Explicit solution of the generalised Langevin equation
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Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Laplace transform (44A10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of polymers (82D60) Irreversible thermodynamics, including Onsager-Machlup theory (82C35) Statistical mechanics of liquids (82D15)
Abstract: Generating an initial condition for a Langevin equation with memory is a non trivial issue. We introduce a generalisation of the Laplace transform as a useful tool for solving this problem, in which a limit procedure may send the extension of memory effects to arbitrary times in the past. This method allows us to compute average position, work, their variances and the entropy production rate of a particle dragged in a complex fluid by an harmonic potential, which could represent the effect of moving optical tweezers. For initial conditions in equilibrium we generalise the results by van Zon and Cohen, finding the variance of the work for generic protocols of the trap. In addition, we study a particle dragged for a long time captured in an optical trap with constant velocity in a steady state. Our formulas open the door to thermodynamic uncertainty relations in systems with memory.
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Cites work
- scientific article; zbMATH DE number 3261539 (Why is no real title available?)
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Cited in
(11)- A thermodynamic uncertainty relation for a system with memory
- Langevin particle in Gaussian noise
- Memory-induced oscillations of a driven particle in a dissipative correlated medium
- The Langevin Equation as a Global Minimization Algorithm
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- Collective transport of ions through carbon nanotubes under alternating electric field
- The Langevin Equation for Generalized Coordinates
- Correlated Lloyd model: exact solution
- Stationary properties of a non-Markovian Brownian gyrator
- Memory effects on two-dimensional overdamped Brownian dynamics
- The general recombination equation in continuous time and its solution
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