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Generalized space-time fractional diffusion equation with composite fractional time derivative
(2012)

We investigate the solution of space-time fractional diffusion equations with a generalized Riemann-Liouville time fractional derivative and Riesz-Feller space fractional derivative. The Laplace and Fourier transform methods are applied to solve the proposed fractional diffusion equation. The results are represented by using the Mittag-Leffler functions and the Fox H-function. Special cases of the initial and boundary conditions are considered. Numerical scheme and Grunwald-Letnikov approximation are also used to solve the space-time fractional diffusion equation. The fractional moments of the fundamental solution of the considered space-time fractional diffusion equation are obtained. Many known results are special cases of those obtained in this paper. We investigate also the solution of a space-time fractional diffusion equations with a singular term of the form delta(x). t-beta/Gamma(1-beta) (beta > 0).

Velocity and displacement correlation functions for fractional generalized Langevin equations
(2012)

We study analytically a generalized fractional Langevin equation. General formulas for calculation of variances and the mean square displacement are derived. Cases with a three parameter Mittag-Leffler frictional memory kernel are considered. Exact results in terms of the Mittag-Leffler type functions for the relaxation functions, average velocity and average particle displacement are obtained. The mean square displacement and variances are investigated analytically. Asymptotic behaviors of the particle in the short and long time limit are found. The model considered in this paper may be used for modeling anomalous diffusive processes in complex media including phenomena similar to single file diffusion or possible generalizations thereof. We show the importance of the initial conditions on the anomalous diffusive behavior of the particle.

We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.