Langevin picture of subdiffusion with infinitely divisible waiting times (Q2390967)

In many instances physics-motivated random transport processes deviate from the customary diffusion scenario. The present paper addresses a subdiffusive transport in the presence of time-dependent forces. The fractional integro-differential Fokker-Planck equation, derived and solved previously [Phys. Rev. Lett. 97, 140602 (2001)] by means of limit distribution of a continuous time random walk, is known to refer to a non-Markov stochastic process. Presently, so-called Langevin picture underlying the subdifffusive F-P dynamics has been proposed. An explicit construction of the pertinent subordinated Langevin process was given. A strongly and uniformly covergent approximation scheme for this process entails an efficient numerical simulation of its sample paths.