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Fractional trajectories: Decorrelation versus friction

Author

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  • Svenkeson, A.
  • Beig, M.T.
  • Turalska, M.
  • West, B.J.
  • Grigolini, P.

Abstract

The fundamental connection between fractional calculus and subordination processes is explored and affords a physical interpretation of a fractional trajectory, that being an average over an ensemble of stochastic trajectories. Heretofore what has been interpreted as intrinsic friction, a form of non-Markovian dissipation that automatically arises from adopting the fractional calculus, is shown to be a manifestation of decorrelations between trajectories. We apply the general theory developed herein to the Lotka–Volterra ecological model, providing new insight into the final equilibrium state. The relaxation time to achieve this state is also considered.

Suggested Citation

  • Svenkeson, A. & Beig, M.T. & Turalska, M. & West, B.J. & Grigolini, P., 2013. "Fractional trajectories: Decorrelation versus friction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5663-5672.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:22:p:5663-5672
    DOI: 10.1016/j.physa.2013.07.028
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    References listed on IDEAS

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    1. Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000. "Fractional calculus and continuous-time finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 376-384.
    2. Tofighi, Ali, 2003. "The intrinsic damping of the fractional oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 329(1), pages 29-34.
    3. Škovránek, Tomáš & Podlubny, Igor & Petráš, Ivo, 2012. "Modeling of the national economies in state-space: A fractional calculus approach," Economic Modelling, Elsevier, vol. 29(4), pages 1322-1327.
    4. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
    5. Narahari Achar, B.N. & Hanneken, John W. & Clarke, T., 2002. "Response characteristics of a fractional oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 309(3), pages 275-288.
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    Cited by:

    1. West, Bruce J., 2015. "Exact solution to fractional logistic equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 103-108.
    2. Tenreiro Machado, J.A., 2015. "Generalized convolution," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 34-39.

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