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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 viscoelastic fluids. Such particles commonly exhibit what is known…

概率论 · 数学 2017-11-03 Scott A McKinley , Hung D Nguyen

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

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

As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…

统计力学 · 物理学 2011-05-27 Noëlle Pottier

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 work, we consider the large-time asymptotic properties of a…

概率论 · 数学 2020-01-30 Nathan Glatt-Holtz , David Herzog , Scott McKinley , Hung Nguyen

The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…

概率论 · 数学 2021-03-10 Gustavo Didier , Hung D. Nguyen

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

For reproducing the anomalous -- i.e., sub- or super-diffusive -- behavior in some stochastic dynamical systems, the Generalized Langevin Equation (GLE) has gained considerable popularity in recent years. Motivated by the question whether…

软凝聚态物质 · 物理学 2010-02-05 Debabrata Panja

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

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

The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…

统计力学 · 物理学 2014-04-23 L. Stella , C. D. Lorenz , L. Kantorovich

The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…

统计力学 · 物理学 2011-07-11 P. Siegle , I. Goychuk , P. Hanggi

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.…

统计力学 · 物理学 2009-11-13 I. Santamaria-Holek

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · 物理学 2009-10-31 V. Kobelev , E. Romanov

It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have non-ergodic solutions which do not relax to equilibrium…

统计力学 · 物理学 2015-05-27 A. V. Plyukhin

We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking…

数学物理 · 物理学 2020-02-20 Soon Hoe Lim , Jan Wehr , Maciej Lewenstein

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a…

软凝聚态物质 · 物理学 2015-09-30 Saikat Sarkar , Shubhankar Roy Chowdhury , Debasish Roy , Ram Mohan Vasu

We present a statistical mechanics framework for modeling equilibrium friction coefficients using the Generalized Langevin Equation (GLE). We show that the kernel, obtained via the Fluctuation-Dissipation Theorem (FDT) from the stochastic…

等离子体物理 · 物理学 2026-05-01 N. R. Sree Harsha , Zhenyuan Yu , Chuang Ren , Virginia Billings , Michael Huang

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

A diffusive trajectory drawn by the generalized Langevin equation (GLE) for a colloidal particle evokes a random fractal of a static polymer configuration. This article proposes a static GLE-like description that enables the generation of a…

软凝聚态物质 · 物理学 2023-04-05 Takuya Saito
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