Non-Markovian process with variable memory functions

DOI10.1007/S11587-021-00586-0MaRDI QIDQ6054817zbMATH OpenOpenAlexFDO

Authors Athokpam Langlen Chanu, Jyoti Bhadana, R. K. Brojen Singh

Publication date 25 October 2023

Published in Ricerche di Matematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.03912

zbMATH Keywords

Kolmogorov-Feller equationmemoryMittag-Leffler functionnon-Markovstochastic process

Mathematics Subject Classification ID

Mittag-Leffler functions and generalizations (33E12) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We present a treatment of non-Markovian character of memory by incorporating different forms of Mittag-Leffler (ML) function, which generally arises in the solution of fractional master equation, as different memory functions in the Generalized Kolmogorov-Feller Equation (GKFE). The cross-over from the short time (stretched exponential) to long time (inverse power law) approximations of the ML function incorporated in the GKFE is proven. We have found that the GKFE solutions are the same for negative exponential and for upto frst order expansion of stretched exponential function for very small $auightarrow0$. A generalized integro-differential equation form of the GKFE along with an asymptotic case is provided.

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Cited in

(3)

• Nonclassical diffusion with memory
• scientific article; zbMATH DE number 5499236 (Why is no real title available?)
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