Generalized Master Equation with Two Times: Diffusion in External Field

Abstract

The generalized master equation with two times, introduced in earlier, applies to the problem of diffusion in an time-dependent (in general inhomogeneous) external field. We consider the case of the quasi Fokker-Planck approximation, when the probability transition function for diffusion (PTD-function) does not possess a long tail in coordinate space and can be expanded as the function of instantaneous displacements. The more complicated case of the long tails in PTD will be discussed separately.