Non-Markovian Fokker-Planck equation: solutions and first passage time distribution.
We investigate the solutions and first passage time distribution for an anomalous diffusion process governed by a generalized non-Markovian Fokker-Planck equation. In our analysis, we also consider the presence of external forces and absorbent (source) terms. In addition, we show that a rich class of diffusive processes, including normal and anomalous ones, can be obtained from the solutions found here.
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International Center for Complex Systems and Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal-RN, Brazil.
de Souza
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da Silva
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da Silva
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Lucena
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Lenzi
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