Dean David S, Drummond Ian T, Horgan Ron R, Majumdar Satya N
DAMTP, CMS, University of Cambridge, UK.
Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Mar;71(3 Pt 1):031103. doi: 10.1103/PhysRevE.71.031103. Epub 2005 Mar 11.
We analyze the statistics of an estimator, denoted by xi(t) and referred to as the slave, for the equilibrium susceptibility of a one dimensional Langevin process x(t) in a potential phi (x). The susceptibility can be measured by evolving the slave equation in conjunction with the original Langevin process. This procedure yields a direct estimate of the susceptibility and avoids the need, when performing numerical simulations, to include applied external fields explicitly. The success of the method, however, depends on the statistical properties of the slave estimator. The joint probability density function for x(t) and xi(t) is analyzed. In the case where the potential of the system has a concave component the probability density function of the slave acquires a power law tail characterized by a temperature dependent exponent. Thus we show that while the average value of the slave, in the equilibrium state, is always finite and given by the fluctuation-dissipation relation, higher moments and indeed the variance may show divergences. The behavior of the power law exponent is analyzed in a general context and it is calculated explicitly in some specific examples. Our results are confirmed by numerical simulations and we discuss possible measurement discrepancies in the fluctuation dissipation relation which could arise due to this behavior.
我们分析了一个估计量(记为ξ(t),称为从属变量)的统计特性,该估计量用于一维朗之万过程x(t)在势φ(x)中的平衡磁化率。磁化率可以通过结合原始朗之万过程求解从属方程来测量。此过程可直接得到磁化率的估计值,并且在进行数值模拟时无需明确包含外加场。然而,该方法的成功与否取决于从属估计量的统计特性。我们分析了x(t)和ξ(t)的联合概率密度函数。在系统的势具有凹分量的情况下,从属变量的概率密度函数呈现出幂律尾部,其特征由一个与温度相关的指数决定。因此我们表明,虽然在平衡态下从属变量的平均值总是有限的,且由涨落耗散关系给出,但高阶矩以及实际上的方差可能会出现发散。我们在一般情况下分析了幂律指数的行为,并在一些具体例子中明确计算了它。我们的结果通过数值模拟得到了证实,并且我们讨论了由于这种行为可能在涨落耗散关系中出现的测量差异。