THERMAL SCIENCE

International Scientific Journal

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Peng Guo

,

Changpin Li

,

Fanhai Zeng

NUMERICAL SIMULATION OF THE FRACTIONAL LANGEVIN EQUATION

ABSTRACT
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.
KEYWORDS
fractional Langevin equation, Riemann-Liouville derivative, Caputo derivative, mean square displacement, numerical simulation
PAPER SUBMITTED: 2011-04-07
PAPER REVISED: 2011-07-11
PAPER ACCEPTED: 2011-07-18
DOI REFERENCE: https://doi.org/10.2298/TSCI110407073G
CITATION EXPORT: view in browser or download as text file
THERMAL SCIENCE YEAR 2012, VOLUME 16, ISSUE Issue 2, PAGES [357 - 363]
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Numerical simulation of the fractional Langevin equation

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