On Generalized Langevin Dynamics and the Modelling of Global Mean Temperature
Nicholas Watkins, Sandra Chapman, Aleksei Chechkin, Ian Ford, Rainer Klages, David Stainforth
备注：
First version was preprint of paper submitted on 15th May 2020 to Tenth International Conference on Complex Systems, Nashua, New Hampshire, now in press. Revised version adds a reference to previous work on the GLE in climate by Kondrashov et al, and corrects an error I had made in the relationship of Lovejoy et al's exponent H (not identical to Hurst's) and the memory paramter d
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. We propose mapping a model well known in statistical mechanics, the Mori-Kubo Generalised Langevin Equation (GLE) to generalise the Hasselmann EBM. If present, long range memory then simplifies the GLE to a fractional Langevin equation (FLE). We describe the corresponding EBMs that map to the GLE and FLE, briefly discuss their solutions, and relate them to Lovejoy's new Fractional Energy Balance Model.
A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous subdiffusion, non-Gaussianity, and stretched-exponential relaxation. The case in which the memory kernel is given by a single exponential function is also investigated as an analytically tractable example. In particular, the mean-square displacement and the self-intermediate-scattering function of this system show plateau structures. A numerical scheme to integ…
Bistable systems present two degenerate metastable configurations separated by an energy barrier. Thermal or quantum fluctuations can promote the transition between the configurations at a rate which depends on the dynamical properties of the local environment (i.e., a thermal bath). In the case of classical systems, strong system-bath interaction has been successfully modelled by the Generalised Langevin Equation (GLE) formalism. Here we show that the efficient GLE algorithm introduced in Phys. Rev. B 89, 134303 (2014) can be extended to include some crucial aspects of the quantum fluctuation…
Broad class of nonlinear Langevin equations with drift and diffusion cofficients separable in time and space: Generalized n-moment, ergodicity, Einstein relation and fluctuations of the system
We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative derivation of the very same stochastic equation by starting from the diffusion-noise formalism for the time evolution of the file density.
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 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…
The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes the anomalous resonant behaviors of the generalized Langevin system with a multiplicative dichotomous noise and an internal tempered Mittag-Leffler noise. For the system with fluctuating harmonic potential, we obtain the exact expressions of several SR, such as, the first moment, the amplitude and the autocorrelation function for the output signal as well as …
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it might show one or more maxima. In this context, it is customary to call transitions to changes in the shape of the equilibrium distribution function and relate the maxima to the attractors. Some years ago, a theory was developed for a system with interacting elements or subunits that, starting from the Langevin description of all the variables, leads to bifurcat…
We present the reduced dynamics of a bead in a Rouse chain which is submerged in a bath containing a driving agent that renders it out-of-equilibrium. We first review the generalized Langevin equation of the middle bead in an equilibrated bath. Thereafter, we introduce two driving forces. Firstly, we add a constant force that is applied to the first bead of the chain. We investigate how the generalized Langevin equation changes due to this perturbation for which the system evolves towards a new equilibrium state after some time. Secondly, we consider the case of stochastic active forces which …
The virial theorem, and the equipartition theorem in the case of quadratic degrees of freedom, are handy constraints on the statistics of equilibrium systems. Their violation is instrumental in determining how far from equilibrium a driven system might be. We extend the virial theorem to nonequilibrium conditions for Langevin dynamics with nonlinear friction and multiplicative noise. In particular, we generalize the equipartition theorem for confined laser-cooled atoms in the semi-classical regime. The resulting relation between the lowest moments of the atom position and velocity allows to me…
The Brownian motion of a particle immersed in a medium of charged particles is considered when the system is placed in magnetic or electric fields. Coming from the Zwanzig-Caldeira-Legget particle-bath model, we modify it so that not only the charged Brownian particle (BP) but also the bath particles respond to the external fields. For stationary systems the generalized Langevin equations are derived. Arbitrarily time-dependent electric fields do not affect the memory functions, the thermal noise force, and the BP velocity correlation functions. In the case of a constant magnetic field two equ…
We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent Liouvillian is coarse-grained by means of a projection operator formalism. We show how to replace the deterministic fluctuating force in the generalized Langevin equation by a stochastic process, such that the distributions of the observables are reproduced up to moments of a given order. Thus, in combination with a method to extract the memory kernel from simulat…
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…
An idea to analyze the fluctuational mode or/and spectrum of water molecules in an inhomogeneous environment around a biomolecule such as protein and DNA is proposed based on the generalized Langevin equation (GLE) for water interacting with a biomolecule. The idea is to solve an eigen-value problem of the collective frequency matrix of water, which has a physical meaning similar to the Hessian matrix in the case of a connected harmonic-oscillator. The diagonalization of the matrix gives the mode and frequency of the density fluctuation of water around the biomolecule. The treatment is a natur…
A new theoretical method, referred to as Generalized Langevin Mode Analysis (GLMA), is proposed to analyze the mode of structural fluctuations of a biomolecule in solution. The method combines the two theories in the statistical mechanics, or the Generalized Langevin theory and the RISM/3D-RISM theory, to calculate the second derivative, or the Hessian matrix, of the free energy surface of a biomolecule in aqueous solution, which consists of the intramolecular interaction among atoms in the biomolecule and the solvation free energy. The method is applied to calculate the wave-number spectrum o…
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.
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 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 …
Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived within the Mori-Zwanzig formalism. A fluctuation-dissipation theorem relating the properties of the noise to the memory kernel is shown. The derivation also yields Volterra-type equations for the kernel, which can be used for a numerical parametrization of the model from all-atom simulations.
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…
In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of such averages is described by the generalized Langevin equation. In contrast, if the dynamics is not stationary, it is not a priori clear which form the equation of motion for an averaged observable has. We employ the formalism of time-dependent projection operator techniques to derive the equation of motion for a non-equilibrium trajectory-averaged observa…
It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the corresponding memory function. The result expression for the velocity autocorrelation function contains dependence on the non-Markovity parameter, which allows one to take into account memory effects of the investigated phenomena. It is demonstrated for the cases of liquid tin and liquid lithium that the obtained expression for the velocity autocorrelation functio…
A Gauss-Newton method for iterative optimization of memory kernels for generalized Langevin thermostats in coarse-grained molecular dynamics simulations
We derive a bound on generalized currents for Langevin systems in terms of the total entropy production in the system and its environment. For overdamped dynamics, any generalized current is bounded by the total rate of entropy production. We show that this entropic bound on the magnitude of generalized currents imposes power-efficiency tradeoff relations for ratchets in contact with a heat bath: Maximum efficiency---Carnot efficiency for a Smoluchowski-Feynman ratchet and unity for a flashing or rocking ratchet---can only be reached at vanishing power output. For underdamped dynamics, while t…
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.
