Drift-controlled anomalous diffusion: A solvable Gaussian model

被引:34
作者
Lillo, F
Mantegna, RN
机构
[1] Univ Palermo, Ist Nazl Fis Mat, Unita Palermo, I-90128 Palermo, Italy
[2] Univ Palermo, Dipartimento Fis & Tecnol Relat, I-90128 Palermo, Italy
来源
PHYSICAL REVIEW E | 2000年 / 61卷 / 05期
关键词
D O I
10.1103/PhysRevE.61.R4675
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
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.
引用
收藏
页码:R4675 / R4678
页数:4
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