Aging and Rejuvenation with Fractional Derivatives

Abstract

We discuss a dynamic procedure that makes fractional derivatives emerge in the time asymptotic limit of non-Poisson processes. We find that two-state fluctuations, with an inverse power-law distribution of waiting times, finite first moment, and divergent second moment, namely, with the power index micro in the interval 2 < micro < 3, yield a generalized master equation equivalent to the sum of an ordinary Markov contribution and a fractional derivative term. We show that the order of the fractional derivative depends on the age of the process under study. If the system is infinitely old, the order of the fractional derivative, alpha, is given by o=3 micro.

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Document Details

Document Type
Technical Report
Publication Date
Sep 10, 2004
Accession Number
ADA434831

Entities

People

  • Bruce J. West
  • Gerardo Aquino
  • Mauro Bologna
  • Paolo Grigolini

Organizations

  • University of North Texas

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Autocorrelation
  • Boltzmann Equation
  • Calculus
  • Computational Science
  • Differential Equations
  • Diffusion
  • Equations
  • Equations Of Motion
  • Exponential Functions
  • Fokker Planck Equations
  • Intervals
  • Observation
  • Physics
  • Probability
  • Random Walk
  • Stochastic Processes
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Statistical inference.