Work

Tempered fractional Feynman-Kac equation: Theory and examples

Year: 2016

Type: article

Abstract: Functionals of Brownian and non-Brownian motions have diverse applications and attracted a lot of interest among scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of the functionals of the space and time-tempered anomalous diffusion, belonging to the continuous time random walk class. Several examples of the functionals are explicitly treated, including the occupation time in half-space, the first passage time, the maximal displacement, the fluctuations of the occupation fraction, and the fluctuations of the time-averaged position.

Source: Physical review. E

DOI: 10.1103/physreve.93.032151

Authors: Xiaochao Wu, Weihua Deng, Eli Barkai

Institutions: Lanzhou University, Bar-Ilan University

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Israel Science Foundation

Award: G7238575357