Past exam of the stochastic modelling of biological processes course of the University of Oxford / 2023 / 3 / a / Solution

We use the equilibrium generalized Langevin equation and its generalized fluctuation-dissipation relation, with the factor $5$ in the noise autocorrelation fixing the equilibrium velocity variance. Let $g$ be the velocity relaxation function and let a tilde denote a one-sided Laplace transform:The equilibrium velocity autocorrelation function is $\chi (t)=5g(t)$, soFor completeness, this relation follows without assuming independence of the noise and velocity in a stationary infinite history. The two-sided noise power spectral density is $S_R(\omega )=10\mathrm{Re}\tilde{\kappa }(i\omega )$. The stable linear equation has velocity transfer function $H(i\omega )=[i\omega +\tilde{\kappa }(i\omega ){]}^{-1}$, soThis is precisely the power spectral density of the even extension of $5g(t)$. Stable relaxation removes initial transients with a finite second moment, giving the long-time autocorrelation function defined in the question. All the parameter choices used below have stable relaxation.

Integrating the velocity autocorrelation function twice gives the mean squared displacement from a fixed initial position:A decaying initial transient does not change its asymptotic slope. Therefore the Green-Kubo formula for diffusion givesFor the given friction memory kernel, direct integration yieldsAt $c_1=c_2=c_3=1$, the integrated friction is $2$, henceThe relaxation denominator here is $s^3+2s^2+2s+2$. Its roots have negative real parts by the cubic Routh-Hurwitz criterion, since all coefficients are positive and $2\cdot 2>2$. This justifies the decay and integrability used above. The diffusion coefficient depends on the area under the friction memory kernel, not just its value at zero.