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The European Physical Journal E

, Volume 24, Issue 2, pp 139–143 | Cite as

Fractional Langevin equation and Riemann-Liouville fractional derivative

  • Kwok Sau Fa
Regular Article

Abstract.

In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.

PACS.

02.50.Ey Stochastic processes 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion 

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Copyright information

© EDP Sciences, Società Italiana di Fisica and Springer-Verlag 2007

Authors and Affiliations

  • Kwok Sau Fa
    • 1
  1. 1.Departamento de FısicaUniversidade Estadual de MaringáMaringáBrazil

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