Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion

Atsumasa Seya, Tatsuya Aoyagi, Masato Itami, Yohei Nakayama, Naoko Nakagawa

研究成果: Article査読

1 被引用数 (Scopus)

抄録

We statistically examine long time sequences of Brownian motion for a nonequilibrium version of the Rayleigh piston model and confirm that the third cumulant of a long-time displacement for the nonequilibrium Brownian motion linearly increases with the observation time interval. We identify a multiplicative Langevin equation that can reproduce the cumulants of the long-time displacement up to at least the third order, as well as its mean, variance and skewness. The identified Langevin equation involves a velocity-dependent friction coefficient that breaks the time-reversibility and may act as a generator of the directionality. Our method to find the Langevin equation is not specific to the Rayleigh piston model but may be applied to a general time sequence in various fields.

本文言語English
論文番号013201
ジャーナルJournal of Statistical Mechanics: Theory and Experiment
2020
1
DOI
出版ステータスPublished - 2020

ASJC Scopus subject areas

  • 統計物理学および非線形物理学
  • 統計学および確率
  • 統計学、確率および不確実性

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