Anomalous diffusion induced by a Mittag-Leffler correlated noise.

We introduce a Mittag-Leffler correlated random force leading to anomalous diffusion. Starting from a generalized Langevin equation, and using Laplace analysis we derive exact expressions for the mean values, variances and diffusion coefficient for a free particle in terms of generalized Mittag-Leffler functions and its derivatives. The asymptotic behavior of these quantities are obtained, from which the anomalous diffusion behavior of the particle is displayed.

[1]  R. Kupferman Fractional Kinetics in Kac–Zwanzig Heat Bath Models , 2004 .

[2]  Wang Long-time-correlation effects and biased anomalous diffusion. , 1992, Physical review. A, Atomic, molecular, and optical physics.

[3]  N. Pottier Aging properties of an anomalously diffusing particule , 2002, cond-mat/0205307.

[4]  X. Xie,et al.  Observation of a power-law memory kernel for fluctuations within a single protein molecule. , 2005, Physical review letters.

[5]  R. Gorenflo,et al.  Fractional calculus and continuous-time finance II: the waiting-time distribution , 2000, cond-mat/0006454.

[6]  J. Bao,et al.  Investigation on anomalous diffusion for nuclear fusion reactions , 2003 .

[7]  X. Xie,et al.  Generalized Langevin equation with fractional Gaussian noise: subdiffusion within a single protein molecule. , 2004, Physical review letters.

[8]  J. Klafter,et al.  Anomalous Diffusion and Relaxation Close to Thermal Equilibrium: A Fractional Fokker-Planck Equation Approach , 1999 .

[9]  Kwok Sau Fa,et al.  Generalized Langevin equation with fractional derivative and long-time correlation function. , 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

[10]  Wang,et al.  Generalized Langevin equations: Anomalous diffusion and probability distributions. , 1996, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[11]  Francesco Mainardi,et al.  On Mittag-Leffler-type functions in fractional evolution processes , 2000 .

[12]  A. Hansen,et al.  Relation between anomalous and normal diffusion in systems with memory. , 2002, Physical review letters.

[13]  Mário N. Berberan-Santos,et al.  Properties of the Mittag-Leffler Relaxation Function , 2005 .

[14]  M. Tokuyama,et al.  Nonequilibrium statistical description of anomalous diffusion , 1999 .

[15]  B. Cherayil,et al.  Complex chemical kinetics in single enzyme molecules: Kramers's model with fractional Gaussian noise. , 2006, The Journal of chemical physics.

[16]  M. Despósito,et al.  Anomalous diffusion: exact solution of the generalized Langevin equation for harmonically bounded particle. , 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

[17]  J. Klafter,et al.  The random walk's guide to anomalous diffusion: a fractional dynamics approach , 2000 .

[18]  E. Lutz Fractional Langevin equation. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.