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From non-Brownian Functionals to a Fractional Schrödinger Equation
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and co-workers [PRL {\bf 96}, 230601 (2006)] provide the correct fra...
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Published in: | arXiv.org 2009-09 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Online Access: | Get full text |
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Summary: | We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and co-workers [PRL {\bf 96}, 230601 (2006)] provide the correct fractional framework for the problem at hand. In the limit of normal diffusion we recover the Feynman-Kac treatment of Brownian functionals. For applications, we calculate the distribution of occupation times in half space and show how statistics of anomalous functionals is related to weak ergodicity breaking. |
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ISSN: | 2331-8422 |
DOI: | 10.48550/arxiv.0909.0144 |