Continuous time random walks in periodic systems: fluid limit and fractional differential equations on the circle

Calvo, Iván; Carreras, Benjamín A.; Sánchez, Raúl; Van Milligen, Boudewijn Ph.

Continuous time random walks in periodic systems: fluid limit and fractional differential equations on the circle

Autor(es): Calvo, Iván; Carreras, Benjamín A.; Sánchez, Raúl; Van Milligen, Boudewijn Ph.

Editorial: Institute of Physics

Fecha de edición: 2007-11-09

Cita: J. Phys. A: Math. Theor. 40, 13511 (2009)
Journal of Physics A: Mathematical and Theoretical, 2009, vol. 40, n. 45, id 13511

ISSN: 1751-8113

DOI: 10.1088/1751-8113/40/45/002

Agradecimientos: Research sponsored by DGICYT (Dirección General de Investigaciones Científicas y Tecnológicas) of Spain under Project No. ENE2004-04319. Part of this research was sponsored by the Laboratory Research and Development Program of Oak Ridge National Laboratory, managed by UT-Battelle, LLC, for the US Department of Energy under contract number DE-AC05-00OR22725.

Revisado: PeerReviewed

Versión del editor: http://dx.doi.org/10.1088/1751-8113/40/45/002

Palabras clave: [PACS] Random walks and Levy flights , [PACS] Stochastic processes , [PACS] Classical transport , [PACS] Stochastic analysis methods (Fokker-Planck, Langevin, etc.)

URI: http://hdl.handle.net/10016/8898

Derechos: © Institute of Physics

Resumen:

In this paper, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Lévy flights are allowed. Then, we work out the fluid limit equation [+]