The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian 1 noises. However, there are both theoretical and empirical reasons to consider similar equations driven by strongly non-Gaussian noises. In particular, they yield strongly non-Gaussian anomalous diffusion which seems to be relevant in different domains of Physics. We therefore derive in this paper a Fractional Fokker-Planck equation for the probability distribution of particles whose motion is governed by a nonlinear Langevin-type equation, which is driven by a Levy-stable noise rather than a Gaussian. We obtain in fact a general result for a Markovian forcing. We also discuss the existence and uniqueness of the solution of the Fractional Fokker-Planck equation.
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions due to a Lévy stable stochastic forcing. A precise determination of this equation is obtained by substituting a Lévy stable source to the classical gaussian one in the Langevin equation. This yields not only the anomalous diffusion coefficient, but a non trivial fractional operator which corresponds to the possible asymmetry of the Lévy stable source. Both of them cannot be obtained by scaling arguments. The (mono-) scaling behaviors of the Fractional Fokker-Planck equation and of its solutions are analysed and a generalization of the Einstein relation for the anomalous diffusion coefficient is obtained. This generalization yields a straightforward physical interpretation of the parameters of Lévy stable distributions. Furthermore, with the help of important examples, we show the applicability of the Fractional Fokker-Planck equation in physics.
We propose a general geometric method of derivation of invariant relations for hydrodynamic dissipationless media. New dynamic invariants are obtained. General relations between the following three types of invariants are established, valid in all models: Lagrangian invariants, frozen-in vector fields and frozen-in co-vector fields. It is shown that frozen-in integrals form a Lie algebra with respect to the commutator of the frozen fields. The relation between frozen-in integrals derived here can be considered as the Backlund transformation for hydrodynamic-type systems of equations. We derive an infinite family of integral invariants which have either dynamic or topological nature. In particular, we obtain a new type of topological invariant which arises in all hydrodynamic dissipationless models when the well-known Moffatt invariant vanishes.
In this paper, we have obtained motion equations for a wide class of one-dimensional singularities in 2-D ideal hydrodynamics. The simplest of them, are well known as point vortices. More complicated singularities correspond to vorticity point dipoles. It has been proved that point multipoles of a higher order (quadrupoles and more) are not the exact solutions of two-dimensional ideal hydrodynamics. The motion equations for a system of interacting point vortices and point dipoles have been obtained. It is shown that these equations are Hamiltonian ones and have three motion integrals in involution. It means the complete integrability of two-particle system, which has a point vortex and a point dipole.
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