A Fractional Fokker-Planck Model for Anomalous Diffusion

Abstract: In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the transition from a Gaussian distribution to a L\'evy distribution. The statistical properties of the distribution functions are assessed by a generalized expectation measure and entropy in terms of Tsallis statistical mechanics. We find that the ratio of the generalized entropy and expectation is increasing with decreasing fractionality towards the well known so-called sub-diffusive domain, indicating a self-organising behavior.