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 the 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 these systems. This is joint work with Jan Wehr and Maciej Lowenstein.
Place: Soliden 3rd floor
Time: 12 December 2018, 13:00