Asymptotic analysis of the mean squared displacement under fractional memory kernels

DOI10.1137/19M1238113zbMATH Open1457.60059arXiv1901.03007MaRDI QIDQ5116580FDOQ5116580

Authors:

Publication date: 18 August 2020

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory kernel decays like $1/t$ for large $t$, the mean squared displacement (MSD) of particle motion grows linearly in time up to a slowly varying (logarithm) term. Moreover, we establish the well-posedness of the GLE in this regime. This solves an open question from [Mckinley 2018 Anomalous] and completes the answer to the conjecture put forward in [Morgado 2002 Relation] on the relationship between memory kernel decay and anomalously diffusive behavior. Under slightly stronger assumptions on the memory kernel, we construct an Abelian-Tauberian framework that leads to robust bounds on the deviation of the MSD around its asymptotic trend. This bridges the gap between the GLE memory kernel and the spectral density of anomalously diffusive particle motion characterized in [Didier 2017 Asymptotic].

Full work available at URL: https://arxiv.org/abs/1901.03007

Recommendations

• Anomalous diffusion and the generalized Langevin equation
• The generalized Langevin equation with power-law memory in a nonlinear potential well
• Velocity and displacement correlation functions for fractional generalized Langevin equations
• On the asymptotic behavior of the kernel function in the generalized Langevin equation: a one-dimensional lattice model
• The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy

zbMATH Keywords

anomalous diffusionmean squared displacementstationary random distributionsabelian-Tauberian theoremsstochastic differential-integral equations

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Cites Work

• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• Title not available (Why is that?)
• Long-Range Dependence and Self-Similarity
• Title not available (Why is that?)
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Nonequilibrium statistical mechanics
• Title not available (Why is that?)
• Transport, Collective Motion, and Brownian Motion
• Title not available (Why is that?)
• Operator scaling stable random fields
• Title not available (Why is that?)
• Probabilistic Applications of Tauberian Theorems
• Stationary random distributions
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
• Tauberian and Abelian theorems for long-range dependent random fields
• Anomalous Diffusion and the Generalized Langevin Equation
• Fractional kinetics in Kac-Zwanzig heat bath models
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• Tauberian theorems and large deviations
• On the theory of Brownian motion with the Alder-Wainwright effect
• Fluid-particle dynamics for passive tracers advected by a thermally fluctuating viscoelastic medium
• Title not available (Why is that?)
• On Abel-Tauber theorems for Fourier cosine transforms
• Title not available (Why is that?)
• Statistical challenges in microrheology
• On Positivity of Fourier Transforms
• Analysis of short subdiffusive time series: scatter of the time-averaged mean-squared displacement
• The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments
• Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments
• Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay

Cited In (7)

• Resonant behaviors of two coupled fluctuating-frequency oscillators with tempered Mittag-Leffler memory kernel
• On the Hölder regularity of a linear stochastic partial-integro-differential equation with memory
• Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case
• The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy
• The overdamped generalized Langevin equation with Hermite noise
• Stability for a Coupled System of Second-Order Evolution Equations with Indirect Memory-Damping
• Gibbsian dynamics and the generalized Langevin equation

This page was built for publication: Asymptotic analysis of the mean squared displacement under fractional memory kernels

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5116580)