Fractional Langevin equation.
- Lutz E Département de Physique Théorique, Université de Genève, 24 quai Ernest Ansermet, 1211 Genève 4, Switzerland.
- 2001-12-12
Published in:
- Physical review. E, Statistical, nonlinear, and soft matter physics. - 2001
English
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both subdiffusion and superdiffusion of a free particle coupled to a fractal heat bath. We further compare fractional Brownian motion with the fractal time process. The respective mean-square displacements of these two forms of anomalous diffusion exhibit the same power-law behavior. Here we show that their lowest moments are actually all identical, except the second moment of the velocity. This provides a simple criterion that enable us to distinguish these two non-Markovian processes.
- Language
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- English
- Open access status
- green
- Identifiers
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- DOI 10.1103/PhysRevE.64.051106
- PMID 11735899
- Persistent URL
- https://sonar.ch/global/documents/65113
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