2015
DOI: 10.1007/s10955-015-1286-x
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Asymptotic Derivation of Langevin-like Equation with Non-Gaussian Noise and Its Analytical Solution

Abstract: We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper (Kanazawa et al. in Phys Rev Lett 114:090601-090606, 2015). We further obtain a full-order asymptotic formula of the steady distribution function in terms of a large friction coefficient for a non-Gaussian Langevin equation with an arbitrary non-linear frictional force. The fi… Show more

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Cited by 37 publications
(43 citation statements)
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References 88 publications
(216 reference statements)
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“…MCT has been applied to granular systems driven by Gaussian noises [45][46][47]. It qualitatively predicts a liquid-glass transition, though the noise in granular systems is non-Gaussian in general [48][49][50][51]. MCT also has been applied to sheared dense granular systems [52][53][54].…”
mentioning
confidence: 99%
“…MCT has been applied to granular systems driven by Gaussian noises [45][46][47]. It qualitatively predicts a liquid-glass transition, though the noise in granular systems is non-Gaussian in general [48][49][50][51]. MCT also has been applied to sheared dense granular systems [52][53][54].…”
mentioning
confidence: 99%
“…Note that this limit would not be possible without external friction, because it is this friction that is responsible for the relaxation of the rotor after a kick. There exist a few studies that describe the angular velocity distribution of the rotor in this limit, both theoretically and numerically [4,12,14], but they are not in agreement with experimental results [10].…”
Section: Experimental Setup and Limiting Behavioursmentioning
confidence: 91%
“…Several studies strived after understanding and modeling the granular motor in these limits, which has lead to an adequate description in the Brownian Limit [11,7,12,9,13]. However, the few theoretical studies that exist in the Single Kick Limit compare well with particle simulation but do not have a good agreement with experimental results [9,10,14]. Moreover, analysing the behaviour of the rotor in between these two limits appears to bea very hard problem to address in general.…”
Section: Introductionmentioning
confidence: 99%
“…These are situations where the noise probability density function does not decay in the tails like a Gaussian. Also, when the system under consideration is coupled to multiple stochastic environments the driving noise term may exhibit non-Gaussian behavior, see for example references Kanazawa et al (2015a) and Kanazawa et al (2015b). A number of approaches for modeling time-series in a Bayesian nonparametric context have been proposed in the literature.…”
Section: Introductionmentioning
confidence: 99%