Fokker-Planck equation with memory: the crossover from ballistic to diffusive processes in many-particle systems and incompressible media

Abstract

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 the continuous random walk theory; they are, however, much superior at shorter times when the effect of the ballistic behavior is crucial.

18 pages, 11 figures