Langevin equation with two fractional orders
A new type of fractional Langevin equation of two different orders is introduced. The solutions for this equation, known as the fractional Ornstein-Uhlenbeck processes, based on Weyl and Riemann-Liouville fractional derivatives are obtained. The basic properties of these processes are studied. An ex...
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ELSEVIER SCIENCE BV
2008
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| Online Access: | http://shdl.mmu.edu.my/2172/ |
| _version_ | 1848789983534514176 |
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| author | LIM, S LI, M TEO, L |
| author_facet | LIM, S LI, M TEO, L |
| author_sort | LIM, S |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | A new type of fractional Langevin equation of two different orders is introduced. The solutions for this equation, known as the fractional Ornstein-Uhlenbeck processes, based on Weyl and Riemann-Liouville fractional derivatives are obtained. The basic properties of these processes are studied. An example of the spectral density of ocean wind speed which has similar spectral density as that of Weyl fractional Ornstein-Uhlenbeck process is given. (C) 2008 Published by Elsevier B.V. |
| first_indexed | 2025-11-14T18:05:23Z |
| format | Article |
| id | mmu-2172 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:05:23Z |
| publishDate | 2008 |
| publisher | ELSEVIER SCIENCE BV |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-21722011-09-19T08:21:42Z http://shdl.mmu.edu.my/2172/ Langevin equation with two fractional orders LIM, S LI, M TEO, L T Technology (General) QC Physics A new type of fractional Langevin equation of two different orders is introduced. The solutions for this equation, known as the fractional Ornstein-Uhlenbeck processes, based on Weyl and Riemann-Liouville fractional derivatives are obtained. The basic properties of these processes are studied. An example of the spectral density of ocean wind speed which has similar spectral density as that of Weyl fractional Ornstein-Uhlenbeck process is given. (C) 2008 Published by Elsevier B.V. ELSEVIER SCIENCE BV 2008-10 Article NonPeerReviewed LIM, S and LI, M and TEO, L (2008) Langevin equation with two fractional orders. Physics Letters A, 372 (42). pp. 6309-6320. ISSN 03759601 http://dx.doi.org/10.1016/j.physleta.2008.08.045 doi:10.1016/j.physleta.2008.08.045 doi:10.1016/j.physleta.2008.08.045 |
| spellingShingle | T Technology (General) QC Physics LIM, S LI, M TEO, L Langevin equation with two fractional orders |
| title | Langevin equation with two fractional orders |
| title_full | Langevin equation with two fractional orders |
| title_fullStr | Langevin equation with two fractional orders |
| title_full_unstemmed | Langevin equation with two fractional orders |
| title_short | Langevin equation with two fractional orders |
| title_sort | langevin equation with two fractional orders |
| topic | T Technology (General) QC Physics |
| url | http://shdl.mmu.edu.my/2172/ http://shdl.mmu.edu.my/2172/ http://shdl.mmu.edu.my/2172/ |