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Linear response in complex systems: CTRW and the fractional Fokker–Planck equations

Author

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  • Sokolov, I.M.
  • Blumen, A.
  • Klafter, J.

Abstract

We consider the linear response of systems modelled by continuous-time random walks (CTRW) and by fractional Fokker–Planck equations under the influence of time-dependent external fields. We calculate the corresponding response functions explicitly. The CTRW curve exhibits aging, i.e., it is not translationally invariant in the time domain. This is different from what happens under fractional Fokker–Planck conditions.

Suggested Citation

  • Sokolov, I.M. & Blumen, A. & Klafter, J., 2001. "Linear response in complex systems: CTRW and the fractional Fokker–Planck equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 302(1), pages 268-278.
  • Handle: RePEc:eee:phsmap:v:302:y:2001:i:1:p:268-278
    DOI: 10.1016/S0378-4371(01)00470-8
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    Cited by:

    1. Gorenflo, Rudolf & Mainardi, Francesco & Vivoli, Alessandro, 2007. "Continuous-time random walk and parametric subordination in fractional diffusion," Chaos, Solitons & Fractals, Elsevier, vol. 34(1), pages 87-103.

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