Fractional Klein–Kramers dynamics for subdiffusion and Itô formula

DOI10.1088/1742-5468/2011/01/P01006zbMath1456.82566OpenAlexW2086395908MaRDI QIDQ3301202

Sebastian Orzeł, Aleksander Weron

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2011/01/p01006

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (5)

Numerical evaluation of the fractional Klein-Kramers model arising in molecular dynamics ⋮ Super- and subdiffusive positions in fractional Klein-Kramers equations ⋮ Positivity preserving schemes for the fractional Klein-Kramers equation with boundaries ⋮ Correlated continuous-time random walks—scaling limits and Langevin picture ⋮ Feynman–Kac equation for anomalous processes with space- and time-dependent forces

Cites Work

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• Anomalous diffusion: temporal non-Markovianity and weak ergodicity breaking
• Path Properties of Subdiffusion—A Martingale Approach
• Multi-point distribution function for the continuous time random walk
• Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
• Brownian motion in a field of force and the diffusion model of chemical reactions
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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