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Anomalous diffusion in nonhomogeneous media: Power spectral density of signals generated by time-subordinated nonlinear Langevin equations

Author

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  • Kazakevičius, R.
  • Ruseckas, J.

Abstract

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker–Planck equations. In the homogeneous systems the power spectral density of the signals generated by such Langevin equations has power-law dependency on the frequency with the exponent smaller than 1. In this paper we consider nonhomogeneous systems and show that in such systems the power spectral density can have power-law behavior with the exponent equal to or larger than 1 in a wide range of intermediate frequencies.

Suggested Citation

  • Kazakevičius, R. & Ruseckas, J., 2015. "Anomalous diffusion in nonhomogeneous media: Power spectral density of signals generated by time-subordinated nonlinear Langevin equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 210-222.
    • Handle: RePEc:eee:phsmap:v:438:y:2015:i:c:p:210-222
    DOI: 10.1016/j.physa.2015.06.047
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    Cited by:

    1. Rytis Kazakeviv{c}ius & Aleksejus Kononovicius, 2023. "Anomalous diffusion and long-range memory in the scaled voter model," Papers 2301.08088, arXiv.org, revised Feb 2023.
    2. Rytis Kazakevicius & Aleksejus Kononovicius & Bronislovas Kaulakys & Vygintas Gontis, 2021. "Understanding the nature of the long-range memory phenomenon in socioeconomic systems," Papers 2108.02506, arXiv.org, revised Aug 2021.

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