Non-Markovian Fokker-Planck equation: solutions and first passage time distribution

Different diffusive regimes, generalized Langevin and diffusion equations

We investigate a generalized Langevin equation (GLE) in the presence of an additive noise characterized by the mixture of the usual white noise and an arbitrary one. This scenario lead us to a wide class of diffusive processes, in particular the ones whose noise correlation functions are governed by power laws, exponentials, and Mittag-Leffler functions. The results show the presence of different diffusive regimes related to the spreading of the system. In addition, we obtain a fractional diffusionlike equation from the GLE, confirming the results for long time.

Non-Markovian diffusion and the adsorption-desorption process

The non-Markovian diffusion of dispersed particles in a semi-infinite cell of an isotropic fluid limited by an adsorbing-desorbing surface is theoretically investigated. The density of dispersed particles in the bulk is a time dependent function and the time dependent density of surface particles is governed by a modified kinetic equation with a time dependent kernel. In this framework, the densities of bulk and surface particles are analytically determined, taking into account the conservation of the number of particles immersed in the sample. This system exhibits anomalous diffusion behavior as well as memory effects in the adsorption-desorption process. The results obtained here are expected to be useful to investigate the adsorption-desorption phenomena of neutral as well as charged particles in an isotropic fluid in contact with a solid substrate when the anomalous diffusion is present.

Fokker-Planck equation in a wedge domain: anomalous diffusion and survival probability

We obtain exact solutions and the survival probability for a Fokker-Planck equation subjected to the two-dimensional wedge domain. We consider a spatial dependence in the diffusion coefficient and the presence of external forces. The results show an anomalous spreading of the solution and, consequently, a nonusual behavior of the survival probability which can be connected to anomalous diffusion.

Fractional diffusion equation in a confined region: surface effects and exact solutions

Surface effects on a diffusion process governed by a fractional diffusion equation in a confined region with spatial and time dependent boundary conditions are investigated. First, we consider the one-dimensional case with the boundary conditions rho(0,t)=Phi0(t) and rho(a,t)=Phia(t). Subsequently, the two-dimensional case in the cylindrical symmetry with rho(a,theta,t)=Phia(theta,t) and rho(b,theta,t)=Phib(theta,t) is investigated. For these cases, we also obtain exact solutions for an arbitrary initial condition by using the Green's function approach.

Non-Markovian Lévy diffusion in nonhomogeneous media

We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers. Two kernels are considered in detail: the exponential kernel, for which the problem resolves itself to the telegrapher's equation, and the power-law one. The resulting distributions have the form of the Lévy process for any kernel. The renormalized fractional moment is introduced to compare different cases with respect to the diffusion properties of the system.

General solution of the diffusion equation with a nonlocal diffusive term and a linear force term

We obtain a formal solution for a large class of diffusion equations with a spatial kernel dependence in the diffusive term. The presence of this kernel represents a nonlocal dependence of the diffusive process and, by a suitable choice, it has the spatial fractional diffusion equations as a particular case. We also consider the presence of a linear external force and source terms. In addition, we show that a rich class of anomalous diffusion, e.g., the Lévy superdiffusion, can be obtained by an appropriated choice of kernel.