Publication | Closed Access
Microscopic dynamics of the nonlinear Fokker-Planck equation: A phenomenological model
314
Citations
31
References
1998
Year
Fractional Brownian MotionEngineeringPhysicsNonlinear Wave PropagationStochastic ProcessesApplied PhysicsPhenomenological ModelStochastic PhenomenonBrownian MotionMicroscopic Langevin EquationNonlinear Hyperbolic ProblemIntegrable SystemMicroscopic DynamicsStochastic Differential EquationAnomalous DiffusionNon-equilibrium ProcessFractional Stochastics
We derive a phenomenological model of the underlying microscopic Langevin equation of the nonlinear Fokker-Planck equation, which is used to describe anomalous correlated diffusion. The resulting distribution-dependent stochastic equation is then analyzed and properties such as long-time scaling and the Hurst exponent are calculated both analytically and from simulations. Results of this microscopic theory are compared with those of fractional Brownian motion.
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