Related papers: Generalized Langevin equation with fluctuating dif…
We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
The transport of individual particles in inhomogeneous environments is complex and exhibits non-Markovian responses. The latter may be quantified by a memory function within the framework of the linear generalised Langevin equation (GLE).…
An autoregressive model with a power-law type memory kernel is studied as a stochastic process that exhibits a self-affine-fractal-like behavior for a small time scale. We find numerically that the root-mean-square displacement for the time…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in normal superdiffusion and fast superdiffusion. For fast superdiffusion, we prove that…
We present a comparative study on two theoretical descriptions of microrheological experiments. Using a generalized Langevin equation (GLE), we analyze the origin of the power-law behavior of the main properties of a viscoelastic medium.…
The mean-field Langevin dynamics (MFLD) is a nonlinear generalization of the Langevin dynamics that incorporates a distribution-dependent drift, and it naturally arises from the optimization of two-layer neural networks via (noisy) gradient…
This paper is about well-posedness and realizability of the kinetic equation for gas-particle flows and its relationship to the Generalized Langevin Model (GLM) PDF equation. Previous analyses claim that this kinetic equation is ill-posed,…
We study a relaxation behavior of an Ornstein-Uhlenbeck (OU) process with a time-dependent and fluctuating diffusivity. In this process, the dynamics of a position vector is modeled by the Langevin equation with a linear restoring force and…
In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…
Considering the existence of nonconformal stochastic fluctuations in the metric tensor a generalized uncertainty principle and a deformed dispersion relation (associated to the propagation of photons) are deduced. Matching our model with…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
Memory effects are a key feature in the description of the dynamical systems governed by the generalized Langevin equation, which presents an exact reformulation of the equation of motion. A simple measure for the estimation of memory…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
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…
It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the…
The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…
Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the effect of noise on these models is one of the key open questions in computational…