21,887 research outputs found

    On the "generalized Generalized Langevin Equation"

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    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 observable as well as for its non-stationary auto-correlation function. The equation is similar in structure to the generalized Langevin equation, but exhibits a time-dependent memory kernel as well as a fluctuating force that implicitly depends on the initial conditions of the process. We also derive a relation between this memory kernel and the autocorrelation function of the fluctuating force that has a structure similar to a fluctuation-dissipation relation. In addition, we show how the choice of the projection operator allows to relate the Taylor expansion of the memory kernel to data that is accessible in MD simulations and experiments, thus allowing to construct the equation of motion. As a numerical example, the procedure is applied to Brownian motion initialized in non-equilibrium conditions, and is shown to be consistent with direct measurements from simulations

    Mode-coupling theory of sheared dense granular liquids

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    Mode-coupling theory (MCT) of sheared dense granular liquids %in the vicinity of jamming transition is formulated. Starting from the Liouville equation of granular particles, the generalized Langevin equation is derived with the aid of the projection operator technique. The MCT equation for the density correlation function obtained from the generalized Langevin equation is almost equivalent to MCT equation for elastic particles under the shear. It is found that there should be the plateau in the density correlation function.Comment: 22 pages, 2 figure. to be published in Progress of Theoretical Physics. to be published in Progress of Theoretical Physic

    Brownian markets

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    Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior with a long-time tail, similar to empirical observations. Individual stocks are also described via the generalized Langevin equation. They are classified by their relation to the market memory as heavy, neutral and light stocks, possessing different kinds of autocorrelation functions

    Numerical study of ergodicity for the overdamped Generalized Langevin Equation with fractional noise

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    The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly considered by biologists, the overdamped Generalized Langevin equation satisfying fluctuation-dissipation theorem can be written as a fractional stochastic differential equation (FSDE). While the ergodicity is clear for linear forces, it remains less transparent for nonlinear forces. In this work, we present both a direct and a fast algorithm respectively to this FSDE model. The strong orders of convergence are proved for both schemes, where the role of the memory effects can be clearly observed. We verify the convergence theorems using linear forces, and then present the ergodicity study of the double well potentials in both 1D and 2D setups

    Theory of the Relativistic Brownian Motion. The (1+1)-Dimensional Case

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    We construct a theory for the 1+1-dimensional Brownian motion in a viscous medium, which is (i) consistent with Einstein's theory of special relativity, and (ii) reduces to the standard Brownian motion in the Newtonian limit case. In the first part of this work the classical Langevin equations of motion, governing the nonrelativistic dynamics of a free Brownian particle in the presence of a heat bath (white noise), are generalized in the framework of special relativity. Subsequently, the corresponding relativistic Langevin equations are discussed in the context of the generalized Ito (pre-point discretization rule) vs. the Stratonovich (mid-point discretization rule) dilemma: It is found that the relativistic Langevin equation in the Haenggi-Klimontovich interpretation (with the post-point discretization rule) is the only one that yields agreement with the relativistic Maxwell distribution. Numerical results for the relativistic Langevin equation of a free Brownian particle are presented.Comment: see cond-mat/0607082 for an improved theor

    Equilibration problem for the generalized Langevin equation

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    We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is coupled to an infinite bath of harmonic oscillators which are initially in equilibrium. Using this equivalence we first determine the conditions necessary for equilibration for the case when the system potential is harmonic. We then give an example with a particular bath where we show that, even for parameter values where the harmonic case always equilibrates, with any finite amount of nonlinearity the system does not equilibrate for arbitrary initial conditions. We understand this as a consequence of the formation of nonlinear localized excitations similar to the discrete breather modes in nonlinear lattices.Comment: 5 pages, 2 figure
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