线性过阻尼分数阶Langevin方程的共振行为

通过将广义Langevin方程中的系统内噪声建模为分数阶高斯噪声,推导出分数阶Langevin方程, 其分数阶导数项阶数由系统内噪声的Hurst指数所确定.讨论了处于强噪声环境下的线性过阻尼分数阶 Langevin方程在周期信号激励下的共振行为,利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应的一、二阶稳态矩和稳态响应振幅、方差的解析表达式.分析表明,适当参数下, 系统稳态响应振幅和方差随噪声的某些特征参数、周期激励信号的频率及系统部分参数的变化出现了 广义的随机共振现象.     

基于分数阶环境热浴的非各态历经判据研究

本文从分数阶谱形式的气固耦合模型出发, 理论推导出具有幂律记忆核的广义朗之万方程. 研究气体分子在自由场和简谐势场中的动力学演化和长时渐进行为, 着重分析三种各态历经判据: Khinchin判据、Lee判据以及内在判据和外在表现的适用性. 研究结果表明: Khinchin判据适用于广义朗之万方程描述的所有扩散和输运过程; Lee判据并不适用于布朗运动, 只能用来区分不同类型的扩散过程; 而内在判据和外在表现不仅能够把非各态历经分为两类, 同时可以揭示非各态历经的物理内在根源.     

Diffusion described with quantum Langevin equation in tilted periodic potential

In this paper, diffusion behavior of Brownian particles moving in a 1D periodic potential landscape has been theoretically investigated by using the general quantum Langevin equation. At first, in the condition of weak disorder, some anomalous diffusive behaviors have been revealed in the process. Then, two types of mean square displacement, ensemble averaged and time averaged mean square displacement, have been investigated in a long time, and the weak ergodicity breaking phenomenon has been revealed. It is shown that the general quantum Langevin equation can exhibit some novel details of the experimental diffusion process.     

Stochastic Resonance in a Linear Fractional Langevin Equation

The fractional Langevin equation is derived from the generalized Langevin equation driven by the additive fractional Gaussian noise. We investigate the stochastic resonance (SR) phenomenon in the underdamped linear fractional Langevin equation under the external periodic force and multiplicative symmetric dichotomous noise. Applying the Shapiro-Loginov formula and the Laplace transform technique, we obtain the exact expressions of the amplitude and signal-to-noise ratio (SNR) of the system. By studying the impacts of the driving frequency and the noise parameters, we find the non-monotonic behaviors of the output amplitude and SNR. The results indicate that the bona fide SR, conventional SR and the wide sense of SR phenomena occur in the proposed linear fractional system.     

Langevin equation for a free particle driven by power law type of noises

We study a generalized Langevin equation for a free particle driven by N internal noises. The mean square displacement and velocity autocorrelation function are derived in case of a mixture of Dirac delta, power law and Mittag-Leffler noises. Additionally, a frictional memory kernel of distributed order is considered. The long time limit and short time limit are analyzed, and the dominant contributions of noises on particle dynamics is discussed. Various different diffusive behaviors (subdiffusion, superdiffusion, normal diffusion, ultraslow diffusion) are obtained. The considered problem may be used in the theory of anomalous diffusion in complex environment.     

Active transport in complex media: Relationship between persistence and superdiffusion

We study the relationship between anomalous diffusion and persistent motion of micron-sized particles moving in a viscoelastic environment and subjected to an external noise. In the framework of a generalized Langevin equation, we compare the analytical expressions of the mean square displacement and the mean cosine of the turning angle. Both magnitudes can be easily computed from the particles trajectories, and allow us to investigate the different anomalous regimes typically obtained, for instance, in single particle tracking experiments within living cells. Finally, we analyze the directional changes occurring during the motion of pigment organelles driven by molecular motors in Xenopus laevis melanocytes, as an example of application of our model.     

Localization and Ballistic Diffusion for the Tempered Fractional Brownian–Langevin Motion

This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker–Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form \(t^{2H},\) we show that the asymptotic form of the MSD of the tfLe transits from \(t^2\) (ballistic diffusion for short time) to \(t^{2-2H},\) and then to \(t^2\) (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from \(t^{2-2H}\) to \(t^2\) (ballistic diffusion). The tfLe with harmonic potential is also considered.     

过阻尼分数阶Langevin方程及其随机共振

通过对广义Langevin方程阻尼核函数的适当选取,在过阻尼的情形下, 推导出分数阶Langevin方程.给合反常扩散理论和分数阶导数的记忆性, 讨论了分数阶Langevin方程的物理意义,进而得出分数阶Langevin方程产生随机共振的内在机理.数值模拟表明,在一定的阶数范围内,分数阶Langevin方程可以产生随机共振, 并且分数阶下的信噪比增益好于整数阶情形.     

反常扩散与分数阶对流-扩散方程

反常扩散现象在自然界和社会系统中广泛存在.考虑了扩散过程的时间相关和时空相关性，用非局域性的处理方法，在传统的二阶对流 扩散方程基础上，得到了分数阶对流 扩散方程，以此方程来描述反常扩散.在此方程中，弥散项和对时间的导数为分数阶导数所代替.由此分数阶对流 扩散方程，对传统的费克扩散定律进行推广，得到了广义的分数费克扩散定律，分数费克扩散定律说明某时刻空间中某点的流量不仅与其领域内的浓度梯度有关，而且与整个空间中其他不同点的粒子浓度、浓度变化的历史，甚至初始时刻的浓度有关.讨论了方程的解——分数稳定分布，并由此说明了扩散运动的平均平方位移是运移时间的非线性函数. 关键词： 扩散 分数阶微积分 稳定分布（Lévy分布） 费克扩散定律     

Fractional Fokker-Planck equations for subdiffusion with space- and time-dependent forces

We derive a fractional Fokker-Planck equation for subdiffusion in a general space- and time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.     

A heavy ion in a fluid in presence of an electromagnetic field seen as an ordinary Brownian motion

An alternative method of how to characterize, at equilibrium, the diffusion process of a Brownian charged particle (heavy ion) in a fluid in presence of an electromagnetic field is presented. The theory is formulated via a Langevin equation associated with the ion's velocity vector, which is transformed to another velocity-space in which the diffusion process is quite similar to that of the ordinary Brownian motion. The diffusion process is characterized, in absence and in presence of the electric field, through the mean square displacement in the transformed configuration-space and then returned to the original variables, by means of the corresponding transformation. Under the action of the electric field, the diffusion process is studied for a general time-dependent electric field. Explicit results are obtained for a constant and oscillating electric field.     

Diffusion dynamics in external noise-activated non-equilibrium open system-reservoir coupling environment

The diffusion process in an external noise-activated non-equilibrium open system-reservoir coupling environment is studied by analytically solving the generalized Langevin equation. The dynamical property of the system near the barrier top is investigated in detail by numerically calculating the quantities such as mean diffusion path, invariance, barrier passing probability, and so on. It is found that, comparing with the unfavorable effect of internal fluctuations, the external noise activation is sometimes beneficial to the diffusion process. An optimal strength of external activation or correlation time of the internal fluctuation is expected for the diffusing particle to have a maximal probability to escape from the potential well.     

随机双指数记忆耗散系统的非马尔可夫扩散

针对具有双指数耗散记忆核函数的两自由度耦合系统, 本文利用Laplace变换导出了热宽带噪声激励下该系统响应二阶矩的解析表达式. 并观察到位移二阶矩不同于单自由度情形下的反常扩散:<x²(t)> ∝ t^α (0<α<2, α≠1), 而是随时间及噪声等参数变化呈现普遍的振荡扩散现象.分析可得, 阻尼耦合因子B使粒子远离简谐势场的束缚, <x²(t)>随B的增大扩散加剧而摩擦系数增大却使其趋于平稳状态.进一步, 若两热噪声互关联时, 较小的互关联时间对二阶矩的影响较大, 反之作用较小. 伴随互关联强度递增, 位移二阶矩的扩散加剧, 位移间的相关性加强, 与物理直观相符. 关键词： 热噪声 非马尔可夫扩散 广义朗之万方程 关联性     

Computing the non-linear anomalous diffusion equation from first principles

We investigate asymptotically the occurrence of anomalous diffusion and its associated family of statistical evolution equations. Starting from a non-Markovian process à la Langevin we show that the mean probability distribution of the displacement of a particle follows a generalized non-linear Fokker-Planck equation. Thus we show that the anomalous behavior can be linked to a fast fluctuation process with memory from a microscopic dynamics level, and slow fluctuations of the dissipative variable. The general results can be applied to a wide range of physical systems that present a departure from the Brownian regime.     

Lévy flights and Lévy-Schrödinger semigroups

We analyze two different confining mechanisms for Lévy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Lévy-Schrödinger semigroups which induce so-called topological Lévy processes (Lévy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological Lévy process with the same invariant pdf and in reverse.     

Study of a generalized Langevin equation with nonlocal dissipative force,harmonic potential and a constant load force

We analyze the motion of a particle governed by a generalized Langevin equation with nonlocal dissipative force, linear external force and a constant load force. We consider the dissipative memory kernel consisting of two terms. One of them is described by the Dirac delta function which represents a local friction, whereas for the second one we consider two types: the exponential and power-law functions which represent nonlocal dissipative forces. For these cases, one can obtain exact results for the relaxation function. Then, we obtain the first moments and variances of the displacement and velocity. The long-time behaviors of these quantities are also investigated.     

具有固有频率涨落的记忆阻尼线性系统的随机共振

研究了在内噪声、外噪声(固有频率涨落噪声)及周期激励信号共同作用下具有指数型记忆阻尼的广义Langevin方程的共振行为.首先将其转化为等价的三维马尔可夫线性系统,再利用Shapiro-Loginov公式和Laplace变换导出系统响应一阶矩和稳态响应振幅的解析表达式.研究发现,当系统参数满足Routh-Hurwitz稳定条件时,稳态响应振幅随周期激励信号频率、记忆阻尼及外噪声参数的变化存在"真正"随机共振、传统随机共振和广义随机共振,且随机共振随着系统记忆时间的增加而减弱.数值模拟计算结果表明系统响应功率谱与理论结果相符.     

Brownian motion in a fluid in elongational flow

Brownian motion of a spherical particle in stationary elongational flow is studied. We derive the Langevin equation together with the fluctuation-dissipation theorem for the particle from nonequilibrium fluctuating hydrodynamics to linear order in the elongation-rate-dependent inverse penetration depths. We then analyze how the velocity autocorrelation function as well as the mean square displacement are modified by the elongational flow. We find that for times small compared to the inverse elongation rate the behavior is similar to that found in the absence of the elongational flow. Upon approaching times comparable to the inverse elongation rate the behavior changes and one passes into a time domain where it becomes fundamentally different. In particular, we discuss the modification of thet ^–3/2 long-time tail of the velocity autocorrelation function and comment on the resulting contribution to the mean square displacement. The possibility of defining a diffusion coefficient in both time domains is discussed.     

Fractional Langevin equation and Riemann-Liouville fractional derivative

In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.     

From continuous time random walks to the fractional fokker-planck equation

We generalize the continuous time random walk (CTRW) to include the effect of space dependent jump probabilities. When the mean waiting time diverges we derive a fractional Fokker-Planck equation (FFPE). This equation describes anomalous diffusion in an external force field and close to thermal equilibrium. We discuss the domain of validity of the fractional kinetic equation. For the force free case we compare between the CTRW solution and that of the FFPE.