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Method for direct analytic solution of the nonlinear Langevin equation using multiple timescale analysis: Mean-square
Prasun Sarkar1, Debarshi Banerjee1, Shibashis Paul1
1Indian Association for the Cultivation of Science, Jadavpur, Kolkata-700032, India.
This study presents a novel method for solving nonlinear Langevin equations by analyzing fast and slow dynamics. The approach yields accurate analytical solutions for moments, confirmed by numerical simulations.
Area of Science:
- Statistical physics
- Nonlinear dynamics
- Stochastic processes
Background:
- Nonlinear Langevin equations with Gaussian white noise are challenging due to difficulties in calculating moments.
- Direct solutions are often intractable because of the inherent nonlinearity.
Purpose of the Study:
- To develop a direct analytical method for solving nonlinear Langevin equations.
- To accurately calculate moments of the system's dynamics.
Main Methods:
- Employed a multiple timescale analysis, inspired by the Blekhman perturbation method.
- Derived separate equations for fast (Brownian motion of harmonic oscillator) and slow dynamics.
- Utilized perturbation theory to obtain a secular divergence-free analytic solution for the slow dynamics.
Main Results:
- Successfully derived a secular divergence-free analytic solution for the slow nonlinear dynamics.
- The analytical results for mean-square displacement were validated against direct numerical simulations.
Conclusions:
- The proposed multiple timescale analysis provides an effective scheme for solving nonlinear Langevin equations.
- This method accurately captures the system's moments, offering a reliable alternative to direct simulation.
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