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arxiv: 0909.0144 · v1 · submitted 2009-09-01 · ❄️ cond-mat.stat-mech

From non-Brownian Functionals to a Fractional Schr\"odinger Equation

classification ❄️ cond-mat.stat-mech
keywords fractionalfunctionalsanomalousdiffusiondistributionodingerschrapplications
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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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