Fractional Fokker-Planck Equation for Fractal Media

We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived from the fractional Chapman-Kolmogorov equation. Using the Fourier transform, we get the Fokker-Planck-Zaslavsky equations that have fractional coordinate derivatives. The Fokker-Planck equation for the fractal media is an equation with fractional derivatives in the dual space.Comment: 17 page

Numerical Simulation for Solute Transport in Fractal Porous Media

A modified Fokker-Planck equation with continuous source for solute transport in fractal porous media is considered. The dispersion term of the governing equation uses a fractional-order derivative and the diffusion coefficient can be time and scale dependent. In this paper, numerical solution of the modified Fokker-Planck equation is proposed. The effects of different fractional orders and fractional power functions of time and distance are numerically investigated. The results show that motions with a heavy tailed marginal distribution can be modelled by equations that use fractional-order derivatives and/or time and scale dependent dispersivity

Levy Anomalous Diffusion and Fractional Fokker--Planck Equation

We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions due to a Levy stable stochastic forcing. A precise determination of this equation is obtained by substituting a Levy stable source to the classical gaussian one in the Langevin equation. This yields not only the anomalous diffusion coefficient, but a non trivial fractional operator which corresponds to the possible asymmetry of the Levy stable source. Both of them cannot be obtained by scaling arguments. The (mono-) scaling behaviors of the Fractional Fokker-Planck equation and of its solutions are analysed and a generalization of the Einstein relation for the anomalous diffusion coefficient is obtained. This generalization yields a straightforward physical interpretation of the parameters of Levy stable distributions. Furthermore, with the help of important examples, we show the applicability of the Fractional Fokker-Planck equation in physics.Comment: 22 pages; To Appear in Physica

Non-Markovian Levy diffusion in nonhomogeneous media

We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers. Two kernels are considered in detail: the exponential kernel, for which the problem resolves itself to the telegrapher's equation, and the power-law one. The resulting distributions have the form of the L\'evy process for any kernel. The renormalized fractional moment is introduced to compare different cases with respect to the diffusion properties of the system.Comment: 7 pages, 2 figure