Speaker
Soon Hoe Lim
(Nordita)
Description
Generalized Langevin equations (GLEs) are stochastic
integro-differential equations commonly used as models in
non-equilibrium statistical mechanics to describe the
dynamics of a particle coupled to a heat bath. From modeling
point of view, it is often desirable to derive effective
mathematical models, in the form of stochastic differential
equations (SDEs), to capture the essential dynamics of the
systems. In this talk, we consider effective SDEs describing
behavior of a large class of generalized Langevin systems in
the limits when natural time scales become very small. It
turns out that additional drift terms, called noise-induced
drifts, appear in the effective SDEs. We discuss recent
progress on the phenomena of noise-induced drift in a class
of systems diffusing anomalously. This is joint work with
Jan Wehr and Maciej Lewenstein.
