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Relaxation functions of the Ornstein-Uhlenbeck process with fluctuating diffusivity
http://hdl.handle.net/2237/00030547
http://hdl.handle.net/2237/000305471d323984-c1fb-4c1f-8185-043ae29a4055
名前 / ファイル | ライセンス | アクション |
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PhysRevE99_032127 (363.7 kB)
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Item type | 学術雑誌論文 / Journal Article(1) | |||||
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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× Miyaguchi, Tomoshige× Akimoto, Takuma |
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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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著者版フラグ | ||||||
値 | author |