Document Detail


Fractional Langevin equation.
MedLine Citation:
PMID:  11735899     Owner:  NLM     Status:  PubMed-not-MEDLINE    
Abstract/OtherAbstract:
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both subdiffusion and superdiffusion of a free particle coupled to a fractal heat bath. We further compare fractional Brownian motion with the fractal time process. The respective mean-square displacements of these two forms of anomalous diffusion exhibit the same power-law behavior. Here we show that their lowest moments are actually all identical, except the second moment of the velocity. This provides a simple criterion that enable us to distinguish these two non-Markovian processes.
Authors:
E Lutz
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Publication Detail:
Type:  Journal Article     Date:  2001-10-18
Journal Detail:
Title:  Physical review. E, Statistical, nonlinear, and soft matter physics     Volume:  64     ISSN:  1539-3755     ISO Abbreviation:  Phys Rev E Stat Nonlin Soft Matter Phys     Publication Date:  2001 Nov 
Date Detail:
Created Date:  2001-12-12     Completed Date:  2002-03-12     Revised Date:  2003-10-31    
Medline Journal Info:
Nlm Unique ID:  101136452     Medline TA:  Phys Rev E Stat Nonlin Soft Matter Phys     Country:  United States    
Other Details:
Languages:  eng     Pagination:  051106     Citation Subset:  -    
Affiliation:
Département de Physique Théorique, Université de Genève, 24 quai Ernest Ansermet, 1211 Genève 4, Switzerland.
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