Velocity and displacement correlation functions for fractional generalized Langevin equations

DOI10.2478/s13540-012-0031-2zbMath1274.82045OpenAlexW2155587292MaRDI QIDQ2849832

Ralf Metzler, Trifce Sandev, Živorad Tomovski

Publication date: 19 September 2013

Published in: Fractional Calculus and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s13540-012-0031-2

zbMATH Keywords

anomalous diffusionmean square displacementvariancesfractional generalized Langevin equationfrictional memory kernel

Mathematics Subject Classification ID

Mittag-Leffler functions and generalizations (33E12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fractional ordinary differential equations (34A08)

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Generalized Langevin equation with tempered memory kernel ⋮ From continuous time random walks to the generalized diffusion equation ⋮ Laplace type integral expressions for a certain three-parameter family of generalized Mittag-Leffler functions with applications involving complete monotonicity ⋮ The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments ⋮ The overdamped generalized Langevin equation with Hermite noise ⋮ On some properties of the Mittag-Leffler function \(E_\alpha(-t^\alpha)\), completely monotone for \(t>0\) with \(0<\alpha<1\) ⋮ Fractional Langevin type equations for white noise distributions ⋮ Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise ⋮ Solutions for a mass transfer process governed by fractional diffusion equations with reaction terms ⋮ Langevin equation for a free particle driven by power law type of noises ⋮ Nonlocal transport processes and the fractional Cattaneo-Vernotte equation ⋮ Langevin equation involving three fractional orders ⋮ Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay ⋮ On the multi-index Mittag-Leffler series and their boundary behaviour ⋮ Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments ⋮ Anti-periodic boundary value problems for nonlinear Langevin fractional differential equations ⋮ Unnamed Item

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