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Phys. Rev. E 73, 061104 (2006) [4 pages]

Generalized Langevin equation with fractional derivative and long-time correlation function

Kwok Sau Fa
Departamento de Física, Universidade Estadual de Maringá, Avenida Colombo 5790, 87020-900, Maringá PR, Brazil
Received 6 April 2006; published 23 June 2006

We investigate the motion of a particle governed by a generalized Langevin equation with fractional derivative, nonlocal dissipative force, and long-time correlation function. We derive general expressions for the variances with a linear external force. We also analyze their asymptotic behaviors for the power-law correlation function without external force.

©2006 The American Physical Society

URL: http://link.aps.org/doi/10.1103/PhysRevE.73.061104
DOI: 10.1103/PhysRevE.73.061104
PACS: 02.50.-r; 05.10.Gg; 05.40.-a
  • 02.50.-r
    Probability theory, stochastic processes, and statistics
  • 05.10.Gg
    Stochastic analysis methods (statistical physics/nonlinear dynamics) including Fokker–Planck, Langevin methods, etc.
  • 05.40.-a
    Fluctuation phenomena, random processes, noise, and Brownian motion
  • YEAR: 2006
KEYWORDS: Brownian motion

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