The dynamical phase diagram of the fractional Langevin equation is investigated for harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) $α_c=0.402\pm 0.002$ marks a transition to a non-monotonic under-damped phase, (ii) $α_R=0.441...$ marks a transition to a resonance phase when an external oscillating field drives the system, (iii) $α_{χ_1}=0.527...$ and (iv) $α_{χ_2}=0.707...$ marks transition to a double peak phase of the "loss" when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over-damped, under-damped regimes, motion and resonances, show behaviors different from normal.
We consider the stochastic dynamics of a system linearly coupled to a hierarchical thermal bath with two well-separated inherent timescales: one slow, and one fast. The slow part of the bath is modeled as a set of harmonic oscillators and taken into account explicitly, while the effects of the fast part of the bath are simulated by dissipative and stochastic Langevin forces, uncorrelated in space and time, acting on oscillators of the slow part of the bath. We demonstrate for this model the robust emergence of a fractional Langevin equation with a power-law decaying memory kernel. The conditio…
We study a Langevin-like model which describes an inertial particle in a one-dimensional harmonic potential and subjected to two heat baths and one athermal environment. The thermal noises are white and Gaussian, and the temperatures of heat reservoirs are different. The athermal medium act through an external non-Gaussian noise of Poisson type. We calculate exactly the time-dependent cumulant-generating function of position and velocity of the particle, as well as an expression of this generating function for stationary states. We discuss the long-time behavior of first cumulants of the energ…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process, tempered fractional Langevin motion, which is non-Markovian and undergoes ballistic diffusion for long times. The corresponding time-changed Langevin system with inverse $β$-stable subordinator is discussed in detail, including its diffusion type, moments, Klein-Kramers equation, and the correlation structure. Interestingly, this subordination could result in …
This paper further discusses the tempered fractional Brownian motion, 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 tempered fractional Brownian motion displays localization diffusion for the long time limit and for the short time its mean squared displacement has the asymptotic form $t^{2H}$, we show that the asymptotic form of the mean squared displacement of the tfLe transits from…
The diffusion motion of spin-bearing molecules is considerably affected in confined environments. In Nuclear Magnetic Resonance (NMR) experiments, under the presence of magnetic field gradients, this movement can be encoded in spin phase and the NMR signal attenuation due to diffusion can be evaluated. This paper considered this effect in both normal and anomalous diffusion by means of the Langevin stochastic model within the Gaussian phase approximation (GPA) for a constant gradient temporal profile. The phenomenological approach illustrates the emergence of fractional order exponential decay…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian be…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two geometries, (i) the spreading of particles on a semi-infinite domain with an absorbing wall at one end and (ii) the stationary state on a finite interval with absorbing boundaries at both ends and a source in the center. We demonstrate that the probability density and other properties of the fractional Langevin equation can be mapped onto the corresponding q…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard memoryless Langevin description of the Brownian motion (BM). In the present work, the attenuation function S(t) for an ensemble of spin-bea…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity derivatives and Langevin dynamics where Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space. Distribution functions are found using numerical means for varying degrees of fractionality of the stable Lévy distribution as solutions to the FFP equation. The~statistical properties of the distributio…
Climate science employs a hierarchy of models, trading the tractability of simplified energy balance models (EBMs) against the detail of Global Circulation Models. Since the pioneering work of Hasselmann, stochastic EBMs have allowed treatment of climate fluctuations and noise. However, it has recently been claimed that observations motivate heavy-tailed temporal response functions in global mean temperature to perturbations. Our complementary approach exploits the correspondence between Hasselmann's EBM and the original mean-reverting stochastic model in physics, Langevin's equation of 1908. …
分数朗之万方程（FLE）描述了一种非马尔可夫广义布朗运动，它具有长时间的持续性（超扩散）或反持续性（次扩散），速度-速度相关性和位置增量。给出了具有奇异幂律记忆核的广义朗之万方程（GLE）的情形。我们提出并数值实现了一个数值上有效和可靠的马尔可夫嵌入这个超扩散的GLE，它准确地近似FLE在许多，约r=N lg b-2，时间的几十年，其中N表示的指数用于近似幂律内核的数量，和b>1是一个缩放参数的松弛常数导致这个幂律的层次。除了它的关系到FLE，我们的方法提出了一个独立的和非常灵活的路线来模拟异常扩散。研究这样的超扩散在倾斜搓衣板电位，我们证明了瞬态超扩散的现象出现由于瞬态动力学加热效应。
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions, commonly referred to as "fractional dynamics". Motivated by these developments, we study the stationary solutions of the classical and generalized Langevin equation as models of the contemporarily observed phenomena. In the first chapter we sketch the historical background of the generalized Langevin equation. The second chapter is devoted to the brief overvie…
Using the recently published GJF-2GJ Langevin thermostat, which can produce time-step-independent statistical measures even for large time steps, we analyze and discuss the causes for abrupt deviations in statistical data as the time step is increased for some simulations of nonlinear oscillators. Exemplified by the pendulum, we identify a couple of discrete-time dynamical modes in the purely damped pendulum equation as the cause of the observed discrepancies in statistics. The existence, stability and kinetics of the modes are consistent with the acquired velocity distribution functions from …
We derive a quantum Langevin equation for a quantum spin in the presence of a magnetic field and study its dynamics in the Markovian limit using the Ohmic bath model. We extend our analysis to the Drude bath with a finite memory. We study the time evolution of the expectation values of the magnetic moments. The spin auto-correlation functions exhibit a damped oscillatory behaviour with the randomization time being determined by the damping rate and also the memory time for the Drude bath model. We also analyse the spin response function of the system for the Ohmic bath model. Our results are c…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable Lévy noise terms. The drift terms are generalised to be spatially linear, but may contain arbitrary time dependence such that no steady-state solution is available, even for the deterministic system.
Anomalous diffusion in coupled viscoelastic media: A fractional Langevin equation approach
Pohang University of Science and Technology（浦项科技大学）；Institute for Theoretical Science, Pohang University of Science and Technology（浦项科技大学理论科学研究所）；Asia Pacific Center for Theoretical Physics（亚太理论物理中心）
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very complex and heterogeneous cell environment. Nevertheless, many questions are still open, such as the joint manifestation of statistical features in agreement with different models that can be also somewhat alternative to each other, e.g., Continuous Time Random Walk (CTRW) and Fractional Brownian Motion (FBM). To overcome these limitations, we propose a stochasti…
We investigate the non-Langevin relative of the Lévy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional Langevin-Fokker-Planck scenario results from an impact of confining conservative force fields on the random motion. A non-Langevin alternative has a built-in direct response of jump intensities to energy (potential) landscapes in which the process takes place. We revisit the problem of Lévy flights in superharmonic potential wells, with a focus on the extremally…
Confined kinetics and heterogeneous diffusion driven by fractional Gaussian noise: A path integral approach
Institute for Theoretical Physics, Utrecht University（乌得勒支大学理论物理研究所）；School of Natural and Computing Sciences, University of Aberdeen（阿伯丁大学自然与计算科学学院）；Department of Physics, Universidad Nacional de Colombia（哥伦比亚国立大学物理系）；Utrecht University（乌得勒支大学）；University of Aberdeen（阿伯丁大学）；Universidad Nacional de Colombia（哥伦比亚国立大学）
