Generalized Langevin equation with a three parameter Mittag-Leffler noise

Trifce Sandev, Živorad Tomovski and Johan L.A. Dubbeldam

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 21, 3627-3636

Abstract: The relaxation functions for a given generalized Langevin equation in the presence of a three parameter Mittag-Leffler noise are studied analytically. The results are represented by three parameter Mittag-Leffler functions. Exact results for the velocity and displacement correlation functions of a diffusing particle are obtained by using the Laplace transform method. The asymptotic behavior of the particle in the short and long time limits are found by using the Tauberian theorems. It is shown that for large times the particle motion is subdiffusive for β−1<αδ<β, and superdiffusive for β<αδ. Many previously obtained results are recovered. Due to the many parameters contained in the noise term, the model considered in this work may be used to improve the description of data and to model anomalous diffusive processes in complex media.

Keywords: Generalized Langevin equation; Three parameter Mittag-Leffler noise; Velocity correlation function; Displacement correlation function; Time-dependent diffusion coefficient; Anomalous diffusion (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437111004456
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:390:y:2011:i:21:p:3627-3636

DOI: 10.1016/j.physa.2011.05.039

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 ().