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arXiv 1004.0943cond-mat.stat-mechcond-mat.dis-nncond-mat.soft
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反常扩散路径泛函的分布

On distributions of functionals of anomalous diffusion paths

Shai Carmi, Lior Turgeman, Eli Barkai

摘要:

布朗运动的泛函在物理、数学等领域有着广泛的应用。布朗泛函的概率密度函数(PDF)满足Feynman-Kac公式,这是虚时间中的薛定谔方程。近年来,人们对非布朗运动或反常扩散的特殊泛函越来越感兴趣,但还没有关于它们的概率密度函数的方程。在这里,我们推导出一个分数推广的Feynman-Kac方程的泛函的异常路径的基础上亚扩散连续时间随机游动。我们还推导出一个向后的方程和推广到Levy航班。给出了包括半空间和区间内的占有时间、首次通过时间、最大位移和命中概率等在内的多种应用的解。我们简要地讨论了其他分数薛定谔方程,最近出现在文献中。

英文摘要:

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in imaginary time. In recent years there is a growing interest in particular functionals of non-Brownian motion, or anomalous diffusion, but no equation existed for their PDF. Here, we derive a fractional generalization of the Feynman-Kac equation for functionals of anomalous paths based on sub-diffusive continuous-time random walk. We also derive a backward equation and a generalization to Levy flights. Solutions are presented for a wide number of applications including the occupation time in half space and in an interval, the first passage time, the maximal displacement, and the hitting probability. We briefly discuss other fractional Schrodinger equations that recently appeared in the literature.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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