Derivation of a Fokker–Planck equation for generalized Langevin dynamics

A Fokker–Planck equation describing the statistical properties of Brownian particles acted upon by long-range stochastic forces with power-law correlations is derived. In contrast with previous approaches (Wang, Phys. Rev. A 45 (1992) 2), it is shown that the distribution of Brownian particles after release from a point source is broader than Gaussian and described by a Fox function. Transport is shown to be ballistic at short times and either sub-diffusive or super-diffusive at large times. The imposition of occasional trapping events onto the Brownian dynamics can result in confined diffusion (d/dtx²→0) at long times when the mean trapping time is divergent. It is suggested that such dynamics describe protein motions in cell membranes.     

Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.     

On the derivation of the generalized Langevin equation for interacting Brownian particles

The main result of this paper is a derivation of a generalized nonlinear Langevin equation (GLE) forn interacting particles in a bath. A consequence of the derivation is that the exact form of the (generalized) fluctuation-dissipation theorem is obtained. We discuss also the relation between the memory kernel of the GLE and some corresponding correlation functions which can be easily obtained in a molecular dynamics computer experiment. In the same spirit it is shown that the approach applies to a Brownian particle subjected to a stationary external field. The technique presented in a previous paper to simulate generalized Brownian dynamics can be easily extended to the present case. Our derivation intends to clarify the uses and (possibly) abuses of the Langevin equation in Brownian dynamics studies.     

Brownian motion in a classical ideal gas: A microscopic approach to Langevin’s equation

We present an insightful ‘derivation’ of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton’s law of motion (mx = F) for the heavy particle reduces to a Langevin equation (valid on a coarser time-scale) with the assumption that the lighter gas particles follow a Boltzmann velocity distribution. Starting from the kinematics of the random collisions we show that (1) the average force 〈F〉 ∞ −x and (2) the correlation function of the fluctuating forceη = F — 〈F〉 is related to the strength of the average force. Deceased     

Analytical solution of a multidimensional Langevin equation at high friction limits and probability passing over a two-dimensional saddle

The analytical solution of a multidimensional Langevin equation at the overdamping limit is obtained and the probability of particles passing over a two-dimensional saddle point is discussed. These results may break a path for studying further the fusion in superheavy elements synthesis.     

Analytical solution of a multidimensional Langevin equation at high friction limits and probability passing over a two-dimensional saddle

The analytical solution of a multidimensional Langevin equation at the overdamping limit is obtained and the probability of particles passing over a two-dimensional saddle point is discussed. These results may break a path for studying further the fusion in superheavy elements synthesis.     

Ergodic Properties of the Non-Markovian Langevin Equation

We discuss the dissipative dynamics of a classical particle coupled to an infinitely extended heat reservoir. We announce a number of results concerning the ergodic properties of this model. The novelty of our approach is that it extends beyond Markovian dynamics to the case where the Langevin equation is driven by colored noise. Our method works in arbitrary space dimension, and for fully nonlinear systems.     

Projector formalism of generalized Brownian motion theory applied to dissipative and noisy systems

The projector formalism of Zwanzig-Mori type is extended to obtain generalized Fokker-Planck and generalized nonlinear Langevin equations for coarse-grained variables when the underlying microscopic dynamics is dissipative and noisy (stochastic).     

Brownian motion under a time-dependent periodic potential proportional to the square of the position of a particle and classical fluctuation squeezing

A general stationary case of a Brownian particle with a time-dependent periodic potential proportional to the square of the position of the particle is treated. Even though the vigorous change of the time-dependent proportionality coefficient is applied, there are cases where the fluctuation of the particle decreases in contrary to our intuition, which is called classical fluctuation squeezing. We obtain time-average variances analytically for general cases of an arbitrary change in the coefficient and find conditions favorable for classical fluctuation squeezing. We introduce an asymmetric function behaves like trigonometric cosine one and consider its behavior explicitly.     

Numerical resolution of the modified Langevin equation using a differential expression: Application to the Jiles magnetostriction law of approach

The Langevin equation is classically used to model the anhysteretic magnetization curve. A modified version of this equation has been introduced by Jiles to take into account the effects of magnetostriction on the anhysteretic magnetization behavior when a ferromagnetic material undergoes mechanical stresses. The numerical resolution of the modified Langevin equation is usually performed with a root-finding algorithm. In this paper, a differential form of the modified Langevin equation is proposed, allowing a faster numerical resolution.     

Langevin equation for self-organized morphologies of thin heteroepitaxial films

The self-organization of nanostructures on strained epitaxial films is expressed as a Langevin equation obtained from an atomistic model of the growth kinetics. The transition rules are based on the incorporation of strain effects into environment-dependent detachment barriers. Comparisons are made with a previous approach based on continuum elasticity to provide an atomistic interpretation of the governing equation for the morphological evolution of strained films.     

A generalized Langevin equation for dealing with nonadditive fluctuations

A suitable extension of the Mori memory-function formalism to the non-Hermitian case allows a multiplicative process to be described by a Langevin equation of non-Markoffian nature. This generalized Langevin equation is then shown to provide for the variable of interest the same autocorrelation function as the well-known theoretical approach developed by Kubo, the stochastic Liouville equation (SLE) theory. It is shown, furthermore, that the present approach does not disregard the influence of the variable of interest on the time evolution of its thermal bath. The stochastic process under study can also be described by a Fokker-Planck-like equation, which results in a Gaussian equilibrium distribution for the variable of interest. The main flaw of the SLE theory, that resulting in an uncorrect equilibrium distribution, is therefore completely eliminated.     

Canonically invariant formulation of Langevin and Fokker-Planck equations

We present a canonically invariant form for the generalized Langevin and Fokker-Planck equations. We discuss the role of constants of motion and the construction of conservative stochastic processes. Received : 24 July 1997 / Revised : 30 October 1997 / Accepted : 26 January 1998     

On the quantum langevin equation

The quantum Langevin equation is the Heisenberg equation of motion for the (operator) coordinate of a Brownian particle coupled to a heat bath. We give an elementary derivation of this equation for a simple coupled-oscillator model of the heat bath.Deceased.     

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.     

On the brownian motion of a frequencymodulated oscillator

The Langevin equations for a harmonically bound particle, where the force constant is a given function of time, is solved. The mean and mean-square properties of the solution are determined. The analysis is then specialized to the case of a force constant periodic in time. It is shown that the mean fluctuations remain bounded in time precisely when the mean motion is stable (remains bounded).This work was supported in part by NSF Grant CHE77-14553.     

Brownian motion in a rotating flow

The Langevin equations for a particle of an arbitrary shape and the correlation functions for the fluctuating forces, torques, or force-torque acting on the particle in a rotating flow are derived from the semimicroscopic level of coarse graining by using fluctuating hydrodynamics. In order to obtain the solution of the Navier-Stokes Langevin equation valid over the entire flow region, use is made of the method of matched asymptotic expansions in ( _f a²/v)^1/2 1. The cases of slow and rapid rotation are analyzed. It is shown that the fluctuation-dissipation theorems hold up to the order of ( _f a²/v)^1/2 in both slow and rapid rotation, and that the diffusivity tensor depends on the angular velocity of the fluid and becomes anisotropic.