Tempered fractional Langevin-Brownian motion with inverse -stable subordinator
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Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
inverse \(\beta\)-stable subordinatortime-changed Langevin systemtime-changed tempered fractional Brownian motion
Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)
Abstract: Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process, tempered fractional Langevin motion, which is non-Markovian and undergoes ballistic diffusion for long times. The corresponding time-changed Langevin system with inverse -stable subordinator is discussed in detail, including its diffusion type, moments, Klein-Kramers equation, and the correlation structure. Interestingly, this subordination could result in both subdiffusion and superdiffusion, depending on the value of . The difference between the subordinated tempered fractional Langevin equation and the subordinated Langevin equation with external biasing force is studied for a deeper understanding of subordinator. The time-changed tempered fractional Brownian motion by inverse -stable subordinator is also considered, as well as the correlation structure of its increments. Some properties of the statistical quantities of the time-changed process are discussed, displaying striking differences compared with the original process.
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Cited in
(15)- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
- A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation
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- Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
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- A Hermite spectral method for fractional convection diffusion equations on unbounded domains
- Asymptotic degeneracy and subdiffusivity
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- Fourier convergence analysis for Fokker-Planck equation of tempered fractional Langevin-Brownian motion and nonlinear time fractional diffusion equation
- Numerical investigation of the 2D unsteady natural convection heat transfer equation with tempered fractional constitutive relationship
- Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise
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