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Generalized Langevin Equation and the Prabhakar Derivative

Trifce Sandev
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Trifce Sandev: Radiation Safety Directorate, Partizanski Odredi 143, P.O. Box 22, 1020 Skopje, Macedonia

Mathematics, 2017, vol. 5, issue 4, 1-11

Abstract: We consider a generalized Langevin equation with regularized Prabhakar derivative operator. We analyze the mean square displacement, time-dependent diffusion coefficient and velocity autocorrelation function. We further introduce the so-called tempered regularized Prabhakar derivative and analyze the corresponding generalized Langevin equation with friction term represented through the tempered derivative. Various diffusive behaviors are observed. We show the importance of the three parameter Mittag-Leffler function in the description of anomalous diffusion in complex media. We also give analytical results related to the generalized Langevin equation for a harmonic oscillator with generalized friction. The normalized displacement correlation function shows different behaviors, such as monotonic and non-monotonic decay without zero-crossings, oscillation-like behavior without zero-crossings, critical behavior, and oscillation-like behavior with zero-crossings. These various behaviors appear due to the friction of the complex environment represented by the Mittag-Leffler and tempered Mittag-Leffler memory kernels. Depending on the values of the friction parameters in the system, either diffusion or oscillations dominate.

Keywords: generalized Langevin equation; regularized Prabhakar derivative; tempered memory kernel; Mittag-Leffler functions (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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