Correlation effects, generalized Brownian motion and anomalous diffusion

K.G. Wang, L.K. Dong, X.F. Wu, F.W. Zhu and T. Ko

Physica A: Statistical Mechanics and its Applications, 1994, vol. 203, issue 1, 53-60

Abstract: We investigate the diffusion motion of a Brownian particle which is acted upon by both a friction force with memory effect and a noise. The noise is expressed as f(X,t) ~ X-0̄F(t), σ >0, where X and t are the displacement and time, respectively, and F(t) has the long-time correlation effect «F(0) F(t)å ~ t-β, 0 < β < 1, β = 1, 1 < β < 2. The generalized Langevin equation, the corresponding Fokker-Planck equation and its solution at large time are established. A variety of anomalous diffusion patterns are proposed. The correlation effects of noise may bring about that the effective diffusion coefficient is dependent on both the displacement and time, and the probability density for finding the Brownian particle is a non-Gaussian distribution. O'Shaughnessy and Procaccia's results on the diffusion on fractals can be derived from our model.

Date: 1994
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378437194900310
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:203:y:1994:i:1:p:53-60

DOI: 10.1016/0378-4371(94)90031-0

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().