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

Dates

  • Submission Date2011-04-07
  • Revision Date2011-07-11
  • Acceptance Date2011-07-18

DOI Reference

10.2298/TSCI110407073G

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