User:Parijat.Banerjee28/sandbox

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Examples edit

This plot corresponds to solutions of the complete Langevin equation obtained using the Euler-Maruyama method. The left panel shows the time evolution of the phase portrait of a harmonic oscillator at different temperatures. The right panel captures the corresponding equilibrium probability distributions. At zero temperature, the velocity rapidly decays from its initial value (the red dot) to zero due to damping. For non zero temperatures, the velocity can be kicked to values higher than the initial value due to thermal fluctuations. At long times, the velocity remains non zero, and the position and velocity distributions correspond to that of thermal equilibrium.

Harmonic oscillator in a fluid edit

m{\frac {dv}{dt}}=-\gamma v+\eta (t)-kx

A particle in a fluid is also described by the Langevin equation with a potential, a damping force and thermal fluctuations given by the fluctuation dissipation theorem. If the potential is a harmonic oscillator potential then the constant energy curves are ellipses as shown in Figure 1 below. However, in the presence of a dissipation force a particle keeps losing energy to the environment. On the other hand, the thermal fluctuation randomly adds energy to the particle. In the absence of the thermal fluctuations the particle continuously loses kinetic energy and the phase portrait of the time evolution of the velocity vs. position looks like an ellipse that is spiraling in until it reaches zero velocity. Conversely, the thermal fluctuations provide kicks to the particles that do not allow the particle to lose all its energy. So, at long times, the initial ensemble of stochastic oscillators to spread out, eventually reaching thermal equilibrium, for whom the distribution of velocity and position is given by the Maxwell-Boltzmann distribution. In the plot below (Figure 2), the long time velocity distribution (orange) and position distributions (blue) in a harmonic potential ( $U={\frac {1}{2}}kx^{2}$ ) is plotted with the Boltzmann probabilities for velocity (red) and position (green). We see that the late time behavior depicts thermal equilibrium.