Langevin dynamics of correlated subdiffusion and normal diffusion.

We analyze the dissipative dynamics of a particle governed by a two-dimensional generalized Langevin equation with coupled fractional Gaussian noise and white noise in its respective coordinates, assuming the lowest-order coupling form. Two situations are studied: In the first the particle is free from external force and in the second the particle is subject to a two-dimensional harmonic potential. We derive the general expressions for the mean values, variances, and velocity autocorrelation function and evaluate their temporal evolutions via the numerical Laplace inversion technique. Through the analytical results of the short-time and long-time behaviors, we also explicitly elucidate the effects of fluctuation correlation coupling and interoscillator coupling on the dynamic behaviors of the particle. It is shown that in both situations the couplings do not affect the short-time behavior of self-diffusions in each coordinate, and the subdiffusive and normal diffusive features of these processes resemble those in a one-dimensional system with fractional Gaussian noise and white noise, respectively. However, over a long time period, the fluctuation correlation extends the characteristic time scales for the self-diffusions of a free particle; while only the interoscillator coupling induces a retardation of the relaxation processes of a bounded particle toward equilibrium. Moreover, both couplings generate a cross diffusion, whose long-time approximation has two possible forms, the selection of which depends on the relevant time scales of self-diffusions in each coordinate.