Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution

DOI10.1007/S10955-015-1286-XzbMATH Open1323.35176arXiv1412.2233OpenAlexW1489895785MaRDI QIDQ887090FDOQ887090

Takahiro Sagawa, Tomohiko G. Sano, Kiyoshi Kanazawa, Hisao Hayakawa

Publication date: 28 October 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K. Kanazawa et al., arXiv: 1407.5267 (2014)]. We further obtain a full-order asymptotic formula of the steady distribution function in terms of a large friction coefficient for a non-Gaussian Langevin equation with an arbitrary non-linear frictional force. The first-order truncation of our formula leads to the independent-kick model and the higher-order correction terms directly correspond to the multiple-kicks effect during relaxation. We introduce a diagrammatic representation to illustrate the physical meaning of the high-order correction terms. As a demonstration, we apply our formula to a granular motor under Coulombic friction and get good agreement with our numerical simulations.

Full work available at URL: https://arxiv.org/abs/1412.2233

zbMATH Keywords

stochastic processesnon-Gaussian noiseLangevin equationgranular motornon-linear friction

Mathematics Subject Classification ID

PDEs in connection with statistical mechanics (35Q82) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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