Anomalous diffusion in a generalized Langevin equation

作者:Fa Kwok Sau*
来源:Journal of Mathematical Physics, 2009, 50(8): 083301.
DOI:10.1063/1.3187218

摘要

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.

  • 出版日期2009-8