Multiplicative Langevin Equation to Reproduce Long-time Properties of Nonequilibrium Brownian Motion
arXiv:1904.07033 · doi:10.1088/1742-5468/ab54bc
Abstract
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.
arXiv comment14 pages, 4 figures
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