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  1. B200 工学部/工学研究科
  2. B200a 雑誌掲載論文
  3. 学術雑誌

Relaxation functions of the Ornstein-Uhlenbeck process with fluctuating diffusivity

http://hdl.handle.net/2237/00030547
http://hdl.handle.net/2237/00030547
1d323984-c1fb-4c1f-8185-043ae29a4055
名前 / ファイル ライセンス アクション
PhysRevE99_032127.pdf PhysRevE99_032127 (363.7 kB)
Item type 学術雑誌論文 / Journal Article(1)
公開日 2019-07-11
タイトル
タイトル Relaxation functions of the Ornstein-Uhlenbeck process with fluctuating diffusivity
言語 en
著者 Uneyama, Takashi

× Uneyama, Takashi

WEKO 92670

en Uneyama, Takashi

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Miyaguchi, Tomoshige

× Miyaguchi, Tomoshige

WEKO 92671

en Miyaguchi, Tomoshige

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Akimoto, Takuma

× Akimoto, Takuma

WEKO 92672

en Akimoto, Takuma

Search repository
アクセス権
アクセス権 open access
アクセス権URI http://purl.org/coar/access_right/c_abf2
権利
言語 en
権利情報 © 2019 American Physical Society
抄録
内容記述 We study the relaxation behavior of the Ornstein-Uhlenbeck (OU) process with time-dependent and fluctuating diffusivity. In this process, the dynamics of the position vector is modeled by the Langevin equation with a linear restoring force and a fluctuating diffusivity (FD). This process can be interpreted as a simple model of relaxational dynamics with internal degrees of freedom or in a heterogeneous environment. By utilizing the functional integral expression and the transfer matrix method, we show that the relaxation function can be expressed in terms of the eigenvalues and eigenfunctions of the transfer matrix for general FD processes. We apply our general theory to two simple FD processes where the FD is described by the Markovian two-state model or an OU-type process. We show analytic expressions of the relaxation functions in these models and their asymptotic forms. We also show that the relaxation behavior of the OU process with an FD is qualitatively different from those obtained from conventional models such as the generalized Langevin equation.
言語 en
内容記述タイプ Abstract
出版者
言語 en
出版者 American Physical Society
言語
言語 eng
資源タイプ
資源タイプresource http://purl.org/coar/resource_type/c_6501
タイプ journal article
出版タイプ
出版タイプ AM
出版タイプResource http://purl.org/coar/version/c_ab4af688f83e57aa
DOI
関連タイプ isVersionOf
識別子タイプ DOI
関連識別子 https://doi.org/10.1103/PhysRevE.99.032127
ISSN(print)
収録物識別子タイプ PISSN
収録物識別子 2470-0045
書誌情報 en : Physical Review E

巻 99, 号 3, p. 032127, 発行日 2019-03-25
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