C. N. Angstmann, I. C. Donnelly, B. I. Henry
One of the central results in Einstein’s theory of Brownian motion is that the mean square displacement of a randomly moving Brownian particle scales linearly with time. Over the past few decades sophisticated experiments and data collection in numerous biological, physical and financial systems have revealed anomalous sub-diffusion in which the mean square displacement grows slower than linearly with time. A major theoretical challenge has been to derive the appropriate evolution equation for the probability density function of sub-diffusion taking into account further complications from force fields and reactions. Here we present a derivation of the generalised master equation for an ensemble of particles undergoing reactions whilst being subject to an external force field. From this general equation we show reductions to a range of well known special cases, including the fractional reaction diffusion equation and the fractional Fokker-Planck equation.
Accepted to appear in Mathematical Modelling of Natural Phenonmena 2013
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Thanks
Dan Burnell