Numerics for the fractional Langevin equation driven by the fractional Brownian motion
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Publication:2347296
DOI10.2478/s13540-013-0009-8zbMath1312.34093MaRDI QIDQ2347296
Peng Guo, Caibin Zeng, Changpin Li, Yang Quan Chen
Publication date: 27 May 2015
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/s13540-013-0009-8
mean square displacement; numerical algorithm; Caputo derivative; fluctuation dissipation; fractional Langevin equation
60G22: Fractional processes, including fractional Brownian motion
34F05: Ordinary differential equations and systems with randomness
65C30: Numerical solutions to stochastic differential and integral equations
65L12: Finite difference and finite volume methods for ordinary differential equations
34A08: Fractional ordinary differential equations
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