Anomalous Diffusion and the Generalized Langevin Equation
Anomalous Diffusion and the Generalized Langevin Equation
The generalized Langevin equation (GLE) is a stochastic integro-differential equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known as anomalous subdiffusion, which is to say that their position mean-squared displacement (MSD) scales sublinearly with time. …