Augmented Langevin approach to fluctuations in nonlinear irreversible processes

A Fokker-Planck equation derived from statistical mechanics by M. S. Green [J. Chem. Phys. 20:1281 (1952)] has been used by Grabertet al. [Phys. Rev. A 21:2136 (1980)] to study fluctuations in nonlinear irreversible processes. These authors remarked that a phenomenological Langevin approach would not have given the correct reversible part of the Fokker-Planck drift flux, from which they concluded that the Langevin approach is untrustworthy for systems with partly reversible fluxes. Here it is shown that a simple modification of the Langevin approach leads to precisely the same covariant Fokker-Planck equation as that of Grabertet al., including the reversible drift terms. The modification consists of augmenting the usual nonlinear Langevin equation by adding to the deterministic flow a correction term which vanishes in the limit of zero fluctuations, and which is self-consistently determined from the assumed form of the equilibrium distribution by imposing the usual potential conditions. This development provides a simple phenomenological route to the Fokker-Planck equation of Green, which has previously appeared to require a more microscopic treatment. It also extends the applicability of the Langevin approach to fluctuations in a wider class of nonlinear systems.     

Langevin equation with multi-Poissonian noise

A general master equation is shown to be equivalent to a Langevin equation whose noise is expressed as a linear superposition of Poissonian random variables (multi-Poissonian noise). As typical examples, a birth and death process and a Boltzmann-Langevin equation are given.     

Comment on asymptotic properties of coupled Langevin equations

The asymptotic behavior of coupled Langevin equations in the limit of weak noise is studied by general normal form techniques, in the vicinity of a pitchfork bifurcation. The non-Gaussian behavior of the critical variable is established. The conditional probability of the noncritical variable around the center manifold is determined. It is shown that in certain cases the distribution of this later variable may be non-Gaussian.On leave of absence from Facultad de Ciencias Fisicas Y Mathemàticas, Universidad de Chile, Santiago, Chile     

Stochastic equations of the Langevin type under a weakly dependent perturbation

Asymptotic expansions for the probability density of the solution of a stochastic differential equation under a weakly dependent perturbation are proposed. In particular, linear partial differential equations for the first two terms of the correlation time expansion are derived. It is shown that in these expansions the boundary layer part appears and non-Gaussianity of the perturbation is important for the Fokker-Planck approximation correction.     

The mechanism of complex Langevin simulations

We discuss conditions under which expectation values computed from a complex Langevin processZ will converge to integral averages over a given complex-valued weight function. The difficulties in proving a general result are pointed out. For complex-valued polynomial actions, it is shown that for a process converging to a strongly stationary process one gets the correct answer for averages of polynomials ifc (k) E(e^ikZ()) satisfies certain conditions. If these conditions are not satisfied, then the stochastic process is not necessarily described by a complex Fokker-Planck equation. The result is illustrated with the exactly solvable complex frequency harmonic oscillator.     

Nonlinear generalized Langevin equations

Exact generalized Langevin equations are derived for arbitrarily nonlinear systems interacting with specially chosen heat baths. An example is displayed in which the Langevin equation is nonlinear but approximately Markovian.Research supported by NSF grant GP-29534.     

Novel perturbation expansion for the Langevin equation

We discuss the randomly driven systemdx/dt= -W(x) +f(t), wheref(t) is a Gaussian random function or stirring force withf(t)f(t)=2(t–t), andW(x) is of the formgx ¹⁺². The parameter is a measure of the nonlinearity of the equation. We show how to obtain the correlation functionsx(t)f(t)···x(t( n)) _f as a power series in. We obtain three terms in the expansion and show how to use Padé approximants to analytically continue the answer in the variable. By using scaling relations, we show how to get a uniform approximation to the equal-time correlation functions valid for allg and.     

Generalized Langevin equations with time-dependent temperature

A generalized Langevin equation describing the evolution of a particle in a heat bath with a time-dependent temperature is derived for a simple model. The temperature is controlled by introducing dissipative terms in the dynamical equations of the heat bath particles. The Langevin equation contains a term that is specifically associated with the variation of the temperature.     

The time-local view of nonequilibrium statistical mechanics. II. Generalized Langevin equations

On a semiphenomenological level, generalized Langevin equations are usually obtained by adding a random force (RF) term to macroscopic deterministic equations assumed to be known. Here this procedure is made rigorous by conveniently redefining the RF, which is shown to be colored noise weakly correlated with the observables at earlier times due to the finite lifetime of microscopic events. Corresponding fluctuation-dissipation theorems are derived. Explicit expressions for the spectral density of the fluctuations are obtained in a particularly simple form, with the deviation of the line shape from the Lorentzian being related most explicitly to the spectral density of the RF. Well-known low-frequency expressions and the Einstein relation of (generalized) Brownian motion theory are modified so as to include lifetime effects. New sum rules are obtained relating dissipative quantities to contour integrals (in the complex frequency domain) over spectral densities or corresponding response functions. The Heisenberg dynamics of a complete set of macroobservables is shown to be equivalent to a generalized Orstein-Uhlenbeck stochastic process which is a non-Markovian process due to the lifetime effects.     

Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift

As part of a program to evaluate expectations in complex distributions by longterm averages of solutions to Langevin equations with complex dirft, a simple one-dimensional example is examined in some detail. The validity and rate of convergence of this scheme depends on the spectrum of an associated non-selfadjoint Hamiltonian which is found numerically. In the regime where the stochastic evaluation should be accurate numerical solution of the Langevin equation shows this to be the case.     

Electron Transfer Between Molecules: Study with Langevin Equations

In this paper, we investigate the electron transfer （ET） in donor-acceptor model. The Langevin equation with random forces is used. The oscillations of the primary states observed in experimental data have been shown with this approach. And other features on the dependence of the rate of ET on temperature, free energy, and reorganization energy have also been clearly shown.     

耦合系统的朗之万动力学产生法

提出一种朗之万动力学方法获取处于热平衡态耦合系统内部振子坐标,数值模拟了单端固定简谐振子链的时间演化行为,并将其平衡性质与解析解进行了比较.结果表明了朗之万动力学方法的有效性.推广应用于非简谐四次方型耦合系统,模拟得到振子的四次方均坐标,与理论值验证;以模拟结果作为样本点计算哈密顿量,其能量分布与Boltzmann分布相符.     

Stationary and dynamical properties of finite N-unit Langevin models subjected to multiplicative noises

We have studied the finite N-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Japan 75 (2006) 033001]. Effects of couplings on stationary and dynamical properties of the model have been investigated. The difference and similarity between the results of diffusive and sigmoid couplings are studied in details. Time dependences of average and fluctuations in local and global variables calculated by the AMM are in good agreement with those of direct simulations (DSs). We also discuss stationary distributions of local and global variables with the use of the Fokker–Planck equation (FPE) method and DSs. It is demonstrated that stationary distributions show much variety when multiplicative noise and external inputs are taken into account.     

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.     

A comment on chemical Langevin equations

It is noted that the diffusion Langevin stochastic sources in chemical reaction-diffusion theories should really arise from a stochastic source term added to the deterministic form of Fick's law. This gives rise to results for correlation functions which agree with those from stochastic master equations provided parameters are appropriately chosen.Some authors use the term Langevin force. Sinceg _i(x,t) is dimensionally not a force, we shall eschew this dangerous terminology.     

On the validity of the variational approximation in discrete nonlinear Schrödinger equations

The variational approximation is a well known tool to approximate localized states in nonlinear systems. In the context of a discrete nonlinear Schrödinger equation with a small coupling constant, we prove error estimates for the variational approximations of site-symmetric, bond-symmetric, and twisted discrete solitons. This is shown for various trial configurations, which become increasingly more accurate as more parameters are taken. It is also shown that the variational approximation yields the correct spectral stability result and controls the oscillatory dynamics of stable discrete solitons for long but finite time intervals.     

蛋白质构型变化的二维广义郎之万方程描述

采用二维广义郎之万方程描述蛋白质构型的随机变化,并与电子输运过程的原子密度填充模型相协调. 假设通过键和通过空间的两类电子输运路径分别受到高斯分数噪声和高斯白噪声的影响. 推导了电子转移给体-受体距离涨落和荧光寿命涨落自相关函数的一般表达式. 采用数值拉普拉斯反变换计算了蛋白质构型涨落动力学,并详尽讨论了长时间和短时间行为的渐近解析. 最后,明确了基于二维广义郎之万方程的蛋白质构型描述与一维描述之间的关系.     

Langevin representation of Coulomb collisions for bi-Maxwellian plasmas

Langevin model corresponding to the Fokker–Planck equation for bi-Maxwellian particle distribution functions is developed. Rosenbluth potentials and their derivatives are derived in the form of triple hypergeometric functions. The Langevin model is tested in the case of relaxation of the proton temperature anisotropy and implemented into the hybrid expanding box model. First results of this code are presented and discussed.