Asymptotic analysis of the mean squared displacement under fractional memory kernels

DOI10.1137/19M1238113MaRDI QIDQ5116580zbMATH OpenFDO

Authors

Publication date 18 August 2020

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

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].

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Cited in

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• Resonant behaviors of two coupled fluctuating-frequency oscillators with tempered Mittag-Leffler memory kernel
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