Fractional Klein-Kramers dynamics for subdiffusion and Itô formula

DOI10.1088/1742-5468/2011/01/P01006MaRDI QIDQ3301202zbMATH OpenOpenAlexFDO

Authors Sebastian Orzeł, Aleksander Weron

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/2011/01/p01006

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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Cites work

• scientific article; zbMATH DE number 438987 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• Anomalous diffusion: temporal non-Markovianity and weak ergodicity breaking
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Multi-point distribution function for the continuous time random walk
• On stochastic dynamics in physics -- remarks on history and terminology
• Path properties of subdiffusion --- a martingale approach
• Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
• The dependence structure of the fractional Ornstein-Uhlenbeck process
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(6)

• Super- and subdiffusive positions in fractional Klein-Kramers equations
• From the Langevin equation to the fractional Fokker-Planck equation
• Numerical evaluation of the fractional Klein-Kramers model arising in molecular dynamics
• Correlated continuous-time random walks -- scaling limits and Langevin picture
• Feynman-Kac equation for anomalous processes with space- and time-dependent forces
• Positivity preserving schemes for the fractional Klein-Kramers equation with boundaries

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