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We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…

概率论 · 数学 2023-08-02 Gustavo Didier , Hung D. Nguyen

We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…

无序系统与神经网络 · 物理学 2007-05-23 Mendeli H. Vainstein , Ismael V. L. Costa , Rafael Morgado , Fernando A. Oliveira

A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…

统计力学 · 物理学 2022-09-28 Tomoshige Miyaguchi

Necessary and sufficient conditions are presented for the existence of (second order) stationary solutions of the generalized Langevin equation under appropriate assumptions on the associated memory kernel. When this stochastic equation is…

数学物理 · 物理学 2025-07-24 Martin Hanke

In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using…

数学物理 · 物理学 2021-02-03 G. A. Pavliotis , G. Stoltz , U. Vaes

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

统计力学 · 物理学 2018-10-08 Jakub Ślęzak

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…

统计力学 · 物理学 2017-02-28 Anatolii V. Mokshin , Bulat N. Galimzyanov

The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…

数值分析 · 数学 2022-09-20 Di Fang , Lei Li

Local diffusivity of a protein depends crucially on the conformation, and the conformational fluctuations are often non-Markovian. Here, we investigate the Langevin equation with non-Markovian fluctuating diffusivity, where the fluctuating…

统计力学 · 物理学 2023-04-26 Mutsumi Kimura , Takuma Akimoto

We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…

统计力学 · 物理学 2021-05-21 Fabian Glatzel , Tanja Schilling

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

统计力学 · 物理学 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

In this work, we consider a generalization of the nonlinear Langevin equation of fractional orders with boundary value conditions. The existence and uniqueness of solutions are studied by using results of the fixed point theory. Moreover,…

偏微分方程分析 · 数学 2020-04-08 Saeed Kosari , Milad Yadollahzadeh , Zehui Shao , Yongsheng Rao

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

统计力学 · 物理学 2009-08-13 Golan Bel , Ilya Nemenman

This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…

综合数学 · 数学 2020-03-16 Henrik Stenlund

We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution…

概率论 · 数学 2018-11-13 Benedict Leimkuhler , Matthias Sachs

The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…

We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…

统计力学 · 物理学 2010-02-08 Peter Siegle , Igor Goychuk , Peter Talkner , Peter Hanggi

We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…

统计力学 · 物理学 2018-04-12 M. Baldovin , A. Puglisi , A. Vulpiani

The non-equilibrium self-consistent generalized Langevin equation theory of irreversible processes in liquids is extended to describe the positional and orientational thermal fluctuations of the instantaneous local concentration profile…

软凝聚态物质 · 物理学 2016-05-17 E. C. Cortes-Morales , L. F. Elizondo-Aguilera , M. Medina-Noyola

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

统计力学 · 物理学 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz
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