Special Session 148: 

Anomalous diffusion and the Generalized Langevin Equation

hung nguyen
Tulane University
USA
Co-Author(s):    Nathan Glatt-Holtz, David Herzog,Scott McKinley
Abstract:
The Generalized Langevin Equation is commonly used to describe the velocity of microparticles in viscoelastic fluids. Formally, the Generalized Langevin Equation (GLE) is written \\begin{align*} m \\ddot{x}(t)&=-\\gamma \\dot{x}(t)-\\Phi'(x(t))-\\int_{-\\infty}^t \\!\\!\\!\\! K(t-s)\\dot{x}(s)ds +F(t)+\\sqrt{2\\gamma}\\dot{W}(t), \\end{align*} where $\\Phi(x)$ is a non-linear potential well, $W(t)$ is a Brownian motion, and $F(t)$ is a stationary, mean zero and Gaussian process satisfying $E(F(t)F(s))=K(t-s)$. Describing the long-term behavior of sub-diffusive GLEs in non-linear potentials is a long-standing open problem. We will look at recent advances in establishing existence and uniqueness of a stationary distribution for an infinite-dimensional Markov representation of the GLE.