EconPapers    
Economics at your fingertips  
 

Linear response in complex systems: CTRW and the fractional Fokker–Planck equations

I.M. Sokolov, A. Blumen and J. Klafter

Physica A: Statistical Mechanics and its Applications, 2001, vol. 302, issue 1, 268-278

Abstract: We consider the linear response of systems modelled by continuous-time random walks (CTRW) and by fractional Fokker–Planck equations under the influence of time-dependent external fields. We calculate the corresponding response functions explicitly. The CTRW curve exhibits aging, i.e., it is not translationally invariant in the time domain. This is different from what happens under fractional Fokker–Planck conditions.

Keywords: Continuous-time random walks; Fractional Fokker–Planck equation; Aging (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437101004708
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:302:y:2001:i:1:p:268-278

DOI: 10.1016/S0378-4371(01)00470-8

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 ().

 
Page updated 2025-03-19
Handle: RePEc:eee:phsmap:v:302:y:2001:i:1:p:268-278