Simple random walk in a fractal space

Authors

DOI:

https://doi.org/10.22481/exon.v10i2.20472

Keywords:

Statistical Mechanics, Random Walk, Fractal Space, Fokker-Planck

Abstract

For the study of the trajectory of less massive particles, it is necessary to use Statistical Mechanics of Non-Equilibrium. The random walk in a fractal space arises from the need for the probability distribution to be dependent on a certain measure and to be non-differentiable for non-integer orders in spatial coordinates, but preserves the differentiability requirements at a certain moment t ∈ I ⊂ R+. A possible equation governing this phenomenon is the fractional Fokker-Planck equation that depends on the derivatives of the α order and the order 2α on a certain spatial extent such that α ∈ (0, 1]. The study will be based on the binomial distribution and the recurrence relation for the one-dimensional random walk, since, although the measures are not one-dimensional, the study will be based on the relation "measure versus time". Some hypotheses will be used for the demonstration of the fractional Fokker-Planck equation and the treatment with the Fractional Calculus through the local derivation operator is of paramount importance for the conclusion of the demonstration.

Downloads

Download data is not yet available.

References

ATANACKOVIE, T.M. et. al. Fractional Diffusion-Wave Equations In: Fractional Calculus with applications in Mechanics: vibration end diffusion processes. Wiley, 2014.

CALLEN, H.B. Critical Phenomena. In: Thermodynamics and an Introduction to Thermostatistics. John Wiley & Sons, 1985, p. 255-276.

DUCHATEAU, P.; ZACHMANN, David W. Partial differential equations. McGraw Hill, 2011, p. 75.

EINSTEIN. A. Investigations on the Theory of the Brownian Movement. Dover, 1956.

EL-AJOU, Ahmad et al. New results on fractional power series: theories and applications. Entropy. Dez. 2013.

HERRMANN, Richard. Fractional Calculus: An Introduction for Physicists. 2. ed. World Scientific Publishing, 2014.

JUMARIE, G. Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable functions further results. University of Quebec at Montreal: Department of Mathematics, fev. 2006.

KOLWANKAR, K. M. Separable local fractional differential equations. Ramniranjan Jhunjhunwala College: Department of Physics, nov. 2015.

KOLWANKAR, K. M.; GANGAL, A.D. Local fractional derivatives and fractal functions of several variables. India: University of Pune, Department of Physics, jan. 1998.

KLAFTER, J. et. al. Fractional dynamics: recent advances. World Scientific Publishing, 2012, p. 8-27.

LIMA, E.L. Espaços Métricos. RJ: LTC, 1993, p. 72.

MEERSCHAERT, M. M. et. al. Anomalous Diffusion and Fractional Transport Equations. In: Stochastic Models for Fractional Calculus. the Deutsche Nationalbibliothek, 2012, p. 4-26.

OLIVEIRA, M.J. Criticalidade. In: Termodinâmica. SP: Livraria da Física, 2005, p. 137-162.

PEARSON, K. The Problem of the Random Walk. Nature, 72, 1865, p. 294, 1905.

PUDLUBNY, Igor. Fractional Differential Equations: An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of their Solution and some of their Applications. Academic Press, 1999 p. 296-298.

REIF, F. Fundamentals of statistical and thermal physics. McGraw Hill, 1965, p. 577-582.

Rudnick, J.; GASPARI, G. Elements of Random Walk: An Introduction for Advanced Students and Researchers. Cambridge University Press, 2004.

SALINAS, Silvio R.A. Introdução à Física Estatística. São Paulo: EDUSP, 2007, p. 22-24.

SCHROEDER, Manfred. Fractals, Chaos, Power Laws: Minutes from an Infinite Paradise. New York: W. H. Freeman and Company, 1991.

TARASOV, Vasily E. Fractional Dynamics: applications of Fractional Calculus to Dynamics of Particles, fields and media, Springer, Berlin, 2010.

USERO, David. Fractional Taylor series for Caputo Fractional derivatives. Construction of numerical schemes. Researchgate, jan. 2007.

YANG, X.J. Generalized local fractional Taylor's formula with local fractional derivative, Journal of Expert Systems, 2012, p. 26-30.

YANG, X.J. Local Fractional Integral Transforms and Their Applications. Elsevier, 2016.

ZEMANSKY, M.W. Critical Phenomena; High-Order Phase Transitions In: Heat and Thermodynamics. 7. ed. McGraw Hill, 1997, p. 359-385.

Published

2019-12-30

How to Cite

LIMA, Henrique Santos; CASTRO, Luizdarcy de Matos; BORTOLOTI, Marcio Antˆonio. Simple random walk in a fractal space . Exatas Online, [S. l.], v. 10, n. 2, p. 36–41, 2019. DOI: 10.22481/exon.v10i2.20472. Disponível em: https://periodicos2.uesb.br/exon/article/view/20472. Acesso em: 2 oct. 2026.