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

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.

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Year of publication:	2001
Authors:	Sokolov, I.M. ; Blumen, A. ; Klafter, J.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 302.2001, 1, p. 268-278
Publisher:	Elsevier
Subject:	Continuous-time random walks \| Fractional Fokker–Planck equation \| Aging

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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