Abstract
Brownian diffusion processes in phase space are described by the Klein-Kramers equation governing the time evolution of the probability density W(x, v, t) to find the test particle with velocity v at position x at time t. We here summarise generalisations of this equation to anomalous diffusion processes. These fractional Klein-Kramers equations describe either subdiffusive or superdiffusive processes.
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Notes
- 1.
Here and in the following we denote the Laplace transform of a function through the explicit dependence on the Laplace variable, i.e.,
$$f(u) = \mathcal{L}\{f(t)\} ={ \int \nolimits \nolimits }_{0}^{\infty }f(t)\exp (-ut)dt.$$
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Funding from the Academy of Finland within the FiDiPro scheme is gratefully acknowledged.
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Metzler, R. (2013). Fractional Klein-Kramers Equations: Subdiffusive and Superdiffusive Cases. In: Kalmykov, Y. (eds) Recent Advances in Broadband Dielectric Spectroscopy. NATO Science for Peace and Security Series B: Physics and Biophysics. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-5012-8_13
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