English

V-Langevin Equations, Continuous Time Random Walks and Fractional Diffusion

Plasma Physics 2015-05-13 v1 Data Analysis, Statistics and Probability

Abstract

The following question is addressed: under what conditions can a strange diffusive process, defined by a semi-dynamical V-Langevin equation or its associated Hybrid kinetic equation (HKE), be described by an equivalent purely stochastic process, defined by a Continuous Time Random Walk (CTRW) or by a Fractional Differential Equation (FDE)? More specifically, does there exist a class of V-Langevin equations with long-range (algebraic) velocity temporal correlation, that leads to a time-fractional superdiffusive process? The answer is always affirmative in one dimension. It is always negative in two dimensions: any algebraically decaying temporal velocity correlation (with a Gaussian spatial correlation) produces a normal diffusive process. General conditions relating the diffusive nature of the process to the temporal exponent of the Lagrangian velocity correlation (in Corrsin approximation) are derived.

Keywords

Cite

@article{arxiv.0704.2517,
  title  = {V-Langevin Equations, Continuous Time Random Walks and Fractional Diffusion},
  author = {Radu Balescu},
  journal= {arXiv preprint arXiv:0704.2517},
  year   = {2015}
}
R2 v1 2026-06-21T08:20:09.892Z