Title
Anomalous Diffusion and the Generalized Langevin Equation
Abstract
The generalized Langevin equation (GLE) is a stochastic integro-differential equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known as anomalous subdiffusion, which is to say that their position mean-squared displacement (MSD) scales sublinearly with time. While it is common in the literature to observe that there is a relationship between the MSD and the memory structure of the GLE, and that there exist special cases where explicit solutions exist, this connection has never been fully characterized. Here, we establish a class of memory kernels for which the GLE is well-defined, we investigate the associated regularity properties of solutions, and we prove that large-time asymptotic behavior of the particle MSD is entirely determined by the tail behavior of the GLEu0027s memory kernel.
Year
DOI
Venue
2018
10.1137/17m115517x
Siam Journal on Mathematical Analysis
Field
DocType
Volume
Statistical physics,Viscoelasticity,Mathematical analysis,Brownian dynamics,Stochastic differential equation,Brillouin and Langevin functions,Asymptotic analysis,Anomalous diffusion,Diffusion equation,Mathematics,Langevin equation
Journal
50
Issue
Citations 
PageRank 
5
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Scott A. McKinley101.35
Hung Nguyen245.95