Fractional Langevin equation
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- 18 October 2001
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 64 (5) , 051106
- https://doi.org/10.1103/physreve.64.051106
Abstract
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.Keywords
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