Swan' effects

2011-12-03

arxiv.org/abs/1112.0677v2

Physics

Condensed Matter

Statistical Mechanics

6 pages

Scientific paper

We derive the fractional master equation with space dependent anomalous exponent. We analyze the asymptotic behavior of corresponding lattice model both analytically and by Monte Carlo simulation. We show that the subdiffusive fractional equations with constant anomalous exponent $\mu $ in a bounded domain $[ 0,L]$ are not structurally stable with respect to the non-homogeneous variations of parameter $\mu $. In particular, the Gibbs-Boltzmann distribution is no longer the stationary solution of the fractional Fokker-Planck equation whatever the space variation of the exponent might be. We analyze the random distribution of $% \mu$ in space and find that in the long time limit, the probability distribution is highly intermediate in space and the behavior is completely dominated by very unlikely events.

Affiliated with

Also associated with

No associations

Rating

Subdiffusive master equation with space dependent anomalous exponent: `Black Swan' effects does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Subdiffusive master equation with space dependent anomalous exponent: `Black Swan' effects, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Subdiffusive master equation with space dependent anomalous exponent: `Black Swan' effects will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-698499