Fluctuation relations for anomalous dynamics generated by time-fractional Fokker-Planck equations

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Abstract

Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations (FRs). As prototypes we study three variants of a generic time-fractional Fokker-Planck equation with constant force. Type A generates superdiffusion, type B subdiffusion and type C both super-and subdiffusion depending on parameter variation. Furthermore type C obeys a fluctuation-dissipation relation whereas A and B do not. We calculate analytically the position PDFs for all three cases and explore numerically their strongly non-Gaussian shapes. While for type C we obtain the conventional transient work FR, type A and type B both yield deviations by featuring a coefficient that depends on time and by a nonlinear dependence on the work. We discuss possible applications of these types of dynamics and FRs to experiments.

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Dieterich, P., Klages, R., & Chechkin, A. V. (2015). Fluctuation relations for anomalous dynamics generated by time-fractional Fokker-Planck equations. New Journal of Physics, 17(7). https://doi.org/10.1088/1367-2630/17/7/075004

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