scholarly journals Harmonic oscillator Brownian motion: Langevin approach revisited

2021 ◽  
Vol 18 (1) ◽  
pp. 97
Author(s):  
O. Contreras-Vergara ◽  
N. Lucero-Azuara ◽  
N. Sánchez-Salas ◽  
J. I. Jiménez-Aquino
Keyword(s):  
Harmonic Oscillator ◽  
Free Particle ◽  
Gaussian White Noise ◽  
Mean Square Displacement ◽  
Mean Square ◽  
Brownian Movement ◽  
Deterministic Equation ◽  
Langevin Approach ◽  
The Mean ◽  
Movement Problem

The original strategy applied by Langevin to Brownian movement problem is used to solve the case of a free particle under a harmonic potential. Such straightforward strategy consists in separating the noise termin the Langevin equation in order to solve a deterministic equation associated with the Mean Square Displacement (MSD). In this work, to achieve our goal we first calculate the variance for the stochastic harmonic oscillator and then the MSD appears immediately. We study the problem in the damped and lightly damped cases and show that, for times greater than the relaxation time, Langevin's original strategy is quite consistent with the exact theoretical solutions reported by Chandrasekhar and Lemons, these latter obtained using the statistical properties of a Gaussian white noise. Our results for the MSDs are compared  with the exact theoretical solutions as well as with the numerical simulation.

scholarly journals Reconstruction of Diffusion Coefficients and Power Exponents from Single Lagrangian Trajectories

Fluids ◽  
2021 ◽  
Vol 6 (3) ◽  
pp. 111
Author(s):  
Leonid M. Ivanov ◽  
Collins A. Collins ◽  
Tetyana Margolina
Keyword(s):  
Black Sea ◽  
Diffusion Coefficients ◽  
Current System ◽  
Mean Square Displacement ◽  
California Current ◽  
The Black Sea ◽  
Mean Square ◽  
California Current System ◽  
The Mean ◽  
Non Gaussian

Using discrete wavelets, a novel technique is developed to estimate turbulent diffusion coefficients and power exponents from single Lagrangian particle trajectories. The technique differs from the classical approach (Davis (1991)’s technique) because averaging over a statistical ensemble of the mean square displacement (<X2>) is replaced by averaging along a single Lagrangian trajectory X(t) = {X(t), Y(t)}. Metzler et al. (2014) have demonstrated that for an ergodic (for example, normal diffusion) flow, the mean square displacement is <X2> = limT→∞τX2(T,s), where τX2 (T, s) = 1/(T − s) ∫0T−s(X(t+Δt) − X(t))2 dt, T and s are observational and lag times but for weak non-ergodic (such as super-diffusion and sub-diffusion) flows <X2> = limT→∞≪τX2(T,s)≫, where ≪…≫ is some additional averaging. Numerical calculations for surface drifters in the Black Sea and isobaric RAFOS floats deployed at mid depths in the California Current system demonstrated that the reconstructed diffusion coefficients were smaller than those calculated by Davis (1991)’s technique. This difference is caused by the choice of the Lagrangian mean. The technique proposed here is applied to the analysis of Lagrangian motions in the Black Sea (horizontal diffusion coefficients varied from 105 to 106 cm2/s) and for the sub-diffusion of two RAFOS floats in the California Current system where power exponents varied from 0.65 to 0.72. RAFOS float motions were found to be strongly non-ergodic and non-Gaussian.

Molecular Dynamics Study of Microscopic Mechanism of Diffusion in Li2SiO3 System

1991 ◽  
Vol 46 (7) ◽  
pp. 616-620 ◽  
Author(s):  
Junko Habasaki
Keyword(s):  
Molecular Dynamics ◽  
Coordination Number ◽  
Md Simulation ◽  
Mean Square Displacement ◽  
Mean Square ◽  
Lithium Ions ◽  
Microscopic Mechanism ◽  
Trapping Model ◽  
The Mean

MD simulation has been performed to learn the microscopic mechanism of diffusion of ions in the Li2SiO3 system. The motion of lithium ions can be explained by the trapping model, where lithium is trapped in the polyhedron and moves with fluctuation of the coordination number. The mean square displacement of lithium was found to correlate well with the net changes in coordination number.

THE EFFECT OF PREMELTING: STUDY FOR SEMI-INFINITE CRYSTALS AND NANO-SYSTEMS

1994 ◽  
Vol 08 (24) ◽  
pp. 3411-3422 ◽  
Author(s):  
W. SCHOMMERS
Keyword(s):  
Pair Correlation ◽  
Mean Square Displacement ◽  
Phonon Density ◽  
Mean Square ◽  
Phonon Density Of States ◽  
Molecular Dynamics Calculations ◽  
Theory Of Melting ◽  
The Mean ◽  
Dynamical Properties ◽  
Reliable Interaction

The effect of premelting is of particular interest in connection with the theory of melting. In this paper, we discuss the structural and dynamical properties of the surfaces of semi-infinite crystals as well as of nano-clusters, which show the effect of premelting. The investigations are based on molecular-dynamics calculations: different models are used for the systematic study of the effect of premelting. In particular, the behaviour of the following functions have been studied: pair correlation function, generalized phonon density of states, and the mean-square displacement as a function of time. The calculations have been done for krypton since for this substance a reliable interaction potential is available.

Non-Markovian effect of the fractional damping environment and Newton’s second law of motion

2018 ◽  
Vol 32 (19) ◽  
pp. 1850210
Author(s):  
Chun-Yang Wang ◽  
Zhao-Peng Sun ◽  
Ming Qin ◽  
Yu-Qing Xu ◽  
Shu-Qin Lv ◽  
...  
Keyword(s):  
Diffusion Process ◽  
Mean Square Displacement ◽  
Dynamical Analysis ◽  
Second Law ◽  
Mean Square ◽  
Fractional Damping ◽  
Dynamical Mechanism ◽  
Brownian Particles ◽  
The Mean ◽  
Dissipative Environments

We report, in this paper, a recent study on the dynamical mechanism of Brownian particles diffusing in the fractional damping environment, where several important quantities such as the mean square displacement (MSD) and mean square velocity are calculated for dynamical analysis. A particular type of backward motion is found in the diffusion process. The reason of it is analyzed intrinsically by comparing with the diffusion in various dissipative environments. Results show that the diffusion in the fractional damping environment obeys the Langevin dynamics which is quite different form what is expected.

Transient Response of a Shear Beam to Correlated Random Boundary Excitation

1977 ◽  
Vol 44 (3) ◽  
pp. 487-491 ◽  
Author(s):  
S. F. Masri ◽  
F. Udwadia
Keyword(s):  
Time Delays ◽  
Spectral Characteristics ◽  
Mean Square Displacement ◽  
Dimensionless Time ◽  
Mean Square ◽  
Random Boundary ◽  
Mean Square Response ◽  
Shear Beam ◽  
The Mean ◽  
Support Motion

The transient mean-square displacement, slope, and relative motion of a viscously damped shear beam subjected to correlated random boundary excitation is presented. The effects of various system parameters including the spectral characteristics of the excitation, the delay time between the beam support motion, and the beam damping have been investigated. Marked amplifications in the mean-square response are shown to occur for certain dimensionless time delays.

scholarly journals Generalized Diffusion Equation Associated with a Power-Law Correlated Continuous Time Random Walk

2019 ◽  
Vol 2019 ◽  
pp. 1-5
Author(s):  
Long Shi
Keyword(s):  
Random Walk ◽  
Diffusion Equation ◽  
Power Law ◽  
Continuous Time ◽  
Continuum Limit ◽  
Waiting Times ◽  
Mean Square Displacement ◽  
Continuous Time Random Walk ◽  
Mean Square ◽  
The Mean

In this work, a generalization of continuous time random walk is considered, where the waiting times among the subsequent jumps are power-law correlated with kernel function M(t)=tρ(ρ>-1). In a continuum limit, the correlated continuous time random walk converges in distribution a subordinated process. The mean square displacement of the proposed process is computed, which is of the form 〈x2(t)〉∝tH=t1/(1+ρ+1/α). The anomy exponent H varies from α to α/(1+α) when -1<ρ<0 and from α/(1+α) to 0 when ρ>0. The generalized diffusion equation of the process is also derived, which has a unified form for the above two cases.

Brownian Motion on Cantor Sets

2020 ◽  
Vol 21 (3-4) ◽  
pp. 275-281
Author(s):  
Ali Khalili Golmankhaneh ◽  
Saleh Ashrafi ◽  
Dumitru Baleanu ◽  
Arran Fernandez
Keyword(s):  
Brownian Motion ◽  
Classical Method ◽  
Mean Square Displacement ◽  
Planck Equation ◽  
Cantor Sets ◽  
Mean Square ◽  
Fokker Planck Equation ◽  
Fractal Time ◽  
The Mean ◽  
Fokker Planck

AbstractIn this paper, we have investigated the Langevin and Brownian equations on fractal time sets using Fα-calculus and shown that the mean square displacement is not varied linearly with time. We have also generalized the classical method of deriving the Fokker–Planck equation in order to obtain the Fokker–Planck equation on fractal time sets.

scholarly journals Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion

2017 ◽  
Vol 2017 ◽  
pp. 1-7 ◽  
Author(s):  
Long Shi ◽  
Aiguo Xiao
Keyword(s):  
Brownian Motion ◽  
Continuous Time ◽  
Waiting Times ◽  
Mean Square Displacement ◽  
Mean Square ◽  
Weak Ergodicity ◽  
Normal Diffusion ◽  
Weak Ergodicity Breaking ◽  
The Mean ◽  
Ergodicity Breaking

We consider a particular type of continuous time random walk where the jump lengths between subsequent waiting times are correlated. In a continuum limit, the process can be defined by an integrated Brownian motion subordinated by an inverse α-stable subordinator. We compute the mean square displacement of the proposed process and show that the process exhibits subdiffusion when 0<α<1/3, normal diffusion when α=1/3, and superdiffusion when 1/3<α<1. The time-averaged mean square displacement is also employed to show weak ergodicity breaking occurring in the proposed process. An extension to the fractional case is also considered.

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