Anomalous diffusion induced by a Mittag-Leffler correlated noise

A. D. Viñales and M. A. Despósito
Phys. Rev. E 75, 042102 – Published 11 April 2007

Abstract

We introduce a Mittag-Leffler correlated random force leading to anomalous diffusion. Starting from a generalized Langevin equation, and using Laplace analysis we derive exact expressions for the mean values, variances and diffusion coefficient for a free particle in terms of generalized Mittag-Leffler functions and its derivatives. The asymptotic behavior of these quantities are obtained, from which the anomalous diffusion behavior of the particle is displayed.

  • Received 21 October 2006

DOI:https://doi.org/10.1103/PhysRevE.75.042102

©2007 American Physical Society

Authors & Affiliations

A. D. Viñales1,* and M. A. Despósito1,2

  • 1Departamento de Física, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, 1428 Buenos Aires, Argentina
  • 2Consejo Nacional de Investigaciones Científicas y Técnicas, CONICET, Buenos Aires, Argentina

  • *Electronic address: dvinales@df.uba.ar

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Issue

Vol. 75, Iss. 4 — April 2007

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