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Register a new userHomogenization for Generalized Langevin Equations with Applications to Anomalous Diffusion
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We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking to zero the inertial time scale and, possibly, some of the memory time scales and noise correlation time scales. The latter are meaningful limits for a class of GLEs modeling anomalous diffusion. We find that, in general, the limiting stochastic differential equations (SDEs) for the slow degrees of freedom contain non-trivial drift correction terms and are driven by non-Markov noise processes. These results follow from a general homogenization theorem stated and proven here. We illustrate them using stochastic models of particle diffusion.
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We study a class of systems whose dynamics are described by generalized Langevin equations with state-dependent coefficients. We find that in the limit, in which all the characteristic time scales vanish at the same rate, the position variable of the system converges to a homogenized process, described by an equation containing additional drift terms induced by the noise. The convergence results are obtained using the main result in cite{hottovy2015smoluchowski}, whose version is proven here under a weaker spectral assumption on the damping matrix. We apply our results to study thermophoresis of a Brownian particle in a non-equilibrium heat bath.
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) friction coefficients, confirming our asymptotic results.
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 L{e}vy 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 L{e}vy distribution as solutions to the FFP equation. The~statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy and modified transport coefficient. The~transport coefficient significantly increases with decreasing fractality which is corroborated by analysis of experimental data.
Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion equation is used as an example to illustrate the effectiveness of the Lie group method.
We study functionals, such as heat and work, along trajectories of a class of multi-dimensional generalized Langevin systems in various limiting situations that correspond to different level of homogenization. These are the situations where one or more of the inertial time scale(s), the memory time scale(s) and the noise correlation time scale(s) of the systems are taken to zero. We find that, unless one restricts to special situations that do not break symmetry of the Onsager matrix associated with the fast dynamics, it is generally not possible to express the effective evolution of these functionals solely in terms of trajectory of the homogenized process describing the system dynamics via the widely adopted Stratonovich convention. In fact, an anomalous term is often needed for a complete description, implying that convergence of these functionals needs more information than simply the limit of the dynamical process. We trace the origin of such impossibility to area anomaly, thereby linking the symmetry breaking and area anomaly. This hold important consequences for many nonequilibrium systems that can be modeled by generalized Langevin equations. Our convergence results hold in a strong pathwise sense.
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