4.6 Article

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

Journal

Publisher

ELSEVIER SCIENCE BV
DOI: 10.1016/j.physa.2015.06.047

Keywords

Fractional Fokker-Planck equation; Stochastic analysis methods; Systems obeying scaling laws; 1/f noise; Power law tails

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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. (C) 2015 Elsevier B.V. All rights reserved.

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