Abstract
We study analytically a generalized fractional Langevin equation. General formulas for calculation of variances and the mean square displacement are derived. Cases with a three parameter Mittag-Leffler frictional memory kernel are considered. Exact results in terms of the Mittag-Leffler type functions for the relaxation functions, average velocity and average particle displacement are obtained. The mean square displacement and variances are investigated analytically. Asymptotic behaviors of the particle in the short and long time limit are found. The model considered in this paper may be used for modeling anomalous diffusive processes in complex media including phenomena similar to single file diffusion or possible generalizations thereof. We show the importance of the initial conditions on the anomalous diffusive behavior of the particle.
Similar content being viewed by others
References
J.-D. Bao, Y.-L. Song, Q. Ji and Y.-Z. Zhuo, Harmonic velocity noise: non-Markovian features of noise-driven systems at long times. Phys. Rev. E 72 (2005), 011113/1–011113/7.
S. Burov and E. Barkai, Fractional Langevin equation: Overdamped, underdamped, and critical behaviors. Phys. Rev. E 78 (2008), 031112/1–031112/18.
S. Burov, J.-H. Jeon, R. Metzler and E. Barkai, Single particle tracking in systems showing anomalous diffusion: The role of weak ergodicity breaking. Phys. Chem. Chem. Phys. 13 (2011), 1800–1812.
S. Burov, R. Metzler and E. Barkai, Aging and nonergodicity beyond the Khinchin theorem. Proc. Natl. Acad. Sci. USA 107 (2010), 13228–13233.
R.F. Camargo, A.O. Chiacchio, R. Charnet and E. Capelas de Oliveira, Solution of the fractional Langevin equation and the Mittag-Leffler functions. J. Math. Phys. 50 (2009), 063507/1–063507/8.
R.F. Camargo, E. Capelas de Oliveira and J. Vaz Jr, On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator. J. Math. Phys. 50 (2009), 123518/1–123518/13.
E. Capelas de Oliveira, F. Mainardi and J. Vaz Jr., Models based on Mittag-Leffler functions for anomalous relaxation in dielectrics. Eur. Phys. J., Special Topics 193 (2011), 161–171.
M. Caputo, Elasticità e Dissipazione. Zanichelli, Bologna (1969).
W. Deng and E. Barkai, Ergodic properties of fractional Brownian-Langevin motion. Phys. Rev. E 79 (2009), 011112/1–011112/7.
M.A. Despósito and A.D. Viñales, Subdiffusive behavior in a trapping potential: Mean square displacement and velocity autocorrelation function. Phys. Rev. E 80 (2009), 021111/1–021111/7.
J.L.A. Dubbeldam, V.G. Rostiashvili, A. Milchev and T.A. Vilgis, Fractional Brownian motion approach to polymer translocation: The governing equation of motion. Phys. Rev. E 83 (2011), 011802/1–011802/8.
C.H. Eab and S.C. Lim, Fractional generalized Langevin equation approach to single-file diffusion. Physica A 389 (2010) 2510–2521.
C.H. Eab and S.C. Lim, Fractional Langevin equations of distributed order. Phys. Rev. E 83 (2011), 031136/1–031136/10.
C.H. Eab and S.C. Lim, Accelerating and retarding anomalous diffusion. J. Phys. A: Math. Theor. 45 (2012), 145001/1–145001/17.
K.S. Fa, Generalized Langevin equation with fractional derivative and long-time correlation function. Phys. Rev. E 73 (2006), 061104/1–061104/4.
K.S. Fa and J. Fat, Continuous-time random walk: exact solutions for the probability density function and first two moments. Phys. Scr. 84 (2011), 045022/1–045022/6.
I. Golding and E.C. Cox, Physical nature of bacterial cytoplasm. Phys. Rev. Lett. 96 (2006), 098102/1–098102/4.
R. Gorenflo and F. Mainardi, Random walk models for Space-Fractional Diffusion Processes. Fract. Calc. Appl. Anal. 1, No 2 (1998), 167–192; http://www.math.bas.bg/!fcaa
R. Gorenflo and F. Mainardi, Simply and multiply scaled diffusion limits for continuous time random walks. Journal of Physics: Conference Series 7 (2005), 1–16.
I. Goychuk, Viscoelastic subdiffusion: From anomalous to normal. Phys. Rev. E 80 (2009), 046125/1–046125/11.
Y. He, S. Burov, R. Metzler and E. Barkai, Random time-scale invariant diffusion and transport coefficients. Phys. Rev. Lett. 101 (2008), 058101/1–058101/4.
R. Hilfer, Applications of Fractional Calculus in Physics. World Scientific Publ. Co., Singapore (2000).
R. Hilfer, On fractional diffusion and continuous time random walks. Physica A 329 (2003), 35–40.
J.-H. Jeon and R. Metzler, Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries. Phys. Rev. E 81 (2010), 021103/1–021103/11.
J.-H. Jeon, V. Tejedor, S. Burov, E. Barkai, C. Selhuber-Unkel, K. Berg-Sorensen, L. Oddershede and R. Metzler, In vivo anomalous diffusion and weak ergodicity breaking of lipid granules. Phys. Rev. Lett. 106 (2011), 048103/1–048103/4; http://arxiv.org/abs/1010.0347
S.C. Kou and X.S. Xie, Generalized Langevin equation with fractional Gaussian noise: Subdiffusion within a single protein molecule. Phys. Rev. Lett. 93 (2004), 180603/1–180603/4.
R. Kubo, The fluctuation-dissipation theorem. Rep. Prog. Phys. 29 (1966), 255–284.
S.C. Lim and L.P. Teo, Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation. J. Stat. Mech. P08015 (2009).
E. Lutz, Fractional Langevin equation. Phys. Rev. E 64 (2001), 051106/1–051106/4.
F. Mainardi and P. Pironi, The fractional Langevin equation: Brownian motion revisited. Extr. Math. 11 (1996), 140–154.
F. Mainardi, Fractional Calculus: Some basic problems in continuum and statistical mechanics. In: A. Carpinteri and F. Mainardi (Eds.), Fractals and Fractional Calculus in Continuum Mechanics, Springer-Verlag, Wien and New York (1997), 291–348.
R. Mannella, P. Grigolini and B.J. West, A dynamical approach to fractional Brownian motion. Fractals 2 (1994), 81–94.
R. Metzler, Generalized Chapman-Kolmogorov equation: A unifying approach to the description of anomalous transport in external fields. Phys. Rev. E 62 (2000), 6233–6245.
R. Metzler, E. Barkai and J. Klafter, Anomalous diffusion and relaxation close to thermal equilibrium: A fractional Fokker-Planck equation approach. Phys. Rev. Lett. 82 (1999), 3563–3567.
R. Metzler and J. Klafter, The random walk’s guide to anomalous diffusion: A fractional dynamics approach. Phys. Rep. 339 (2000), 1–77.
R. Metzler and J. Klafter, When translocation dynamics becomes anomalous. Biophys. J. 85 (2003), 2776–2779.
R. Metzler and J. Klafter, The restaurant at the end of the random walk: Recent developments in the description of anomalous transport by fractional dynamics. J. Phys. A: Math. Gen. 37 (2004), R161–R208.
I. Podlubny, Fractional Differential Equations. Acad. Press, San Diego etc (1999).
N. Pottier, Aging properties of an anomalously diffusing particule. Physica A 317 (2003), 371–382.
T.R. Prabhakar, A singular integral equation with a generalized Mittag-Leffler function in the kernel. Yokohama Math. J. 19 (1971), 7–15.
T. Sandev, R. Metzler and Ž. Tomovski, Fractional diffusion equation with a generalized Riemann-Liouville time fractional derivative. J. Phys. A: Math. Theor. 44 (2011), 255203/1–255203/21.
T. Sandev and Ž. Tomovski, Asymptotic behavior of a harmonic oscillator driven by a generalized Mittag-Leffler noise. Phys. Scr. 82 (2010), 065001/1–065001/4.
T. Sandev, Ž. Tomovski and J.L.A. Dubbeldam, Generalized Langevin equation with a three parameter Mittag-Leffler noise. Physica A 390 (2011), 3627–3636.
R.K. Saxena, A.M. Mathai and H.J. Haubold, Unified fractional kinetic equation and a fractional diffusion equation. Astrophysics and Space Sciences 209 (2004), 299–310.
R.K. Saxena and M. Saigo, Certain properties of fractional calculus operators associated with generalized Mittag-Leffler function. Fract. Calc. Appl. Anal. 8,No 2 (2005), 141–154; available at shttp://www.math.bas.bg/~fcaa/volume8/fcaa82/saxenasaigo82.pdf.
H. Scher H and E.W. Montroll, Anomalous transit-time dispersion in amorphous solids. Phys. Rev. B 12 (1975), 2455–2477.
O.Y. Sliusarenko, V.Y. Gonchar, A.V. Chechkin, I.M. Sokolov, and R. Metzler, Kramers-like escape driven by fractional Gaussian noise. Phys. Rev. E 81 (2010), 041119/1–041119/14.
H.M. Srivastava and Ž. Tomovski, Fractional calculus with an integral operator containing a generalized Mittag-Leffler function in the kernel. Appl. Math. Comput. 211 (2009), 198–210.
A. Stanislavsky and K. Weron, Numerical scheme for calculating of the fractional two-power relaxation laws in time-domain of measurements. Computer Physics Communications 183 (2012), 320–323.
J. Tang J and R.A. Marcus, Diffusion-controlled electron transfer processes and power-law statistics of fluorescence intermittency of nanoparticles. Phys. Rev. Lett. 95 (2005), 107401/1–107401/4.
Ž. Tomovski, R. Hilfer and H.M. Srivastava, Fractional and operational calculus with generalized fractional derivative operators and Mittag-Leffler type functions. Integral Transform. Spec. Func. 21 (2010), 797–814.
Ž. Tomovski, T. Sandev, R. Metzler and J. Dubbeldam, Generalized space-time fractional diffusion equation with composite fractional time derivative. Physica A 391 (2012), 2527–2542.
A.D. Viñales and M.A. Despósito, Anomalous diffusion: Exact solution of the generalized Langevin equation for harmonically bounded particle. Phys. Rev. E 73 (2006), 016111/1–016111/4.
A.D. Viñales and M.A. Despósito, Anomalous diffusion induced by a Mittag-Leffler correlated noise. Phys. Rev. E 75 (2007), 042102/1–042102/4.
A.D. Viñales, K.G. Wang and M.A. Despósito, Anomalous diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise. Phys. Rev. E 80 (2009), 011101/1–011101/6.
K.G. Wang and M. Tokuyama, Nonequilibrium statistical description of anomalous diffusion. Physica A 265 (1999), 341–351.
S.C. Weber, A.J. Spakowitz and J.A. Theriot, Bacterial chromosomal loci move subdiffusively through a viscoelastic cytoplasm. Phys. Rev. Lett. 104 (2010), 238102/1–238102/4.
Author information
Authors and Affiliations
Corresponding author
About this article
Cite this article
Sandev, T., Metzler, R. & Tomovski, Ž. Velocity and displacement correlation functions for fractional generalized Langevin equations. fcaa 15, 426–450 (2012). https://doi.org/10.2478/s13540-012-0031-2
Received:
Published:
Issue Date:
DOI: https://doi.org/10.2478/s13540-012-0031-2