Anomalous Diffusion of particles with inertia in external potentials

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a harmonic potential and a velocity-dependend damping are incorporated. Exact relations for moments for these cases are presented and the asymptotic behaviour for long times is discussed. Interestingly the bounding potential and the additional damping by itself lead to a subdiffussive behaviour, while acting together the particle becomes localized for long times.Comment: 12 pages, 8 figure

A note on the forced Burgers equation

We obtain the exact solution for the Burgers equation with a time dependent forcing, which depends linearly on the spatial coordinate. For the case of a stochastic time dependence an exact expression for the joint probability distribution for the velocity fields at multiple spatial points is obtained. A connection with stretched vortices in hydrodynamic flows is discussed.Comment: 10 page

Subordinated Langevin Equations for Anomalous Diffusion in External Potentials - Biasing and Decoupled Forces

The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it biasing} and {\it decoupled} external fields is introduced. Complementary to the recently established Langevin equations for anomalous diffusion in a time-dependent external force-field [{\it Magdziarz et al., Phys. Rev. Lett. {\bf 101}, 210601 (2008)}] the Langevin formulation of anomalous diffusion in a decoupled time-dependent force-field is derived

Continuous Time Random Walks with Internal Dynamics and Subdiffusive Reaction-Diffusion Equations

We formulate the generalized master equation for a class of continuous time random walks in the presence of a prescribed deterministic evolution between successive transitions. This formulation is exemplified by means of an advection-diffusion and a jump-diffusion scheme. Based on this master equation, we also derive reaction-diffusion equations for subdiffusive chemical species, using a mean field approximation

Interacting Brownian Motion with Resetting

We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the steady-state distributions and study the late time relaxation behavior to the stationary state.Comment: 13 pages, 4 figure

Feynman-Kac equation for anomalous processes with space-and time-dependent forces

Invited contribution to the J. Phys. A special issue Emerging Talent

Weakly non-ergodic Statistical Physics

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum dots and the sub-diffusive continuous time random walk model. When the fluctuations become normal we recover usual ergodic statistical mechanics. Examples of a particle undergoing fractional dynamics in a binding force field are worked out in detail. We briefly discuss possible physical applications in single particle experiments