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1996

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/18892

Generalized Langevin equations: Anomalous diffusion and probability distributions

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Abstract

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.

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http://dx.doi.org/10.1103/PhysRevE.53.5872

Subject

Física matemàtica, Física estadística, Termodinàmica, Soroll

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Mathematical physics, Statistical physics, Thermodynamics, Noise

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Articles publicats en revistes (Física de la Matèria Condensada)

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PORRÀ I ROVIRA, Josep Maria, WANG, Ke-Gang and MASOLIVER, Jaume. Generalized Langevin equations: Anomalous diffusion and probability distributions. Physical Review E. 1996. Vol. 53, num. 6, pags. 5872-5881. ISSN 1063-651X. [consulted: 6 of October of 2026]. Available at: https://hdl.handle.net/2445/18892

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