Fractional Langevin equation: overdamped, underdamped, and critical behaviors

Aging and confinement in subordinated fractional Brownian motion

We study the effects of aging properties of subordinated fractional Brownian motion (FBM) with drift and in harmonic confinement, when the measurement of the stochastic process starts a time t_{a}>0 after its original initiation at t=0. Specifically, we consider the aged versions of the ensemble mean-squared displacement (MSD) and the time-averaged MSD (TAMSD), along with the aging factor. Our results are favorably compared with simulations results. The aging subordinated FBM exhibits a disparity between MSD and TAMSD and is thus weakly nonergodic, while strong aging is shown to effect a convergence of the MSD and TAMSD. The information on the aging factor with respect to the lag time exhibits an identical form to the aging behavior of subdiffusive continuous-time random walks (CTRW). The statistical properties of the MSD and TAMSD for the confined subordinated FBM are also derived. At long times, the MSD in the harmonic potential has a stationary value, that depends on the Hurst index of the parental (nonequilibrium) FBM. The TAMSD of confined subordinated FBM does not relax to a stationary value but increases sublinearly with lag time, analogously to confined CTRW. Specifically, short aging times t_{a} in confined subordinated FBM do not affect the aged MSD, while for long aging times the aged MSD has a power-law increase and is identical to the aged TAMSD.

Dynamic mode decomposition with memory

This study proposed a numerical method of dynamic mode decomposition with memory (DMDm) to analyze multidimensional time-series data with memory effects. The memory effect is a widely observed phenomenon in physics and engineering and is considered to be the result of interactions between the system and environment. Dynamic mode decomposition (DMD) is a linear operation-based, data-driven method for multidimensional time-series data proposed in 2008. Although DMD is a successful method for time-series data analysis, it is based on ordinary differential equations and thus cannot incorporate memory effects. In this study, we formulated the abstract algorithmic structure of DMDm and demonstrate its utility in overcoming the memoryless restriction imposed by existing DMD methods on the time-evolution model. In the numerical demonstration, we utilized the Caputo fractional differential to implement an example of DMDm such that the time-series data could be analyzed with power-law memory effects. Thus, we developed a fractional DMD, which is a DMD-based method with arbitrary (real value) order differential operations. The proposed method was applied to synthetic data from a set of fractional oscillators and model parameters were estimated successfully. The proposed method is expected to be useful for scientific applications and aid in model estimation, control, and failure detection of mechanical, thermal, and fluid systems in factory machines, such as modern semiconductor manufacturing equipment.

Nonergodic Brownian oscillator: High-frequency response

We consider a Brownian oscillator whose coupling to the environment may lead to the formation of a localized normal mode. For lower values of the oscillator's natural frequency ω≤ω_{c}, the localized mode is absent and the unperturbed oscillator reaches thermal equilibrium. For higher values of ω>ω_{c} when the localized mode is formed, the unperturbed oscillator does not thermalize but rather evolves into a nonequilibrium cyclostationary state. We consider the response of such an oscillator to an external periodic force. Despite the coupling to the environment, the oscillator shows the unbounded resonance (with the response linearly increasing with time) when the frequency of the external force coincides with the frequency of the localized mode. An unusual resonance ("quasiresonance") occurs for the oscillator with the critical value of the natural frequency ω=ω_{c}, which separates thermalizing (ergodic) and nonthermalizing (nonergodic) configurations. In that case, the resonance response increases with time sublinearly, which can be interpreted as a resonance between the external force and the incipient localized mode.

Time-squeezing and time-expanding transformations in harmonic force fields

A variety of real life phenomena exhibit complex time-inhomogeneous nonlinear diffusive motion in the presence of an external harmonic force. In capturing the characteristics of such dynamics, the class of Ornstein-Uhlenbeck processes, with its physical time appropriately modulated, has long been regarded as the most relevant model on the basis of its mean reversion property. In this paper, we contrast two similar, yet definitely different, time-changing mechanisms in harmonic force fields by systematically deriving and presenting a variety of key properties all at once, that is, whether or not and how those time-changing mechanisms affect the characteristics of mean-reverting diffusion through sample path properties, the marginal probability density function, the asymptotic degeneracy of increments, the stationary law, the second-order structure, and the ensemble- and time-averaged mean square displacements. Some of those properties turn out rather counter-intuitive due to, or irrespective of, possible degeneracy of time-changing mechanisms in the long run. In light of those illustrative comparisons, we examine whether such time-changing operations are worth the additional operational cost, relative to physically relevant characteristics induced, and deduce practical implications and precautions from modeling and inference perspectives, for instance, on the experimental setup involving those anomalous diffusion processes, such as the observation start time and stepsize when measuring mean square displacements, so as to preclude potentially misleading results and paradoxical interpretations.

Thermodynamic Uncertainty Relation Bounds the Extent of Anomalous Diffusion

In a finite system driven out of equilibrium by a constant external force the thermodynamic uncertainty relation (TUR) bounds the variance of the conjugate current variable by the thermodynamic cost of maintaining the nonequilibrium stationary state. Here we highlight a new facet of the TUR by showing that it also bounds the timescale on which a finite system can exhibit anomalous kinetics. In particular, we demonstrate that the TUR bounds subdiffusion in a single file confined to a ring as well as a dragged Gaussian polymer chain even when detailed balance is satisfied. Conversely, the TUR bounds the onset of superdiffusion in the active comb model. Remarkably, the fluctuations in a comb model evolving from a steady state behave anomalously as soon as detailed balance is broken. Our work establishes a link between stochastic thermodynamics and the field of anomalous dynamics that will fertilize further investigations of thermodynamic consistency of anomalous diffusion models.

Effects of transient subordinators on the firing statistics of a neuron model driven by dichotomous noise

The behavior of a stochastic perfect integrate-and-fire (PIF) model of neurons is considered. The effect of temporally correlated random activity of synaptic inputs is modeled as a combination of an asymmetric dichotomous noise and a random operation time in the form of an inverse strictly increasing Lévy-type subordinator. Using a first-passage-time formulation, we find exact expressions for the output interspike interval (ISI) statistics. Particularly, it is shown that at some parameter regimes the ISI density exhibits a multimodal structure. Moreover, it is demonstrated that the coefficient of variation, the serial correlation coefficient, and the Fano factor display a nonmonotonic dependence on the mean input current μ, i.e., the ISI's regularity is maximized at an intermediate value of μ. The features of spike statistics, analytically revealed in our study, are compared with previously obtained results for a perfect integrate-and-fire neuron model driven by dichotomous noise (without subordination).

Fractional electron transfer kinetics and a quantum breaking of ergodicity

The dissipative curve-crossing problem provides a paradigm for electron-transfer (ET) processes in condensed media. It establishes the simplest conceptual test bed to study the influence of the medium's dynamics on ET kinetics both on the ensemble level, and on the level of single particles. Single electron description is particularly important for nanoscaled systems like proteins, or molecular wires. Especially insightful is this framework in the semiclassical limit, where the environment can be treated classically, and an exact analytical treatment becomes feasible. Slow medium's dynamics is capable of enslaving ET and bringing it on the ensemble level from a quantum regime of nonadiabatic tunneling to the classical adiabatic regime, where electrons follow the nuclei rearrangements. This classical adiabatic textbook picture contradicts, however, in a very spectacular fashion to the statistics of single electron transitions, even in the Debye, memoryless media, also named Ohmic in the parlance of the famed spin-boson model. On the single particle level, ET always remains quantum, and this was named a quantum breaking of ergodicity in the adiabatic ET regime. What happens in the case of subdiffusive, fractional, or sub-Ohmic medium's dynamics, which is featured by power-law decaying dynamical memory effects typical, e.g., for protein macromolecules, and other viscoelastic media? Such a memory is vividly manifested by anomalous Cole-Cole dielectric response in such media. We address this question based both on accurate numerics and analytical theory. The ensemble theory remarkably agrees with the numerical dynamics of electronic populations, revealing a power-law relaxation tail even in a profoundly nonadiabatic electron transfer regime. In other words, ET in such media should typically display fractional kinetics. However, a profound difference with the numerically accurate results occurs for the distribution of residence times in the electronic states, both on the ensemble level and the level of single trajectories. Ergodicity is broken dynamically even in a more spectacular way than in the memoryless case. Our results question the applicability of all the existing and widely accepted ensemble theories of electron transfer in fractional, sub-Ohmic environments, on the level of single molecules, and provide a real challenge to face, both for theorists and experimentalists.

Viscoelastic subdiffusion in a random Gaussian environment

Viscoelastic subdiffusion governed by a fractional Langevin equation is studied numerically in a random Gaussian environment modeled by stationary Gaussian potentials with decaying spatial correlations. This anomalous diffusion is archetypal for living cells, where cytoplasm is known to be viscoelastic and a spatial disorder also naturally emerges. We obtain some first important insights into it within a model one-dimensional study. Two basic types of potential correlations are studied: short-range exponentially decaying and algebraically slow decaying with an infinite correlation length, both for a moderate (several k_BT, in the units of thermal energy), and strong (5-10k_BT) disorder. For a moderate disorder, it is shown that on the ensemble level viscoelastic subdiffusion can easily overcome the medium's disorder. Asymptotically, it is not distinguishable from the disorder-free subdiffusion. However, a strong scatter in single-trajectory averages is nevertheless seen even for a moderate disorder. It features a weak ergodicity breaking, which occurs on a very long yet transient time scale. Furthermore, for a strong disorder, a very long transient regime of logarithmic, Sinai-type diffusion emerges. It can last longer and be faster in the absolute terms for weakly decaying correlations as compared with the short-range correlations. Residence time distributions in a finite spatial domain are of a generalized log-normal type and are reminiscent also of a stretched exponential distribution. They can be easily confused for power-law distributions in view of the observed weak ergodicity breaking. This suggests a revision of some experimental data and their interpretation.

Memory-induced resonancelike suppression of spike generation in a resonate-and-fire neuron model

The behavior of a stochastic resonate-and-fire neuron model based on a reduction of a fractional noise-driven generalized Langevin equation (GLE) with a power-law memory kernel is considered. The effect of temporally correlated random activity of synaptic inputs, which arise from other neurons forming local and distant networks, is modeled as an additive fractional Gaussian noise in the GLE. Using a first-passage-time formulation, in certain system parameter domains exact expressions for the output interspike interval (ISI) density and for the survival probability (the probability that a spike is not generated) are derived and their dependence on input parameters, especially on the memory exponent, is analyzed. In the case of external white noise, it is shown that at intermediate values of the memory exponent the survival probability is significantly enhanced in comparison with the cases of strong and weak memory, which causes a resonancelike suppression of the probability of spike generation as a function of the memory exponent. Moreover, an examination of the dependence of multimodality in the ISI distribution on input parameters shows that there exists a critical memory exponent α_{c}≈0.402, which marks a dynamical transition in the behavior of the system. That phenomenon is illustrated by a phase diagram describing the emergence of three qualitatively different structures of the ISI distribution. Similarities and differences between the behavior of the model at internal and external noises are also discussed.

Memory effects for a stochastic fractional oscillator in a magnetic field

The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also discussed.

Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.

Velocity autocorrelation of a free particle driven by a Mittag-Leffler noise: fractional dynamics and temporal behaviors

We investigate the dynamical phase diagram of the generalized Langevin equation of the free particle driven by a Mittag-Leffler noise and show critical curves and a critical value of the exponent parameter of the Mittag-Leffler function that mark different dynamical regimes. By considering that the modeling of a Mittag-Leffer memory kernel corresponds to a power-law second-order memory kernel, we show that the generalized Langevin equation of the velocity autocorrelation function (VACF) is transformed in a fractional Langevin equation. In the superdiffusive case our results exhibit oscillations and negative correlations of the VACF that are not provided by the usual power-law noise model.

Cage effect for the velocity correlation functions of a Brownian particle in viscoelastic shear flows

The long-time limit behavior of velocity correlation functions (VCFs) for an underdamped Brownian particle in an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law memory kernel. The influence of a fluctuating environment is modeled by an additive external fractional Gaussian noise. The exact expressions of the correlation functions of the fluctuating components of velocity for the Brownian particle in the shear plane have been calculated. Also, the particle's angular momentum is found. It is shown that in a certain region of the system parameters an interplay of the shear flow, memory effects, and external noise can induce a bounded long-time behavior of the VCFs, even in the shear flow direction, where in the case of internal noise the velocity process is subdiffusive, i.e., unbounded in time. Moreover, we find resonant behavior of the VCFs and the angular momentum versus the shear oscillation frequency, implying that they can be efficiently excited by oscillatory shear. The role of the initial positional distribution of particles is also discussed.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.

Analytical solution of the generalized Langevin equation with hydrodynamic interactions: subdiffusion of heavy tracers

We consider a generalized Langevin equation that can be used to describe thermal motion of a tracer in a viscoelastic medium by accounting for inertial and hydrodynamic effects at short times, subdiffusive scaling at intermediate times, and eventual optical trapping at long times. We derive a Laplace-type integral representation for the linear response function that governs the diffusive dynamics. This representation is particularly well suited for rapid numerical computation and theoretical analysis. In particular, we deduce explicit formulas for the mean and variance of the time averaged (TA) mean square displacement (MSD) and velocity autocorrelation function (VACF). The asymptotic behavior of the TA MSD and TA VACF is investigated at different time scales. Some biophysical and microrheological applications are discussed, with an emphasis on the statistical analysis of optical tweezers' single-particle tracking experiments in polymer networks and living cells.

Transient aging in fractional Brownian and Langevin-equation motion

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.

Memory effects for a trapped Brownian particle in viscoelastic shear flows

The long-time limit behavior of the positional distribution for an underdamped Brownian particle in a fluctuating harmonic potential well, which is simultaneously exposed to an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law-type memory kernel. The influence of a fluctuating environment is modeled by a multiplicative white noise (fluctuations of the stiffness of the trapping potential) and by an additive internal fractional Gaussian noise. The exact expressions of the second-order moments of the fluctuating position for the Brownian particle in the shear plane have been calculated. Also, shear-induced cross correlation between particle fluctuations along orthogonal directions as well as the angular momentum are found. It is shown that interplay of shear flow, memory, and multiplicative noise can generate a variety of cooperation effects, such as energetic instability, multiresonance versus the shear frequency, and memory-induced anomalous diffusion in the direction of the shear flow. Particularly, two different critical memory exponents have been found, which mark dynamical transitions from a stationary regime to a subdiffusive (or superdiffusive) regime of the system. Similarities and differences between the behaviors of the models with oscillatory and nonoscillatory shear flow are also discussed.

Physical descriptions of the bacterial nucleoid at large scales, and their biological implications

Recent experimental and theoretical approaches have attempted to quantify the physical organization (compaction and geometry) of the bacterial chromosome with its complement of proteins (the nucleoid). The genomic DNA exists in a complex and dynamic protein-rich state, which is highly organized at various length scales. This has implications for modulating (when not directly enabling) the core biological processes of replication, transcription and segregation. We overview the progress in this area, driven in the last few years by new scientific ideas and new interdisciplinary experimental techniques, ranging from high space- and time-resolution microscopy to high-throughput genomics employing sequencing to map different aspects of the nucleoid-related interactome. The aim of this review is to present the wide spectrum of experimental and theoretical findings coherently, from a physics viewpoint. In particular, we highlight the role that statistical and soft condensed matter physics play in describing this system of fundamental biological importance, specifically reviewing classic and more modern tools from the theory of polymers. We also discuss some attempts toward unifying interpretations of the current results, pointing to possible directions for future investigation.

Two-point approximation to the Kramers problem with coloured noise

We present a method, founded on previous renewal approaches as the classical Wilemski-Fixman approximation, to describe the escape dynamics from a potential well of a particle subject to non-Markovian fluctuations. In particular, we show how to provide an approximated expression for the distribution of escape times if the system is governed by a generalized Langevin equation (GLE). While we show that the method could apply to any friction kernel in the GLE, we focus here on the case of power-law kernels, for which extensive literature has appeared in the last years. The method presented (termed as two-point approximation) is able to fit the distribution of escape times adequately for low potential barriers, even if conditions are far from Markovian. In addition, it confirms that non-exponential decays arise when a power-law friction kernel is considered (in agreement with related works published recently), which questions the existence of a characteristic reaction rate in such situations.

Inequivalence of time and ensemble averages in ergodic systems: exponential versus power-law relaxation in confinement

Single-particle tracking has become a standard tool for the investigation of diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual trajectories. Here we study confined normal as well as anomalous diffusion, modeled by fractional Brownian motion and the fractional Langevin equation, and show that even for such ergodic systems time-averaged quantities behave differently from their ensemble-averaged counterparts, irrespective of how long the measurement time becomes. Knowledge of the exact behavior of time averages is therefore fundamental for the proper physical interpretation of measured time series, in particular, for extraction of the relaxation time scale from data.

Generalized Langevin dynamics of a nanoparticle using a finite element approach: thermostating with correlated noise

A direct numerical simulation (DNS) procedure is employed to study the thermal motion of a nanoparticle in an incompressible Newtonian stationary fluid medium with the generalized Langevin approach. We consider both the Markovian (white noise) and non-Markovian (Ornstein-Uhlenbeck noise and Mittag-Leffler noise) processes. Initial locations of the particle are at various distances from the bounding wall to delineate wall effects. At thermal equilibrium, the numerical results are validated by comparing the calculated translational and rotational temperatures of the particle with those obtained from the equipartition theorem. The nature of the hydrodynamic interactions is verified by comparing the velocity autocorrelation functions and mean square displacements with analytical results. Numerical predictions of wall interactions with the particle in terms of mean square displacements are compared with analytical results. In the non-Markovian Langevin approach, an appropriate choice of colored noise is required to satisfy the power-law decay in the velocity autocorrelation function at long times. The results obtained by using non-Markovian Mittag-Leffler noise simultaneously satisfy the equipartition theorem and the long-time behavior of the hydrodynamic correlations for a range of memory correlation times. The Ornstein-Uhlenbeck process does not provide the appropriate hydrodynamic correlations. Comparing our DNS results to the solution of an one-dimensional generalized Langevin equation, it is observed that where the thermostat adheres to the equipartition theorem, the characteristic memory time in the noise is consistent with the inherent time scale of the memory kernel. The performance of the thermostat with respect to equilibrium and dynamic properties for various noise schemes is discussed.

Generalized Langevin equation with multiplicative noise: temporal behavior of the autocorrelation functions

The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.

In vivo anomalous diffusion and weak ergodicity breaking of lipid granules

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.

Foundation of fractional Langevin equation: harmonization of a many-body problem

In this study we derive a single-particle equation of motion, from first principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential. Using a harmonization technique, we show that the resulting dynamical equation belongs to the class of fractional Langevin equations, a stochastic framework which has been proposed in a large body of works as a means of describing anomalous dynamics. Our work sheds light on the fundamental assumptions of these phenomenological models and a relation derived by Kollmann.

Memory-enhanced energetic stability for a fractional oscillator with fluctuating frequency

The long-time limit behavior of the variance and the correlation function for the output signal of a fractional oscillator with fluctuating eigenfrequency subjected to a periodic force is considered. The influence of a fluctuating environment is modeled by a multiplicative white noise and by an additive noise with a zero mean. The viscoelastic-type friction kernel with memory is assumed as a power-law function of time. The exact expressions of stochastic resonance (SR) characteristics such as variance and signal-to-noise ratio (SNR) have been calculated. It is shown that at intermediate values of the memory exponent the energetic stability of the oscillator is significantly enhanced in comparison with the cases of strong and low memory. A multiresonancelike behavior of the variance and SNR as functions of the memory exponent is observed and a connection between this effect and the memory-induced enhancement of energetic stability is established. The effect of memory-induced energetic stability encountered in case the harmonic potential is absent, is also discussed.

Resonant behavior of a fractional oscillator with fluctuating frequency

The long-time behavior of the first moment for the output signal of a fractional oscillator with fluctuating frequency subjected to an external periodic force is considered. Colored fluctuations of the oscillator eigenfrequency are modeled as a dichotomous noise. The viscoelastic type friction kernel with memory is assumed as a power-law function of time. Using the Shapiro-Loginov formula, exact expressions for the response to an external periodic field and for the complex susceptibility are presented. On the basis of the exact formulas it is demonstrated that interplay of colored noise and memory can generate a variety of cooperation effects, such as multiresonances versus the driving frequency and the friction coefficient as well as stochastic resonance versus noise parameters. The necessary and sufficient conditions for the cooperation effects are also discussed. Particularly, two different critical memory exponents have been found, which mark dynamical transitions in the behavior of the system.

Subdiffusive behavior in a trapping potential: mean square displacement and velocity autocorrelation function

A theoretical framework for analyzing stochastic data from single-particle tracking in viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation, we found analytical expressions for the two-time dynamics of a particle subjected to a harmonic potential. The mean-square displacement and the velocity autocorrelation function of the diffusing particle are given in terms of the time lag. In particular, we investigate the subdiffusive case. Using a power-law memory kernel, exact expressions for the mean-square displacement and the velocity autocorrelation function are obtained in terms of Mittag-Leffler functions and their derivatives. The behaviors for short-, intermediate-, and long-time lags are investigated in terms of the involved parameters. Finally, the validity of usual approximations is examined.

Anomalous diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise

The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using the Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions and its derivatives from a generalized Langevin equation. Our results show that the oscillator displays an anomalous diffusive behavior. In the strictly asymptotic limit, the dynamics of the harmonic oscillator corresponds to an oscillator driven by a noise with a pure power-law autocorrelation function. However, at short and intermediate times the dynamics has qualitative difference due to the presence of the characteristic time of the noise.