Correlated anomalous diffusion: Random walk and Langevin equation

Kiyoshi Sogo, Yoshiaki Kishikawa, Shuhei Ohnishi, Takenori Yamamoto, Susumu Fujiwara, Keiko M. Aoki
2010 Journal of Mathematical Physics  
A random walk model is formulated and examined which gives the correlated anomalous diffusion found in molecular dynamics simulations. The mean square displacement ͑MSD͒ shows a logarithmic behavior in one dimension. Corresponding Langevin equation is constructed by solving the inverse problem which gives a procedure to derive random impulse correlation from MSD function.
doi:10.1063/1.3309329 fatcat:djf44ep3j5ciloqwtmqa4wat3m