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CORRELATION-EFFECTS, GENERALIZED BROWNIAN-MOTION AND ANOMALOUS DIFFUSION
K. G. Wang; L. K. Dong; X. F. Wu; F. W. Zhu; T. Ko
1994
发表期刊Physica a-Statistical Mechanics and Its Applications
ISSN0378-4371
卷号203期号:1页码:53-60
摘要We investigate the diffusion motion of a Brownian particle which is acted upon by both a friction force with memory effect and a noise. The noise is expressed as f(X, t) is similar to X-sigma F(t), sigma > 0, where X and t are the displacement and time, respectively, and F(t) has the long-time correlation effect [F(0) F(t)] is similar to t(-beta), 0 < beta < 1, beta = 1, 1 < beta < 2. The generalized Langevin equation, the corresponding Fokker-Planck equation and its solution at large time are established. A variety of anomalous diffusion patterns are proposed. The correlation effects of noise may bring about that the effective diffusion coefficient is dependent on both the displacement and time, and the probability density for finding the Brownian particle is a non-Gaussian distribution. O'Shaughnessy and Procaccia's results on the diffusion on fractals can be derived from our model.
部门归属acad sinica,int ctr mat phys,shenyang 110015,peoples r china. univ sci & technol,dept mat phys,beijing 100083,peoples r china.;wang, kg (reprint author), chinese ctr adv sci & technol,world lab,pob 8730,beijing 100080,peoples r china
关键词Disordered Media
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文献类型期刊论文
条目标识符http://ir.imr.ac.cn/handle/321006/38930
专题中国科学院金属研究所
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GB/T 7714
K. G. Wang,L. K. Dong,X. F. Wu,et al. CORRELATION-EFFECTS, GENERALIZED BROWNIAN-MOTION AND ANOMALOUS DIFFUSION[J]. Physica a-Statistical Mechanics and Its Applications,1994,203(1):53-60.
APA K. G. Wang,L. K. Dong,X. F. Wu,F. W. Zhu,&T. Ko.(1994).CORRELATION-EFFECTS, GENERALIZED BROWNIAN-MOTION AND ANOMALOUS DIFFUSION.Physica a-Statistical Mechanics and Its Applications,203(1),53-60.
MLA K. G. Wang,et al."CORRELATION-EFFECTS, GENERALIZED BROWNIAN-MOTION AND ANOMALOUS DIFFUSION".Physica a-Statistical Mechanics and Its Applications 203.1(1994):53-60.
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