Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is analyzed in details. The conditions for when the equation in a local form can be considered a good approximation are then explicitly specified. We study both the cases of additive and multiplicative noises, including system dependent dissipation terms, according to the Fluctuation-Dissipation theorem.
Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires to modify the basic relation between dissipation and time-reversal and to include a contribution arising from the non-causal character of the reverse process. We then propose a new definition of the quantity measuring the irreversibility of a path in a nonequilibrium stationary state, which can be also regarded as the trajectory-dependent total entropy production. This leads to an extension of the second law which takes a simple for…
The quantum Langevin formalism is used to study the charge carrier transport in a twodimensional sample. The center of mass of charge carriers is visualized as a quantum particle, while an environment acts as a heat bath coupled to it through the particle-phonon interaction. The dynamics of the charge carriers is limited by the average collision time which takes effectively into account the two-body effects. The functional dependencies of particle-phonon interaction and average collision time on the temperature and magnetic field are phenomenologically treated. The galvano-magnetic and thermo-…
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications t…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of FP equations for the various $n$-time joint distribution functions. Here we present a novel approach to close the hierarchy at the one-time level based on a linearization of the deterministic forces in all members of the hierarchy starting from the second one. This leads to a closed equation for the one-time probability density in the steady state. Consideri…
Low temperature surface diffusion is driven by the thermally activated hopping of adatoms between adsorption sites. Helium spin-echo techniques, capable of measuring the sub-picosecond motion of individual adatoms, have enabled the bench-marking of many important adsorbate-substrate properties. The well-known Markovian Langevin equation has emerged as the standard tool for the interpretation of such experimental data, replacing adatom-substrate interactions with stochastic white noise and linear friction. However, the consequences of ignoring the colored noise spectrum and non-linearities inhe…
Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual nucleons by exploiting the numerical simulation of the improved quantum molecular dynamics. It turns out that the dissipation dynamics of the relative motion between two fusing nuclei is caused by a non-Gaussian distribution of the random force. We find that the friction coefficient as well as the time correlation function of the random force takes particularly la…
A phenomenological construction of quantum Langevin equations, based on the physical criteria of (i) the canonical equal-time commutators, (ii) the Kubo formula, (iii) the virial theorem and (iv) the quantum fluctuation-dissipation theorem is presented. The case of a single harmonic oscillator coupled to a large external bath is analysed in detail. This allows to distinguish a markovian semi-classical approach, due to Bedeaux and Mazur, from a non-markovian full quantum approach, due to to Ford, Kac and Mazur. The quantum-fluctuation-dissipation theorem is seen to be incompatible with a markov…
A Gauss-Newton method for iterative optimization of memory kernels for generalized Langevin thermostats in coarse-grained molecular dynamics simulations
A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics exhibits anomalous behavior which is characterized by ballistic diffusion and accelerated transport. We also investigate the role of a possible initial correlation between the system degrees of freedom and the heat-bath degrees of freedom for the asymptotic long-time behavior of the system dynamics. As two test beds we investigate (i) the anomalous energy relaxa…
The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the results obtained from analytical solutions for the equations. The results for different prescriptions for transforming the non-Markovian equations in a system of Markovian ones are compared so to check the reliability of the numerical method.
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmon…
Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian dynamics with additional force from harmonic potential or magnetic field or both of them. The simplicity of the method in these complex cases is highly noticeable and it is applicable to derive the Fokker-Planck equation for any kind of linear Langevin equation of motion which describes additive colored noise driven non Markovian dynamics with or without frict…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It presents a case of the Generalized Langevin Equation (GLE) with a singular power law memory kernel. We propose and numerically realize a numerically efficient and reliable Markovian embedding of this superdiffusive GLE, which accurately approximates the FLE over many, about r=N lg b-2, time decades, where N denotes the number of exponentials used to approxi…
Any first course on polymer physics teaches that the dynamics of a tagged monomer of a polymer is anomalously subdiffusive, i.e., the mean-square displacement of a tagged monomer increases as $t^α$ for some $α<1$ until the terminal relaxation time $τ$ of the polymer. Beyond time $τ$ the motion of the tagged monomer becomes diffusive. Classical examples of anomalous dynamics in polymer physics are single polymeric systems, such as phantom Rouse, self-avoiding Rouse, self-avoiding Zimm, reptation, translocation through a narrow pore in a membrane, and many-polymeric systems such as polymer melts…
The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems; therefore, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. We prove that the fluctuation of arbitrary dynamical observables is constrained by the Kullback--Leibler divergence between the distributions of the forward path and its reversed counterpart. Specifically, for observables that are antisymmet…
We compare the thermal escape rates of a Brownian particle, initially trapped into one of the two wells of an asymmetric double-well potential, for thermal Markovian and non-Markovian noise. The Markovian treatment of this problem goes originally back to the studies of Kramers in 1940 and is therefore often referred to as "Kramers's escape rate problem". We solve the generalized Langevin equation for the trajectories of the particles numerically and analytically for both limiting cases, Markovian and non-Markovian thermal noise. We compute the escape rate and work out the fundamental differenc…
We study the Langevin equation with both a white noise and a colored noise. We construct the Lagrangian as well as the Hamiltonian for the generalized Langevin equation which leads naturally to a path integral description from first principles. This derivation clarifies the meaning of the additional fields introduced by Martin, Siggia and Rose in their functional formalism. We show that the transition amplitude, in this case, is the generating functional for correlation functions. We work out explicitly the correlation functions for the Markovian process of the Brownian motion of a free partic…
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We further compare fractional Brownian motion with the fractal time process. The respective mean-square displacements of these two forms of anomalous diffusion exhibit the same power-law behavior. Here we show that their lowest moments are actually all identical, except the second moment of the velocity. This provides a simple criterion which enables to distinguis…
Quantum optomechanics with arbitrary mirror displacement: nonlinear Langevin equation with non-Markovian back-action noises
Universidad de Santiago de Chile（圣地亚哥智利大学）；Millennium Institute for Research in Optics（光学研究千年研究所）；Tamkang University（淡江大学）；University of Maryland, College Park（马里兰大学帕克分校）
The thermodynamic uncertainty relation, which establishes a universal trade-off between the relative fluctuation of arbitrary currents and the dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems. Thus, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. First, we demonstrate numerically that the conventional uncertainty relation does not hold in certain delayed systems, which suggests that the lower bound should be refined to sustain the validity of the inequality. By introducing …
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non--Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing. The probability to find the resulting process at the real time is defined by the integral relationship between the probability densities of the parent and directing processes. The corresponding master equation becomes the fractional Fokker-Planck equation. We show that the resulting process has non-Markovian properties, all its moments are finite, the fluctua…
A Langevin equation with state-dependent random force is considered. When the Helmholtz free energy is a nonincreasing function of time (the H-theorem), a generalized Einstein relation is obtained. A stochastic process of the Nosé--Hoover method is discussed on the basis of the Markovian approximation. It is found that the generalized Einstein relation holds for the Fokker--Planck equation associated with the stochastic Nosé--Hoover equation. The present result indicates that the Nosé--Hoover dynamics coarse-grained with time satisfies the H-theorem and therefore works as a heat bath.
We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show how the concepts of stochastic thermodynamics can be used to prove further exact non-equilibrium relations like the Crooks relation and the fluctuation theorem on entropy production for non-Markovian dynamics.
We investigate the impact of water fluctuations on the key-lock association kinetics of a hydrophobic ligand (key) binding to a hydrophobic pocket (lock) by means of a minimalistic stochastic model system. It describes the collective hydration behavior of the pocket by bimodal fluctuations of a water-pocket interface that dynamically couples to the diffusive motion of the approaching ligand via the hydrophobic interaction. This leads to a set of overdamped Langevin equations in 2D-coordinate-space, that is Markovian in each dimension. Numerical simulations demonstrate locally increased frictio…
We investigate the stochastic behavior of a two-temperature Langevin system with non-Markovian thermal reservoirs. The model describes an overdamped Brownian particle in a quadratic potential and coupled to heat baths at different temperatures. The reservoirs are characterized by Gaussian white and colored noises and a dissipation memory kernel. The stationary states present non-trivial average rotational motion influenced by stochastic torques due to harmonic, friction and fluctuating thermal forces. However, the Markovian limit leads to a vanishing average torque produced by fluctuating ther…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118 (2019)]. The derivation we presented in these two articles was based on the assumption that the dynamics of the microscopic degrees of freedom was deterministic. Here we extend the discussion to stochastic microscopic dynamics. The fact that the non-stationary Generalized Langevin Equation also holds for stochastic processes implies that methods designed to estimat…
We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise …
In this work, we analyze the relaxation of a classical spin interacting with a heat bath, starting from the fully dynamical Hamiltonian description. An analogous problem in the framework of generalized Langevin equation (GLE) with anomalous dissipation is analyzed in details. The Fokker-Planck equation corresponding to GLE is derived and the concept of equilibrium probability distribution is analyzed. In this process we have identified few difficulties to obtain equilibrium distribution for the non-Markovian case and the remedy to overcome this difficulty is also discussed.
We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the nonlinear nonlocal dissipative term and state-dependent diffusion term yielding multiplicative colored noise satisfy the fluctuation-dissipation relation. Simulation results for harmonic oscillator systems have shown the following: (a) averaged responses of the system $< x >$ to applied sinusoidal and step forces significantly depend on model parameters of mag…
A Langevin canonical framework for a chiral two--level system coupled to a bath of harmonic oscillators is developed within a coupling scheme different to the well known spin-boson model. Thermal equilibrium values are reached at asymptotic times by solving the corresponding set of non--linear coupled equations in a Markovian regime. In particular, phase difference thermal values (or, equivalently, the so--called coherence factor) and heat capacity through energy fluctuations are obtained and discussed in terms of tunneling rates and asymmetries.
A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for underdamped Langevin dynamics. By employing information inequalities, we prove that, for such systems, the relative fluctuation of a current at a steady state is constrained by both the entropy production and the average dynamical activity. We find that, unlike what is the case for overdamped dynamics, the dynamical activity plays an important role in the bou…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like inequalities that provide bounds to the average extracted work. Here we study stochastic fluctuations of time-integrated observables such as the heat exchanged with the environment, the extracted work, or the (apparent) entropy production. We use a path-integral formalism and focus on the long-time behavior in the stationary cooling regime, stressing the role of rare e…
We propose a novel stochastic method to exactly generate Brownian paths conditioned to start at an initial point and end at a given final point during a fixed time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin dynamics. We show how these paths can be exactly generated by a local stochastic differential equation. The method is illustrated on the generation of Brownian bridges, Brownian meanders, Brownian excursions and constrained Ornstein-Uehlenbeck processes. In addition, we show how to solve this equation in the case of a general force acting on the pa…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution similar to a Gaussian but tails have a power-law form. Dependence of the mean first passage time on model parameters is discussed. Properties of the stochastic resonance, emerging as a peak in the plot of the spectral amplification against the temperature, are discussed for various sets of the model parameters. The amplification rises with the memory and is…
We study a non Markovian three state model, subjected to an external periodic signal. This model is intended to describe an excitable systems with periodical driving. In the limit of a small amplitude of the external signal we derive expressions for the spectral power amplification and the signal to noise ratio as well as for the inter-spike interval distribution.
A hot Markovian system can cool down faster than a colder one: this is known as the Mpemba effect. Here, we show that a non-equilibrium driving via stochastic reset can induce this phenomenon, when absent. Moreover, we derive an optimal driving protocol simultaneously optimizing the appearance time of the Mpemba effect, and the total energy dissipation into the environment, revealing the existence of a Pareto front. Building upon previous experimental results, our findings open up the avenue of possible experimental realizations of optimal cooling protocols in Markovian systems.
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques from the theory of hypocoercivity. We then prove asymptotic results for the effective diffusion coefficient in three limiting regimes: the short memory, the overdamped and the underdamped limits. Finally, we employ a recently developed spectral numerical method in order to calculate the effective diffusion coefficient for a wide range of (effective) f…
We study work fluctuation theorems for oscillators in non-Markovian heat baths. By calculating the work distribution function for a harmonic oscillator with motion described by the generalized Langevin equation, the Jarzynski equality (JE), transient fluctuation theorem (TFT), and Crooks' theorem (CT) are shown to be exact. In addition to this derivation, numerical simulations of anharmonic oscillators indicate that the validity of these nonequilibrium theorems do not depend on the memory of the bath. We find that the JE and the CT are valid under many oscillator potentials and driving forces …
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed auto-inhibition and a model of epidemic spread with delayed recovery provide evi…
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems based on non-Markovian stochastic equations are notoriously difficult. A common approximation is that of a single-exponential memory, corresponding to the introduction of one auxiliary variable coupled to the Markovian dynamics of the main variable. As a generalization, we here investigate a class of "toy" models with altogether three degrees of freedom, gi…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to an initial distribution, the corresponding FPE offers a non-trivial drift term depending itself on the diffusion parameter. As the consequence the deterministic part of the underlying Langevin equation is likewise determined by the noise strength of the stochastic part. This memory induced stochastic behavior is discussed for different initial distributions…
The phenomenological linear response theory of non-Markovian Stochastic Resonance (SR) is put forward for stationary two-state renewal processes. In terms of a derivation of a non-Markov regression theorem we evaluate the characteristic SR-quantifiers; i.e. the spectral power amplification (SPA) and the signal-to-noise ratio (SNR), respectively. In clear contrast to Markovian SR, a characteristic benchmark of genuine non-Markovian SR is its distinctive dependence of the SPA and SNR on small (adiabatic) driving frequencies; particularly, the adiabatic SNR becomes strongly suppressed over its Ma…
Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von Neumann) equation for its statistical operator. Can one reformulate the theory in terms of stochastic ``Langevin equations'' for its variables? Here it is shown that in case of classical Hamiltonian underlying dynamics the answer is principally positive, and general explicit method of constructing such equations is described.
The reduced dynamics of a quantum system interacting with a linear heat bath finds an exact representation in terms of a stochastic Schr{ö}dinger equation. All memory effects of the reservoir are transformed into noise correlations and mean-field friction. The classical limit of the resulting stochastic dynamics is shown to be a generalized Langevin equation, and conventional quantum state diffusion is recovered in the Born--Markov approximation. The non-Markovian exact dynamics, valid at arbitrary temperature and damping strength, is exemplified by an application to the dissipative two-state …
A rigorous derivation of quantum Langevin equation from microscopic dynamics in the low density limit is given. We consider a quantum model of a microscopic system (test particle) coupled with a reservoir (gas of light Bose particles) via interaction of scattering type. We formulate a mathematical procedure (the so-called stochastic golden rule) which allows us to determine the quantum Langevin equation in the limit of large time and small density of particles of the reservoir. The quantum Langevin equation describes not only dynamics of the system but also the reservoir. We show that the gene…
