نتایج جستجو برای: langevin equation

تعداد نتایج: 232354  

Journal: :SIAM Journal on Mathematical Analysis 2018

Journal: :Progress of Theoretical Physics 1985

Journal: :Proceedings of the Estonian Academy of Sciences 2012

Journal: :Journal of Physics A: Mathematical and Theoretical 2010

Journal: :Electronic Journal of Probability 2023

We study the statistically invariant structures of nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For broad class kernels, including those in subdiffusive regime, we construct solutions GLE using Gibbsian framework, which does not rely on existing Markovian approximations. Moreover, provide conditions decay to ensure uniqueness steady states, generalizing previous...

2000
V. Kobelev E. Romanov

Fractional Langevin equation to describe anomalous diffusion. Abstract A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle, with the power exponent being noninteger. More general equation containing fractional ...

2011
Jason Frank Georg A. Gottwald G. A. Gottwald

In this note we study the asymptotic limit of large variance in a stochastically perturbed thermostat model, the Nosé-Hoover-Langevin device. We show that in this limit, the model reduces to a Langevin equation with one-dimensional Wiener process, and that the perturbation is in the direction of the conjugate momentum vector. Numerical experiments with a double well potential corroborate the as...

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