Numerics for the fractional Langevin equation driven by the fractional Brownian motion
From MaRDI portal
Publication:2347296
Caputo derivativefluctuation dissipationfractional Langevin equationmean square displacementnumerical algorithm
Fractional ordinary differential equations (34A08) Ordinary differential equations and systems with randomness (34F05) Fractional processes, including fractional Brownian motion (60G22) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12)
Recommendations
Cites work
- Application of the Langevin equation to fluid suspensions
- Applications of fractional calculus in physics
- Arbitrage with Fractional Brownian Motion
- Exact solution of a nonlinear Langevin equation with applications to photoelectron counting and noise-induced instability
- Fractals and fractional calculus in continuum mechanics
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- scientific article; zbMATH DE number 439383 (Why is no real title available?)
- scientific article; zbMATH DE number 517188 (Why is no real title available?)
- scientific article; zbMATH DE number 2061791 (Why is no real title available?)
- scientific article; zbMATH DE number 3261539 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- Langevin equation with two fractional orders
- On Mittag-Leffler-type functions in fractional evolution processes
- Spectral approximations to the fractional integral and derivative
- STOCHASTIC HOPF BIFURCATION OF QUASI-INTEGRABLE HAMILTONIAN SYSTEMS WITH FRACTIONAL DERIVATIVE DAMPING
- The Finite Difference Methods for Fractional Ordinary Differential Equations
- The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
Cited in
(37)- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
- Local stable manifold of Langevin differential equations with two fractional derivatives
- Single upper-solution or lower-solution method for Langevin equations with two fractional orders
- A computational study of an implicit local discontinuous Galerkin method for time-fractional diffusion equations
- Nonnegative solutions of initial value problems for Langevin equations involving two fractional orders
- New existence and stability results for fractional Langevin equation with three-point boundary conditions
- A note on Euler method for the overdamped generalized Langevin equation with fractional noise
- Error analysis of nonlinear time fractional mobile/immobile advection-diffusion equation with weakly singular solutions
- Existence of solutions of BVPs for fractional Langevin equations involving Caputo fractional derivatives
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion
- Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise
- NMR signals within the generalized Langevin model for fractional Brownian motion
- Fractional Langevin type equations for white noise distributions
- Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
- Monte Carlo method for parabolic equations involving fractional Laplacian
- Regularisation of the Langevin equation in \(d=1\) by the fractional Brownian motion
- Non-local fractional growing surfaces: planar and radial geometries
- Fractional Langevin equation
- Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation
- Controllability of nonlinear fractional Langevin delay systems
- Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
- Asymptotic Stability of Fractional Langevin Systems
- Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise
- Cosine radial basis function neural networks for solving fractional differential equations
- On fractional Langevin equation involving two fractional orders in different intervals
- Ulam stability for nonlinear-Langevin fractional differential equations involving two fractional orders in the ψ-Caputo sense
- The overdamped generalized Langevin equation with Hermite noise
- An efficient numerical algorithm for the model describing the competition between super- and sub-diffusions driven by fractional Brownian sheet noise
- Strong 1.5 order scheme for fractional Langevin equation based on spectral approximation of white noise
- Trajectory controllability of nonlinear fractional Langevin systems
- Well-posedness and regularity results for a class of fractional Langevin diffusion equations
- A mutually exciting rough jump-diffusion for financial modelling
- \(\varPsi\)-Bielecki-type norm inequalities for a generalized Sturm-Liouville-Langevin differential equation involving \(\varPsi\)-Caputo fractional derivative
- Controllability of multi-term fractional-order impulsive dynamical systems with -Caputo fractional derivative
- Existence and uniqueness of solutions to fractional Langevin equations involving two fractional orders
- Dynamics of a fractional derivative type of a viscoelastic rod with random excitation
This page was built for publication: Numerics for the fractional Langevin equation driven by the fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2347296)
