VELOCITY AND DISPLACEMENT CORRELATION . . .
429
C
λ
is a proportionality coefficient independent of time (0
< λ <
2) and
E
λ
(
·
) is the one parameter M-L function (4.1). Camargo et al. [6] in-
troduced a fractional GLE with a two parameter M-L correlation func-
tion
C
(
t
) =
C
λ
τ
λ
t
ν
−
1
E
λ,ν
(
−
(
t/τ
)
λ
), where
E
λ,ν
(
·
) is the two parameter M-L
function (4.2). In Ref. [42] we have introduced a three parameter M-L
correlation function
C
(
t
) =
C
α,β,δ
τ
αδ
E
δ
α,β
−
t
α
τ
α
, where
E
δ
α,β
(
·
) is the three
parameter M-L function (4.4),
C
α,β,δ
is a proportionality coefficient inde-
pendent of time (
α >
0,
β >
0,
δ >
0, 0
< αδ <
2), and we have studied
the asymptotic behavior of a harmonic oscillator and a free particle. In our
recent paper [43] we have studied the GLE with a three parameter M-L
correlation function
C
(
t
) =
C
α,β,δ
τ
αδ
t
β
−
1
E
δ
α,β
−
t
α
τ
α
,
(1.5)
where
τ
is the characteristic memory time,
C
α,β,δ
is a proportionality co-
efficient independent of time (
α >
0,
β >
0,
δ >
0). Note that, by us-
ing relations (4.7) and (4.8), the noise term (1.5) satisfies the assumption
lim
t
→∞
γ
(
t
) = lim
s
→
0
s
ˆ
γ
(
s
) = 0 [43], where ˆ
γ
(
s
) =
L
[
γ
(
t
)](
s
) is the Laplace
transform of
γ
(
t
), for
β <
1 +
αδ
. We have shown that for different val-
ues of
α
,
β
and
δ
the anomalous diffusion (subdiffusion or superdiffusion)
occurs. In this paper we consider FGLE with an internal noise with three
parameter M-L correlation function of form (1.5).
The three parameter M-L noise (1.5) for
δ
= 1 yields the two parameter
M-L noise introduced in Ref. [6]. For
β
=
δ
= 1 it corresponds to the one-
parameter M-L noise [54, 55, 5]. In the limit
τ
→
0 for
β
=
δ
= 1 and
α
= 1 the power law correlation function is obtained. For
α
=
β
=
δ
= 1 it
is obtained a correlation function of form
C
(
t
) =
C
1
,
1
,
1
τ
e
−
t/τ
, which in the
limit
τ
→
0 it corresponds to a white Gaussian noise (a standard Brownian
motion).
This paper is organized as follows. In Section
2
general expressions
for the relaxation functions, average velocity and average particle displace-
ment, variances and MSD are derived. The case with an internal noise with
a three parameter M-L correlation function is investigated. The asymp-
totic behaviors in the short and long time limits of the MSD are analyzed.
The appearance of anomalous diffusion (subdiffusion and superdiffusion)
is found. Cases for modeling single file-type diffusion are discussed. A
Summary of the paper is provided in Section
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