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SUMMARY:Equivalence of the fractional Fokker-Planck and subordinated Lange
 vin equations - M. Magdziarz and A. Weron (Wroclaw University of Technolog
 y)
DTSTART:20081110T103000Z
DTEND:20081110T113000Z
UID:TALK14829@talks.cam.ac.uk
CONTACT:Christian Franzke
DESCRIPTION:We introduce a Langevin-type approach to modeling of anomalous
  diffusion\nin time-dependent force fields. Using the subordination techni
 que and\nthe theory of Lévy processes\, we construct rigorously a stochas
 tic\nprocess\, which is equivalent to the fractional Fokker-Planck equatio
 n\nwith time-dependent force. Our model provides good physical insight\nth
 rough the trajectories. Moreover\, it allows to study different\nanomalous
  diffusion processe both analytically and numerically.\nMoreover\, the mod
 el can be easily extended to the general case of\nspace-time dependent for
 ces.
LOCATION:British Antarctic Survey\, Room 330B
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