Anomalous diffusion in a generalized Langevin equation
Anomalous diffusion in a generalized Langevin equation
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DOI：
10.1063/1.3187218
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发表时间：
2009-08
影响因子：
1.3
通讯作者：
K. S. Fa
中科院分区：
文献类型：
--
作者：
K. S. Fa
我们用幂律和广义Mittag-Leffler函数组合描述的有色噪声来分析由广义Langevin方程控制的粒子运动。这种有色噪声概括了幂律相关函数和指数函数。我们得到了松弛函数的精确结果。进一步，我们得到了位移和速度的一阶矩和方差。研究了这些量的长期行为。我们证明了正常的扩散过程可以由一类有色噪声产生。
We analyze the motion of a particle governed by a generalized Langevin equation with the colored noise described by a combination of power-law and generalized Mittag–Leffler function. This colored noise generalizes the power-law correlation function and an exponential one. We obtain exact results for the relaxation function. Further, we obtain the first moments and variances of the displacement and velocity. The long-time behaviors of these quantities are also investigated. We show that normal diffusion processes can be generated by a class of these colored noises.