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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/175937
Explicit solution of the generalised Langevin equation
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Generating an initial condition for a Langevin equation with memory is a non trivial issue.We introduce a generalisation of the Laplace transform as a useful tool for solving thisproblem, in which a limit procedure may send the extension of memory effects to arbitrarytimes in the past. This method allows us to compute average position, work, their variancesand the entropy production rate of a particle dragged in a complex fluid by an harmonicpotential, which could represent the effect of moving optical tweezers. For initial conditionsin equilibrium we generalise the results by van Zon and Cohen, finding the variance of thework for generic protocols of the trap. In addition, we study a particle dragged for a longtime captured in an optical trap with constant velocity in a steady state. Our formulas openthe door to thermodynamic uncertainty relations in systems with memory.
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DI TERLIZZI, Ivan, RITORT FARRAN, Fèlix and BAIESI, Marco. Explicit solution of the generalised Langevin equation. Journal of Statistical Physics. 2020. Vol. 181, num. 1609-1635. ISSN 0022-4715. [consulted: 18 of August of 2026]. Available at: https://hdl.handle.net/2445/175937