Multiplicative Langevin Equation to Reproduce Long-time Properties of Nonequilibrium Brownian Motion
| Autor: | Yohei Nakayama, Naoko Nakagawa, Atsumasa Seya, Tatsuya Aoyagi, Masato Itami |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Physics Statistical Mechanics (cond-mat.stat-mech) Multiplicative function Non-equilibrium thermodynamics FOS: Physical sciences Statistical and Nonlinear Physics 01 natural sciences Displacement (vector) 010305 fluids & plasmas Langevin equation symbols.namesake Skewness 0103 physical sciences symbols Piston (optics) Statistical physics Statistics Probability and Uncertainty Rayleigh scattering 010306 general physics Condensed Matter - Statistical Mechanics Brownian motion |
| DOI: | 10.48550/arxiv.1904.07033 |
| Popis: | We statistically examine long time sequences of Brownian motion for a nonequilibrium version of the Rayleigh piston model and confirm that the third cumulant of a long-time displacement for the nonequilibrium Brownian motion linearly increases with the observation time interval. We identify a multiplicative Langevin equation that can reproduce the cumulants of the long-time displacement up to at least the third order, as well as its mean, variance and skewness. The identified Langevin equation involves a velocity-dependent friction coefficient that breaks the time-reversibility and may act as a generator of the directionality. Our method to find the Langevin equation is not specific to the Rayleigh piston model but may be applied to a general time sequence in various fields. Comment: 14 pages, 4 figures |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|