Subordinated Langevin equations for anomalous diffusion in external potentials —Biasing and decoupled external forcesS. Eule1 and R. Friedrich2
1 Max-Planck-Institute for Dynamics and Self-Organization - Bunsenstr. 10, 37073 Göttingen, Germany, EU
2 Institute for Theoretical Physics, University of Münster - Wilhelm-Klemm-Str. 9, 48149 Münster, Germany, EU
received 10 March 2009; accepted in final form 20 April 2009; published May 2009
published online 21 May 2009
The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field, the concept of biasing and decoupled external fields is introduced. Complementary to the recently established Langevin equations for anomalous diffusion in a time-dependent external force field (MAGDZIARZ M. et al., Phys. Rev. Lett., 101 (2008) 210601), the Langevin formulation of anomalous diffusion in a decoupled time-dependent force field is derived.
02.50.-r - Probability theory, stochastic processes, and statistics.
05.40.Fb - Random walks and Lévy flights.
05.10.Gg - Stochastic analysis methods.
© EPLA 2009