We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized classical 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 neces...

Using path integral method, we compute exactly the probability density function of the power (averaged over a large time interval of length τ) injected (and dissipated) by the random force into a Brownian particle driven by a Langevin equation. The resulting distribution, as well as the associated large deviation function, display strong asymmetry, whose origin is discussed. Moreover, the so-ca...

The quantum Langevin equation is used as the basis for a discussion of dissipative quantum tunneling. A general analysis, including strong coupling and non-markovian (memory) effects, is given for the case oftunneling through a parabolic barrier at zero temperature in the presenceof linear passive dissipation. It is shown that dissipation always decreases the tunneling rate below the barrier an...

We study a non-ergodic transition in a many-body Langevin system. We first derive an equation for the two-point time correlation function of density fluctuations, ignoring the contributions of the thirdand fourth-order cummulants. For this equation, with the average density fixed, we find that there is a critical temperature at which the qualitative nature of the trajectories around the trivial...

We propose a new model of turbulence for use in large-eddy simulations (LES). The turbulent force, represented here by the turbulent Lamb vector, is divided in two contributions. The contribution including only subfilter fields is deterministically modeled through a classical eddy-viscosity. The other contribution including both filtered and subfilter scales is dynamically computed as solution ...

We develop a new Lagrangian primitive, named Langevin particle, to incorporate turbulent flow details in fluid simulation. A group of the particles are distributed inside the simulation domain based on a turbulence energy model with turbulence viscosity. A particle in particular moves obeying the generalized Langevin equation, a well known stochastic differential equation that describes the par...

We present a derivation of a coarse-grained description, in the form of a generalized Langevin equation, from the Langevin dynamics model that describes the dynamics of bio-molecules. The focus is placed on the form of the memory kernel function, the colored noise, and the second fluctuation-dissipation theorem that connects them. Also presented is a hierarchy of approximations for the memory a...

An efficient method is presented as a means of an approximate, analytic timedependent solution of the Fokker-Planck equation (FPE) for the linear Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical distribution has the same structure as the exact stationary one and that its parameters are expressed in terms of first and second moments, whose equatio...

Above a critical temperature, a supported single domain ferromagnetic particle responds to an applied magnetic field as if it were a paramagnet with a very large spin. Its average magnetization is given by the Langevin equation as expected from simple thermodynamic considerations. The average magnetization of an ensemble of unsupported ferromagnetic clusters also approximately follows the Lange...

It is well known that the concept of diffusion is associated with random motion of particles in space, usually denoted as Brownian motion, see e.g. [1-3]. Diffusion is considered normal when the mean squared displacement of the particle during a time interval becomes, for sufficiently long intervals, a linear function of it. When this linearity breaks down, degenerating in a power law with expo...