The Fractional Langevin Equation: Brownian Motion Revisited

By Francesco Mainardi, Paolo Pironi. 2008

133 citations recorded by the source corpus.

We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the Brownian motion more realistically than the usual one based on the classical Langevin equation, in that it takes into account also the retarding effects due to hydrodynamic backflow, i.e. the added mass and the Basset memory drag. On the basis of the two fluctuation-dissipation theorems and of the techniques of the Fractional Calculus we have provided the analytical expressions of the correlation functions (both for the random force and the particle velocity) and of the mean squared particle displacement. The random force has been shown to be represented by a superposition of the usual white noise with a "fractional" noise. The velocity correlation function is no longer expressed by a simple exponential but exhibits a slower decay, proportional to $t^{-3/2}$ as $t \to \infty$, which indeed is more realistic. Finally, the mean squared displacement has been shown to maintain, for sufficiently long times, the linear behaviour which is typical of normal diffusion, with the same diffusion coefficient of the classical case. However, the Basset history force induces a retarding effect in the establishing of the linear behaviour, which in some cases could appear as a manifestation of anomalous diffusion to be correctly interpreted in experimental measurements.

Subfields: Modeling and Simulation, Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1ebab09a8afd342ff53a8cd1b897b8afb076ccfb

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Citations in the corpus

Solvability of Langevin equations with two Hadamard fractional derivatives via Mittag–Leffler functions (2020, background): “s introduced in 1966 by Kubo [15], where a frictional memory kernel was incorporated into the Langevin equation to describe the fractal and memory properties. In the 1990s, Mainardi and collaborators [21,22] introduced the fractional Langevin equation. Many interesting results regarding the existenc”
Fractional Calculus: Some Basic Problems in Continuum and Statistical Mechanics (2012, methodology): “The present approach is based on a recent analysis carried out by the author and collaborators [105-106], in order to model the Brownian motion more realistically than in the classical approach (based on the Langevin equation).”
Review of Some Promising Fractional Physical Models (2013, methodology): “ because of diﬀerent applications. If F(t) 6= 0, then equation (90) can be considered as a fractional Langevin equation. We also can consider a general quantum analogs of fractional Langevin equation [121, 122, 123, 124, 125, 126, 127, 128, 129, 130] that can be connected with the quantum Brownian m”