3 papers
math.PR2020
On the Hölder regularity of a linear stochastic partial-integro-differential equation with memory
Scott A. McKinley, Hung D. Nguyen
In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a s…
math.PR2018
The Generalized Langevin Equation with a power-law memory in a nonlinear potential well
Nathan Glatt-Holtz, David Herzog, Scott McKinley +1
The generalized Langevin equation (GLE) is a stochastic integro-differential equation that has been used to describe the velocity of microparticles in viscoelastic fluids. In this…
math.PR2017
Anomalous Diffusion and the Generalized Langevin Equation
Scott A McKinley, Hung D Nguyen
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 viscoel…