Generalized Langevin equation with tempered memory kernel

DOI10.1016/j.physa.2016.09.018zbMath1400.82195OpenAlexW2523606703MaRDI QIDQ1620171

Holger Kantz, André Liemert, Trifce Sandev

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

zbMATH Keywords

correlation functionsMittag-Leffler 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)

Related Items (21)

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic resonance in a harmonic oscillator with fractional-order external and intrinsic dampings
• Tempered fractional calculus
• Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
• Langevin equation with two fractional orders
• Tempered stable Lévy motion and transient super-diffusion
• Fractional calculus with an integral operator containing a generalized Mittag-Leffler function in the kernel
• On fractional diffusion and continuous time random walks
• Laplace type integral expressions for a certain three-parameter family of generalized Mittag-Leffler functions with applications involving complete monotonicity
• Langevin equation for a free particle driven by power law type of noises
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
• Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
• Velocity and displacement correlation functions for fractional generalized Langevin equations
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
• Fractional Kinetics in Solids

This page was built for publication: Generalized Langevin equation with tempered memory kernel