We construct an equivalent probability description of linear multi-delay Langevin equations subject to additive Gaussian white noise. By exploiting the time-convolutionless transform and a time variable transformation we are able to write a Fokker–Planck equation (FPE) for the 1-time and for the 2-time probability distributions valid irrespective of the regime of stability of the Langevin equations. We solve exactly the derived FPEs and analyze the aging dynamics by studying analytically the conditional probability distribution. We discuss explicitly why the initially conditioned distribution is not sufficient to describe fully out a non-Markov process as both preparation and observation times have bearing on its dynamics. As our analytic procedure can also be applied to linear Langevin equations with memory kernels, we compare the non-Markov dynamics of a one-delay system with that of a generalized Langevin equation with an exponential as well as a power law memory. Application to a generalization of the Green–Kubo formula is also presented.
Explicit solutions are presented in the Laplace and time domains for a one-variable Fokker-Planck equation governing the probability density of a random walker moving in a confining potential. Illustrative applications are discussed in two unrelated physical contexts: quantum yields in a doped molecular crystal or photosynthetic system, and the motion of signal receptor clusters on the surface of a cell encountered in a problem in immunology. An interesting counterintuitive effect concerning the consequences of confinement is found in the former, and some insights into the driving force for microcluster centralization are gathered in the latter application.
Starting from a Langevin equation with memory describing the attraction of a particle to a center, we investigate its transport and response properties corresponding to two special forms of the memory: one is algebraic, i.e., power-law, and the other involves a delay. We examine the properties of the Green function of the Langevin equation and encounter Mittag-Leffler and Lambert W-functions well-known in the literature. In the presence of white noise, we study two experimental situations, one involving the motional narrowing of spectral lines and the other the steady-state size of the particle under consideration. By comparing the results to counterparts for a simple exponential memory, we uncover instructive similarities and differences. Perhaps surprisingly, we find that the Balescu-Swenson theorem that states that non-Markoffian equations do not add anything new to the description of steady-state or equilibrium observables is violated for our system in that the saturation size of the particle in the steadystate depends on the memory function utilized. A natural generalization of the Smoluchowski equation for the time-local case is examined and found to satisfy the Balescu-Swenson theorem and describe accurately the first moment but not the second and higher moments. We also calculate two-time correlation functions for all three cases of the memory, and show how they differ from (tend to) their Markoffian counterparts at small (large) values of the difference between the two times.
The approach to equilibrium of a quantum mechanical system in interaction with a bath is studied from a practical as well as a conceptual point of view. Explicit memory functions are derived for given models of bath couplings. If the system is a harmonic oscillator representing a molecule in interaction with a reservoir, the generalized master equation derived becomes an extension into the coherent domain of the well-known Montroll–Shuler equation for vibrational relaxation and unimolecular dissociation. A generalization of the Bethe–Teller result regarding energy relaxation is found for short times. The theory has obvious applications to relaxation dynamics at ultra-short times as in observations on the femtosecond time scale and to the investigation of quantum coherence at those short times. While vibrational relaxation in chemical physics is a primary target of the study, another system of interest in condensed matter physics, an electron or hole in a lattice subjected to a strong DC electric field that gives rise to well-known Wannier–Stark ladders, is naturally addressed with the theory. Specific system–bath interactions are explored to obtain explicit details of the dynamics. General phenomenological descriptions of the reservoir are considered rather than specific microscopic realizations.
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