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Physics NotePublished

Anomalous diffusion in the presence of external forces: exact time-dependent solutions and entropy

C. Tsallis; Dirk Jan Bukman

1995

Publication details

Authors
C. Tsallis; Dirk Jan Bukman
Type
Physics Note
Status
Published
Publication date
1995
Description
The optimization of the usual entropy <math>S_1[p] = -\int du \ p(u)\ \ln \ p(u)</math> under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of normal diffusions. We show here that the optimization of the generalized entropic form <math>S_q[p] = \{1-\int du [p(u)]^q\}/(q-1)</math> (with <math>q=1+\mu-\nu \in \mathcal{R}</math>) <math></math>is closely related to the calculation of the exact time-dependent solutions of a generalized, nonlinear, Fokker Planck equation, namely <math>\frac{\partial}{\partial t}\ p^{\mu} = - \frac{\partial}{\partial x} [F(x) p^{\mu}] + D \frac{\partial^2}{\partial x^2} \ p^{\nu}</math>, associated with a physically meaningful ''anomalous'' diffusion in the presence of the external force <math>F(x) = k_1-k_2x\!\,</math>. Consequently, paradigmatic types of normal <math>(q=1)\!\,</math> and anomalous <math>(q\neq 1)\!\,</math> diffusions occurring in a great variety of physical situations become unified in a single picture.
Year
1995
Number
CBPF-NF-084/95
Linked to a thesis
No
Linked to a grant
No
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