Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we d...

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Detalles Bibliográficos
Autores: Porrà i Rovira, Josep Maria, Wang, Ke-Gang, Masoliver, Jaume, 1951-
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:1996
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/18892
Acceso en línea:https://hdl.handle.net/2445/18892
Access Level:acceso abierto
Palabra clave:Física matemàtica
Física estadística
Termodinàmica
Soroll
Mathematical physics
Statistical physics
Thermodynamics
Noise
Descripción
Sumario:We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.