Fractional calculus as a macroscopic manifestation of randomness

P. Grigolini, A. Rocco, and B. J. West
Phys. Rev. E 59, 2603 – Published 1 March 1999
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Abstract

We generalize the method of Van Hove [Physica (Amsterdam) 21, 517 (1955)] so as to deal with the case of nonordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of the Van Hove method imposes randomness upon Hamiltonian dynamics, the resulting statistical process is described using normal calculus techniques. On the other hand, in the case where there is no time-scale separation, this generalized version of Van Hove’s method not only imposes randomness upon the microscopic dynamics, but it also transmits randomness to the macroscopic level. As a result, the correct description of macroscopic dynamics has to be expressed in terms of the fractional calculus.

  • Received 6 August 1998

DOI:https://doi.org/10.1103/PhysRevE.59.2603

©1999 American Physical Society

Authors & Affiliations

P. Grigolini1,2,3, A. Rocco1, and B. J. West1

  • 1Center for Nonlinear Science, University of North Texas, P.O. Box 5368, Denton, Texas 76203-5368
  • 2Dipartimento di Fisica dell’Università di Pisa, Piazza Torricelli 2, 56100 Pisa, Italy
  • 3Istituto di Biofisica del Consiglio Nazionale delle Ricerche, Via S. Lorenzo 26, 56127 Pisa, Italy

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Vol. 59, Iss. 3 — March 1999

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