Fokker–Planck equation and subdiffusive fractional Fokker–Planck equation of bistable systems with sinks
We study the dynamics of stochastic systems obeying the one-dimensional diffusive Fokker–Planck equation (FPE), as well as systems described by the subdiffusive fractional Fokker–Planck equation (SFFPE), with a confining potential U(x) and in the presence of delta-function sinks. For the one-sink and two-sink problems, we obtain exact expressions for the Laplace transform of the propagator P, and derive several asymptotic results for the survival probability Sp and the survival-time distribution f. The decay rate constants of the diffusive system are also analyzed. We apply our method to a bistable system with a quartic double-well potential, and calculate P, Sp and f of the corresponding FPE and SFFPE, for different strengths and positions of the sink(s). Finally, we derive asymptotic expressions of Sp and f for the subdiffusive system, which are valid for a general U(x) and a general sink distribution.
Year of publication: |
2004
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Authors: | Chow, C.W ; Liu, K.L |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 341.2004, C, p. 87-106
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Publisher: |
Elsevier |
Subject: | Fractional Fokker–Planck equation with sinks | Subdiffusive bistable systems |
Saved in:
Online Resource
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