Condensed Matter Physics, 2013, vol. 16, No. 1, 13004
DOI:10.5488/CMP.16.13004
arXiv:1207.6190
Title:
Fokker-Planck equation with memory: the cross over from ballistic to diffusive processes in many particle systems and incompressible media
Author(s):
 
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V. Ilyin
(Department of Chemical Physics, The Weizmann Institute of Science, Rehovot 76100, Israel)
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I. Procaccia
(Department of Chemical Physics, The Weizmann Institute of Science, Rehovot 76100, Israel)
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A. Zagorodny
( Bogolyubov Institute for Theoretical Physics, 252143 Kiev, Ukraine)
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The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization of the Fokker-Planck equation. The necessary non- Markovian kinetic coefficients are determined by the observable quantities (mean- and mean square displacements). Solutions of the non-Markovian equation describing diffusive processes in the physical space are obtained. For long times these solutions agree with the predictions of continuous random walk theory; they are however much superior at shorter times when the effect of the ballistic behavior is crucial.
Key words:
non-Markovian processes, fractional diffusion, ballistic effects
PACS:
05.40 Fb, 05.40 Jc, 51.10 +y
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