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Generalized Langevin equations: Anomalous diffusion and probability distributions
Porrà i Rovira, Josep Maria; Wang, Ke-Gang; Masoliver, Jaume, 1951-
Universitat de Barcelona
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.
2011-07-26
Física matemàtica
Física estadística
Termodinàmica
Soroll
Mathematical physics
Statistical physics
Thermodynamics
Noise
(c) American Physical Society, 1996
Article
The American Physical Society
         

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