非马尔可夫系统动力学:马尔可夫嵌入与有效质量方法。

IF 2.4 3区 物理与天体物理 Q1 Mathematics Physical review. E Pub Date : 2024-11-01 DOI:10.1103/PhysRevE.110.054117
Mateusz Wiśniewski, Jakub Spiechowicz
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引用次数: 0

摘要

非马尔可夫系统的动力学是一个经典问题,但它在物理学和其他领域引起了持久的研究。广义朗之万方程是对这种情况进行建模的一个强大工具,然而,它的分析通常对数值方法提出了重大挑战。由于这个原因,多年来提出了各种简化原始模型的近似方法。在本文中,我们比较了两种允许我们应对这一巨大挑战的方法:(i)众所周知且成功的马尔可夫嵌入技术和(ii)最近开发的有效质量方法。我们讨论了它们的适用范围、数值精度和计算效率。在此过程中,我们考虑了一个受幂律相关热噪声影响的自由布朗粒子的范例模型。研究表明,当记忆时间较短时,有效质量方法具有令人满意的精度,并且通常比马尔可夫嵌入方法快得多。此外,有效质量的概念可以用来寻找最优参数,使我们能够在嵌入内达到最高的精度和最小的计算成本。因此,我们的论文为研究非马尔可夫系统的动力学提供了一个蓝图。
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Dynamics of non-Markovian systems: Markovian embedding versus effective mass approach.

Dynamics of non-Markovian systems is a classic problem yet it attracts everlasting activity in physics and beyond. A powerful tool for modeling such setups is the generalized Langevin equation, however, its analysis typically poses a major challenge even for numerical means. For this reason, various approximations have been proposed over the years that simplify the original model. In this paper, we compare two methods allowing us to tackle this great challenge: (i) the well-known and successful Markovian embedding technique and (ii) the recently developed effective mass approach. We discuss their scope of applicability, numerical accuracy, and computational efficiency. In doing so, we consider a paradigmatic model of a free Brownian particle subjected to power-law correlated thermal noise. We show that when the memory time is short, the effective mass approach offers satisfying precision and typically is much faster than the Markovian embedding. Moreover, the concept of effective mass can be used to find optimal parameters allowing us to reach supreme accuracy and minimal computational cost within the embedding. Our paper therefore provides a blueprint for investigating the dynamics of non-Markovian systems.

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来源期刊
Physical review. E
Physical review. E 物理-物理:流体与等离子体
CiteScore
4.60
自引率
16.70%
发文量
0
审稿时长
3.3 months
期刊介绍: Physical Review E (PRE), broad and interdisciplinary in scope, focuses on collective phenomena of many-body systems, with statistical physics and nonlinear dynamics as the central themes of the journal. Physical Review E publishes recent developments in biological and soft matter physics including granular materials, colloids, complex fluids, liquid crystals, and polymers. The journal covers fluid dynamics and plasma physics and includes sections on computational and interdisciplinary physics, for example, complex networks.
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