Probability density of the fractional Langevin equation with reflecting walls
- We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian behavior observed for normal diffusion. If the correlations of the random force are persistent (positive), particles accumulate at the reflecting wall while antipersistent (negative) correlations lead to a depletion of particles near the wall. We compare and contrast these results with the strong accumulation and depletion effects recently observed for nonthermal fractional Brownian motion with reflecting walls, and we discuss broader implications.We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian behavior observed for normal diffusion. If the correlations of the random force are persistent (positive), particles accumulate at the reflecting wall while antipersistent (negative) correlations lead to a depletion of particles near the wall. We compare and contrast these results with the strong accumulation and depletion effects recently observed for nonthermal fractional Brownian motion with reflecting walls, and we discuss broader implications.…
Verfasserangaben: | Thomas VojtaORCiD, Sarah SkinnerORCiD, Ralf MetzlerORCiDGND |
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DOI: | https://doi.org/10.1103/PhysRevE.100.042142 |
ISSN: | 2470-0045 |
ISSN: | 2470-0053 |
Pubmed ID: | https://pubmed.ncbi.nlm.nih.gov/31770994 |
Titel des übergeordneten Werks (Englisch): | Physical review : E, Statistical, nonlinear and soft matter physics |
Verlag: | American Physical Society |
Verlagsort: | College Park |
Publikationstyp: | Wissenschaftlicher Artikel |
Sprache: | Englisch |
Jahr der Erstveröffentlichung: | 2019 |
Erscheinungsjahr: | 2019 |
Datum der Freischaltung: | 23.10.2020 |
Band: | 100 |
Ausgabe: | 4 |
Seitenanzahl: | 11 |
Fördernde Institution: | NSFNational Science Foundation (NSF) [DMR-1506152, DMR-1828489]; Deutsche Forschungsgemeinschaft (DFG)German Research Foundation (DFG) [ME 1535/7-1]; Foundation of Polish Science (Fundacja na rzecz Nauki Polskiej) |
Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
Peer Review: | Referiert |
Publikationsweg: | Open Access |
Open Access / Green Open-Access |