NUMERICAL SIMULATION OF THE FRACTIONAL LANGEVIN EQUATION

被引：7

作者：

Guo, Peng ^{[1
]}

Li, Changpin ^{[1
]}

Zeng, Fanhai ^{[1
]}

机构：

[1] Shanghai Univ, Dept Math, Shanghai, Peoples R China

来源：

THERMAL SCIENCE | 2012年 / 16卷 / 02期

关键词：

fractional Langevin equation; Riemann-Liouville derivative; Caputo derivative; mean square displacement; numerical simulation;

D O I：

10.2298/TSCI110407073G

中图分类号：

O414.1 [热力学];

学科分类号：

摘要：

In this paper, we study the fractional Langevin equation, whose derivative is in Caputo sense. By using the derived numerical algorithm, we obtain the displacement and the mean square displacement which describe the dynamic behaviors of the fractional Langevin equation.

引用

页码：357 / 363

页数：7

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