NUMERICAL SIMULATION OF THE FRACTIONAL LANGEVIN EQUATION

作者：Guo, Peng; Li, Changpin^*; Zeng, Fanhai

来源：Thermal Science, 2012, 16(2): 357-363.

DOI：10.2298/TSCI110407073G

• fractional Langevin equation
• Riemann-Liouville derivative
• Caputo derivative
• mean square displacement
• numerical simulation

In this paper, we study the fractional Langevin equation, whose derivative is in Caputo sense. By using the derived numerical algorithm, we obtain the displacement and the mean square displacement which describe the dynamic behaviors of the fractional Langevin equation.

• 出版日期2012
• 单位上海大学