In this paper we extend the subdiffusive Klein-Kramers model, in which the waiting times are modeled by the α-stable laws, to the case of waiting times belonging to the class of tempered α-stable distributions. We introduce a generalized version of the Klein-Kramers equation, in which the fractional Riemman-Liouville derivative is replaced with a more general integro-differential operator. This allows a transition from the initial subdiffusive character of motion to the standard diffusion for long times to be modeled. Taking advantage of the corresponding Langevin equation, we study some properties of the tempered dynamics, in particular, we approximate solutions of the tempered Klein-Kramers equation via Monte Carlo methods. Also, we study the distribution of the escape time from the potential well and compare it to the classical results in the Kramers escape theory. Finally, we derive the analytical formula for the first-passage-time distribution for the case of free particles. We show that the well-known Sparre Andersen scaling holds also for the tempered subdiffusion.
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http://dx.doi.org/10.1103/PhysRevE.84.021137 | DOI Listing |
Phys Rev E
January 2021
School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University, Lanzhou 730000, People's Republic of China.
The Lévy walk is a popular and more 'physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influence of external potentials at almost any time and anywhere. In this paper, we establish a Langevin system coupled with a subordinator to describe the Lévy walk in a time-dependent periodic force field.
View Article and Find Full Text PDFJ Phys Chem A
January 2021
Department of Chemistry, National Tsing Hua University, Hsinchu 30013, Taiwan.
The moving boundary truncated grid (TG) method, previously developed to integrate the time-dependent Schrödinger equation and the imaginary time Schrödinger equation, is extended to the time evolution of distribution functions in phase space. A variable number of phase space grid points in the Eulerian representation are used to integrate the equation of motion for the distribution function, and the boundaries of the TG are adaptively determined as the distribution function evolves in time. Appropriate grid points are activated and deactivated for propagation of the distribution function, and no advance information concerning the dynamics in phase space is required.
View Article and Find Full Text PDFPhys Rev E
November 2017
Departamento de Física, Universidade Estadual de Ponta Grossa, Av. General Carlos Cavalcanti, 4748, Ponta Grossa, PR 87030-900, Brazil.
We use the H theorem to establish the entropy and the entropic additivity law for a system composed of subsystems, with the dynamics governed by the Klein-Kramers equations, by considering relations among the dynamics of these subsystems and their entropies. We start considering the subsystems governed by linear Klein-Kramers equations and verify that the Boltzmann-Gibbs entropy is appropriated to this dynamics, leading us to the standard entropic additivity, S_{BG}^{(1∪2)}=S_{BG}^{1}+S_{BG}^{2}, consistent with the fact that the distributions of the subsystem are independent. We then extend the dynamics of these subsystems to independent nonlinear Klein-Kramers equations.
View Article and Find Full Text PDFPhys Rev E
July 2016
Mathematical Institute, University of Oxford, Oxford, OX2 6GG, United Kingdom.
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spreading faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Lévy walk remained elusive.
View Article and Find Full Text PDFPhys Rev E
April 2016
Istituto dei Sistemi Complessi-CNR and Dipartimento di Fisica, Università di Roma Sapienza, P. le Aldo Moro 2, 00185 Rome, Italy.
We investigate a kinetic heat engine model composed of particles enclosed in a box where one side acts as a thermostat and the opposite side is a piston exerting a given pressure. Pressure and temperature are varied in a cyclical protocol of period τ: their relative excursions, δ and ε, respectively, constitute the thermodynamic forces dragging the system out of equilibrium. The analysis of the entropy production of the system allows us to define the conjugated fluxes, which are proportional to the extracted work and the consumed heat.
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