Langevin equation for a free particle driven by power law type of noises

DOI10.1016/J.PHYSLETA.2013.10.038zbMath1396.82015OpenAlexW2132013227MaRDI QIDQ1785971

Trifce Sandev, Živorad Tomovski

Publication date: 24 September 2018

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2013.10.038

zbMATH Keywords

asymptotic behaviormultinomial Mittag-Leffler functiongeneralized Langevin equationinternal noisesthree parameter Mittag-Leffler function

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Cites Work

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• General fractional calculus, evolution equations, and renewal processes
• Results for a fractional diffusion equation with a nonlocal term in spherical symmetry
• Langevin equation with two fractional orders
• An operational method for solving fractional differential equations with the Caputo derivatives
• On fractional diffusion and continuous time random walks
• First passage time distribution for anomalous diffusion
• Velocity and displacement correlation functions for fractional generalized Langevin equations
• Asymptotic behavior of a harmonic oscillator driven by a generalized Mittag-Leffler noise
• Fractional diffusion equation with a generalized Riemann–Liouville time fractional derivative
• The Two Forms of Fractional Relaxation of Distributed Order
• On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator
• Fractional Kinetics in Solids

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