Diffusion equations for a Markovian jumping process

Abstract

We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency. For small steps, we derive the Fokker-Planck equation and show the presence of the normal diffusion, subdiffusion and superdiffusion. For the Lévy distribution of the step-size, we construct a fractional equation, which possesses a variable coefficient, and solve it in the diffusion limit. Then we calculate fractional moments and define fractional diffusion coefficient as a natural extension to the cases with the divergent variance. We also solve the master equation numerically and demonstrate that there are deviations from the Lévy stable distribution for large wave numbers.

10 pages, 3 figures

References in corpus (3)

• The scaling laws of human travel
• Long-Time Correlations in the Stochastic Regime
• Levy--Brownian motion on finite intervals: Mean first passage time analysis

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