A Paradox in the Langevin Equation with Long-Time Noise Correlations
Statistical Mechanics
2015-07-22 v1
Abstract
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not stabilizes but diminishes with time. It is shown that algebraic distributions can induce such non-stationary affects. Results are compared to those obtained with a deterministic random force. Consequences for the diffusion process are also discussed.
Keywords
Cite
@article{arxiv.cond-mat/9912407,
title = {A Paradox in the Langevin Equation with Long-Time Noise Correlations},
author = {T. Srokowski},
journal= {arXiv preprint arXiv:cond-mat/9912407},
year = {2015}
}
Comments
10 pages + 2 Figures, RevTeX