Markovian embedding of fractional superdiffusion

Details Markovian embedding of fractional superdiffusion Markovian embedding of fractional superdiffusion

2010-11-12

arxiv.org/abs/1011.2848v2

Europhys. Lett. 93, 20002 (2011)

Physics

Condensed Matter

Statistical Mechanics

EPL, in press

Scientific paper

10.1209/0295-5075/93/20002

The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It presents a case of the Generalized Langevin Equation (GLE) with a singular power law memory kernel. We propose and numerically realize a numerically efficient and reliable Markovian embedding of this superdiffusive GLE, which accurately approximates the FLE over many, about r=N lg b-2, time decades, where N denotes the number of exponentials used to approximate the power law kernel, and b>1 is a scaling parameter for the hierarchy of relaxation constants leading to this power law. Besides its relation to the FLE, our approach presents an independent and very flexible route to model anomalous diffusion. Studying such a superdiffusion in tilted washboard potentials, we demonstrate the phenomenon of transient hyperdiffusion which emerges due to transient kinetic heating effects.

Affiliated with

Also associated with

No associations

Rating

Markovian embedding of fractional superdiffusion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Markovian embedding of fractional superdiffusion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Markovian embedding of fractional superdiffusion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-203595