Solution of the fractional Langevin equation and the Mittag–Leffler functions

DOI10.1063/1.3152608zbMath1216.82028OpenAlexW1998982154MaRDI QIDQ3069122

R. Figueiredo Camargo, Reinaldo Charnet, Ary O. Chiacchio, Edmundo Capelas de Oliveira

Publication date: 24 January 2011

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3152608

zbMATH Keywords

diffusionLaplace transforms

Mathematics Subject Classification ID

Mittag-Leffler functions and generalizations (33E12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fractional partial differential equations (35R11)

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Cites Work

• Langevin equation with two fractional orders
• A certain class of Laplace transforms with applications to reaction and reaction-diffusion equations
• New function of Mittag-Leffler type and its application in the fractional diffusion-wave equation
• Differentiation to fractional orders and the fractional telegraph equation
• On some fractional Green’s functions
• Homogeneous fractional embeddings
• The random walk's guide to anomalous diffusion: A fractional dynamics approach