Numerical simulation of the fractional Langevin equation

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.

Bibliographic Details
Main Authors: Guo Peng, Li Changpin, Zeng Fanhai
Format: Article
Language:English
Published: VINCA Institute of Nuclear Sciences 2012-01-01
Series:Thermal Science
Subjects:
Online Access:http://www.doiserbia.nb.rs/img/doi/0354-9836/2012/0354-98361100073G.pdf