Work

Drift-controlled anomalous diffusion: A solvable Gaussian model

Year: 2000

Type: article

Abstract: We introduce a Langevin equation characterized by a time-dependent drift. By assuming a temporal power-law dependence of the drift, we show that a great variety of behavior is observed in the dynamics of the variance of the process. In particular, diffusive, subdiffusive, superdiffusive, and stretched exponentially diffusive processes are described by this model for specific values of the two control parameters. The model is also investigated in the presence of an external harmonic potential. We prove that the relaxation to the stationary solution has a power-law behavior in time with an exponent controlled by one of the model parameters.

Source: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

DOI: 10.1103/physreve.61.r4675

Authors: Fabrizio Lillo, Rosario N. Mantegna

Institutions: Istituto Nazionale per la Fisica della Materia, University of Palermo

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2094634296

FWCI: 6.63

Cites: 20

Cited by: 38

Related to: 10