Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation

A novel method for measuring distances between statistical states as represented by probability distribution functions (PDF) has been proposed, namely the information length. The information length enables the computation of the total number of statistically different states that a system evolves th...

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Main Author: Johan Anderson
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/5/668
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author Johan Anderson
author_facet Johan Anderson
author_sort Johan Anderson
collection DOAJ
description A novel method for measuring distances between statistical states as represented by probability distribution functions (PDF) has been proposed, namely the information length. The information length enables the computation of the total number of statistically different states that a system evolves through in time. Anomalous transport can presumably be modeled fractional velocity derivatives and Langevin dynamics in a Fractional Fokker–Planck (FFP) approach. The numerical solutions or PDFs are found for varying degree of fractionality (<inline-formula> <math display="inline"> <semantics> <mi>α</mi> </semantics> </math> </inline-formula>) of the stable Lévy distribution as solutions to the FFP equation. Specifically, the information length of time-dependent PDFs for a given fractional index <inline-formula> <math display="inline"> <semantics> <mi>α</mi> </semantics> </math> </inline-formula> is computed.
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spelling doaj.art-fc16448491d74643912aec760099de912023-11-19T22:54:31ZengMDPI AGMathematics2227-73902020-04-018566810.3390/math8050668Information Geometric Investigation of Solutions to the Fractional Fokker–Planck EquationJohan Anderson0Department of Space, Earth and Environment, Chalmers University of Technology, SE-412 96 Göteborg, SwedenA novel method for measuring distances between statistical states as represented by probability distribution functions (PDF) has been proposed, namely the information length. The information length enables the computation of the total number of statistically different states that a system evolves through in time. Anomalous transport can presumably be modeled fractional velocity derivatives and Langevin dynamics in a Fractional Fokker–Planck (FFP) approach. The numerical solutions or PDFs are found for varying degree of fractionality (<inline-formula> <math display="inline"> <semantics> <mi>α</mi> </semantics> </math> </inline-formula>) of the stable Lévy distribution as solutions to the FFP equation. Specifically, the information length of time-dependent PDFs for a given fractional index <inline-formula> <math display="inline"> <semantics> <mi>α</mi> </semantics> </math> </inline-formula> is computed.https://www.mdpi.com/2227-7390/8/5/668information geometryfractional Fokker–Planck equationanomalous transport
spellingShingle Johan Anderson
Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation
Mathematics
information geometry
fractional Fokker–Planck equation
anomalous transport
title Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation
title_full Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation
title_fullStr Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation
title_full_unstemmed Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation
title_short Information Geometric Investigation of Solutions to the Fractional Fokker–Planck Equation
title_sort information geometric investigation of solutions to the fractional fokker planck equation
topic information geometry
fractional Fokker–Planck equation
anomalous transport
url https://www.mdpi.com/2227-7390/8/5/668
work_keys_str_mv AT johananderson informationgeometricinvestigationofsolutionstothefractionalfokkerplanckequation