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Phys. Rev. E 67, 061105 (2003) [7 pages]

Power law diffusion coefficient and anomalous diffusion: Analysis of solutions and first passage time

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Kwok Sau Fa and E. K. Lenzi
Departamento de Física, Universidade Estadual de Maringá, Avenida Colombo 5790, 87020-900 Maringá-PR, Brazil

Received 23 October 2002; revised 14 March 2003; published 10 June 2003

We investigate one-dimensional equations for the diffusion with a nonconstant diffusion coefficient inside the second derivative and between the derivatives. In particular, we employ the diffusion coefficient D(x)|x|-θ (θR) and a quartic potential. These diffusion equations present a rich variety of behaviors associated with different regimes. Results of two approaches are analyzed and compared. We also investigate the mean first passage time of these systems. We show that the system with the coefficient D(x) between the derivatives can produce different behaviors for the mean first passage time in comparison with those obtained by the system with the coefficient inside the derivatives.

© 2003 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.67.061105
DOI:
10.1103/PhysRevE.67.061105
PACS:
05.40.-a, 05.60.-k, 66.10.Cb