Generalized Langevin equation with tempered memory kernel

DOI10.1016/J.PHYSA.2016.09.018zbMATH Open1400.82195OpenAlexW2523606703MaRDI QIDQ1620171FDOQ1620171

Authors: André Liemert, Trifce Sandev, Holger Kantz 

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.09.018

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zbMATH Keywords

Mittag-Leffler functionscorrelation functionsgeneralized Langevin equationresponsecomplex susceptibilitytempered memory kernel

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

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Cited In (21)

• A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows
• On multivariate fractional random fields: tempering and operator-stable laws
• Fractional radiative transport in the diffusion approximation
• On fractional Lévy processes: tempering, sample path properties and stochastic integration
• Computing the matrix Mittag-Leffler function with applications to fractional calculus
• Generalized Langevin equation and the Prabhakar derivative
• Analytical solutions for the equal width equations containing generalized fractional derivative using the efficient combined method
• The Prabhakar or three parameter Mittag-Leffler function: theory and application
• New approach for the chaotic dynamical systems involving Caputo-Prabhakar fractional derivative using Adams-Bashforth scheme
• Beyond monofractional kinetics
• Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
• Analytic approaches of the anomalous diffusion: a review
• Numerical approximation to Prabhakar fractional Sturm-Liouville problem
• Asymptotic stability of distributed-order nonlinear time-varying systems with the Prabhakar fractional derivatives
• Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator
• Resonant behavior of the generalized Langevin system with tempered Mittag–Leffler memory kernel
• Existence of extremal solutions of fractional Langevin equation involving nonlinear boundary conditions
• The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise
• Distributed-order wave equations with composite time fractional derivative
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing
• Generalized diffusion-wave equation with memory kernel

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