1. Introduction
Recently, the nonequilibrium motion of active particles has been extensively studied in various models, including the run-and-tumble model [
1,
2], active Brownian particles [
3,
4], active Langevin particles [
5], active Ornstein–Uhlenbeck particles [
6,
7,
8], self-propelled Janus colloids [
9,
10], and biological microswimmers [
11]. Active diffusion, investigated through theoretical analyses, computer simulations, and experiments on active viscoelastic systems, has revealed both similarities and differences among these systems. Representative examples include the transport of passive tracers in active baths and living cells [
12], chromosomal dynamics [
13], lateral diffusion of membrane proteins [
14], and tracer diffusion in dense colloidal suspensions [
15]. Active particles have also been explored in polymeric environments such as actomyosin and endoplasmic reticulum networks [
16], microtubule assemblies, and macromolecules bound to polymer strands, including DNA and chromosomes.
Over the past two decades, anomalous diffusion dynamics [
17,
18] have been widely discussed and extended in natural and complex scientific systems. In the typical form of anomalous diffusion, characterized by a scaling exponent
, the system exhibits sub-diffusive behavior for
, indicated by a sub-linear growth of the mean squared displacement over time, and super-diffusive behavior for
, characterized by super-linear growth of the mean squared displacement. Sub-diffusion has been observed for endogenous submicron tracers in biological systems, such as living cells [
19], artificially crowded biological environments [
20], protein motion in supercomputing simulations [
21], and dilute or protein-crowded lipid bilayer membranes. Super-diffusion has been reported in several cellular systems [
22]. For instance, a restoring force applied by an optical tweezer in a biological cell [
23,
24] enabled the fractional Ornstein–Uhlenbeck process [
25]. Active processes in the underdamped limit exhibit ballistic motion, while complex underdamped dynamics can lead to hyper-diffusion in the
regime [
26,
27].
Furthermore, theories based on the active fractional Langevin equation have been developed to quantitatively describe transport phenomena in various active viscoelastic systems. These studies also introduced weak ergodicity breaking, a novel phenomenon not previously reported in other systems [
28,
29]. For Gaussian processes, all statistical properties can be inferred from the mean and covariance functions [
30,
31,
32]. Indirect approaches to assessing the ergodic properties of Gaussian processes have been compared with the behaviors of the mean squared displacement and the time-averaged MSD [
33,
34].
Fractional Brownian motion is a type of Gaussian process characterized by a two-time autocovariance function [
35],
with the mean squared displacement given by
for
. The corresponding probability density function is
. For
, increments are positively correlated, leading to super-diffusive motion, whereas for
, increments are negatively correlated, resulting in sub-diffusive behavior. Standard Brownian motion with independent increments corresponds to normal diffusion for
. Fractional Gaussian noise is defined as
where
is a small, finite time interval. The autocovariance function for an active particle driven by fractional Gaussian noise is then
which asymptotically satisfies
for
. The variance is given by
, and in the ballistic limit (
), the autocovariance reduces to
.
Until now, most of these problems have been addressed numerically using perturbation methods, special functions, or approximations. This study builds on the classical formulations of Heinrichs [
30], Athanassoulis et al. [
31], and Mamis and Farazmand [
32], but extends the framework in several significant ways. By considering thermal noise, active noise, viscoelastic memory effects, and optical trapping forces, we provide novel analytical and numerical comparisons that reveal new scaling relationships, correlation coefficients, entropy connections, and stability properties not covered in previous studies.
Recently, it has become more straightforward to describe the motion of active particles using equations of motion when they experience varying forces within a viscous medium. However, obtaining analytical solutions for the probability densities of displacement, velocity, orientation, and other dynamical quantities remains challenging. Previous studies have investigated the fractional generalized Langevin equation for a passive particle subjected to thermal equilibrium noise
and active noise
with exponentially decaying correlations. In these viscoelastic systems, the particle experiences two distinct types of noise: thermal noise, which satisfies the fluctuation–dissipation theorem, and active noise, modeled as an active Ornstein–Uhlenbeck process. In this work, we derive the Fokker–Planck equation for the joint probability density and obtain its solution using double Fourier transforms in three distinct time regimes. The organization of this paper is as follows. In
Section 2, we derive the Fokker–Planck equation from the fractional generalized Langevin equation. In
Section 3, using double Fourier transforms, we obtain approximate solutions for the joint probability density of an active Brownian particle subject to harmonic and viscous forces in three regimes of correlation times
and
.
Section 4 presents numerical calculations of the non-Gaussian parameter, correlation coefficients, and entropy. Finally, in
Section 5, we summarize the key findings and provide concluding remarks.
2. Thermal and Active Fractional Generalized Langevin Equations
As a nonequilibrium dynamic model, our first model derives the Fokker–Planck equation for the two variables of displacement and velocity by introducing the viscoelastic memory effect, as well as thermal and active noises, in the fractional Langevin equations, thereby obtaining the joint probability density. The second model introduces the fractional Langevin equations that account for the viscoelastic memory effect, an optical trapped force, and thermal and active noises to obtain a new joint probability density for displacement and velocity.
In this section, we introduce a class of nonequilibrium dynamic models referred to as the fractional Langevin equation
which incorporates a viscoelastic memory effect [
26] with a power-law kernel
.
The active fractional Langevin equation, a class of nonequilibrium dynamic models, is presented; its unique viscoelastic memory effect is characterized by a power-law decay of correlations over time. We derive the Fokker–Planck equation for the joint probability density from the fractional generalized Langevin equation with thermal equilibrium noise. The fractional generalized Langevin equations in our model are expressed as
where
and
denote the thermal equilibrium noise and the active noise (with exponentially decaying correlation), respectively. We introduce these two types of noise as
where the persistent Hurst exponent
h ranges as
and the correlation times are
and
. The thermal equilibrium noise is a fractional Gaussian noise coupled to the memory kernel via the fluctuation–dissipation theorem. The joint probability density
for the displacement
and the velocity
is defined by
for
. By taking time derivatives in the joint probability density and inserting Equations (1) and (2) into Equation (5), we can write the time derivative of the joint probability equation for
and
as
where
,
,
, and
. The memory effect is expressed as
for
. Assuming that the particle is initially at rest at
, the forms of the joint probability density [
30,
31,
32] can be written as
where
. The parameters are
It is apparent that Equations (8) and (9) are the Fokker–Planck equations, as mentioned in the Introduction. Later, the time evolutions of the joint probability densities
and
, Equations (8) and (9), will be derived in
Appendix A.
Some derivations related to the correlated Gaussian force are given in Ref. [
30]. We define the double Fourier transform of the joint probability density
as
The Fourier transforms of the Fokker–Planck equation, Equations (8) and (9), are expressed as
2.1. and with Thermal Noise
2.1.1. and with Thermal Noise in
In this subsection, we derive the solutions of the probability densities
and
in the short-time domain
. To find the special solutions for
and
by the variable separation from Equation (12), the two equations for the displacement and the velocity are written as
where
denotes the separation constant. Taking
in the steady state, we get
as
To find the solution of the probability density for
from
, we include terms up to order
and write
Assuming arbitrary functions of variable
, the probability density
becomes
. Therefore, we have
By a similar method, from Equation (16) to Equation (19), for
, we also get the Fourier transform of the probability density for
as
By calculating Equations (19) and (20), the Fourier transform of the joint probability density is
By taking the inverse Fourier transform, we obtain
The mean squared displacement for
and the mean squared displacement for
are
2.1.2. and with Thermal Noise in
We now consider the long-time domain
. From Equation (14), an approximate equation for the Fourier-transformed probability density is
The Fourier transform of the probability density
from Equation (25) is calculated as
The steady probability density
for
, from
, is
As the Fourier transform of probability density
in the short-time domain is given by
,
is derived as
where
. Applying Equation (15) for
to a similar method from Equation (25) to Equation (28) of
derived, we also get the Fourier transforms of the probability density for velocity as
By calculating Equations (28) and (29), we have
By using the inverse Fourier transform, the probability densities
and
are, respectively, presented by
Finally, the mean squared values
and
for the probability densities
and
are, respectively, given by
2.1.3. and with Thermal Noise for
In this subsection, we find the probability densities
and
in the time domain
. The approximate equation from Equation (14) for
is written as
In the steady state, we can calculate
from Equation (34) as
We find the Fourier transform of the probability density
as
Using a similar procedure of
, we get the Fourier transform of the probability density
as
We can calculate
by calculating Equations (36) and (37) as
Using the inverse Fourier transform, the probability densities
and
are, respectively, presented by
Thus, the mean squared displacement
and the mean squared velocity
are
2.2. and with Active Noise
2.2.1. and with Active Noise in the Short-Time Domain
In this subsection, we settle the solutions of the probability densities
and
in the short-time domain
. In order to find the special solutions for
, with the variable separation from Equation (13), the two equations for the displacement and the velocity are given by
where
denotes the separation constant. As we take
in the steady state, we get
as
To get the solution of the probability density for
from
, we calculate the Fourier transform of the probability density after including terms up to order
as
Taking the solutions as arbitrary functions of variable
, the arbitrary function
becomes
. As a result, we find that
Using a similar method from Equation (44) to Equation (49) for
, we also get the Fourier transform of the probability density for the velocity as
Therefore, by calculating Equations (49) and (50), we get the Fourier transform of the joint probability density as
Using the inverse Fourier transform, we get
The corresponding mean squared displacement and the mean squared displacement for
and
are, respectively, given by
2.2.2. and with Active Noise in the Long-Time Domain
We find the probability densities
and
in the long-time domain
. We write an approximate equation from Equation (42) as
The Fourier transform of the probability density
from Equation (55) is calculated as
We find that the steady probability density
for
, from
, is derived as
As the Fourier transform of the probability density
in the short-time domain is given by
,
is derived as
where
and
is equal to Equation (44). Applying Equation (43) for
to a similar method from Equation (55) to Equation (58) of
derived, we also get the Fourier transforms of the probability density for velocity as
By calculating Equations (58) and (59), we have
Using the inverse Fourier transform, the probability densities
and
are, respectively, presented by
The mean squared values
and
for the probability densities
and
are
2.2.3. and with Active Noise for
In this subsection, we find
and
for the time domain
. The approximate equation from Equation (42) for
is written as
In the steady state, we can calculate
from Equation (64) as
where
,
for
. We find the Fourier transform of the probability density
as
Using a similar method to that of
derived, we get the Fourier transform of the probability density
as
We can calculate
by calculating Equations (66) and (67) as
Using the inverse Fourier transform, the probability densities
and
are, respectively, presented by
The mean squared displacement and the mean squared velocity are, respectively, given by
3. Thermal and Active Fractional Fokker–Planck Equations
We consider a nonequilibrium dynamic model referred to as the active fractional Langevin equation, having a viscoelastic memory effect with a power-law kernel
[
25], with an optical trapped force
and thermal and active noises. The two altered fractional generalized Langevin equations in our model are expressed in terms of
where thermal equilibrium noise and active noise denote
and
, respectively. We introduce two noises, i.e., thermal noise and active noise, as
where
for
. The thermal energy is
and the correlation times are
and
. Thermal equilibrium noise is fractional Gaussian noise coupled to the memory kernel via the fluctuation dissipation theorem, while active noise is responsible for both the self-propelled motion of an active particle and nonequilibrium motion from an active heat reservoir.
We next derive the Fokker–Planck equation from the active fractional generalized Langevin equation. First, the joint probability density
for displacement
and velocity
is defined by
where
. Taking time derivatives in the joint probability density and inserting Equations (71) and (72) into Equation (75), we can write the time derivative of the joint probability equation for
as follows:
where
,
, and the persistent Hurst exponent
h ranges to
. In Equations (76) and (77), we have
. We assume from the joint probability density that the particle is initially at rest at time
. Then, the joint probability densities [
34,
35,
36] satisfy the Fokker–Planck equations derived as
where
. The parameters are
Equations (78) and (79) are called the Fokker–Planck equations, as mentioned in the Introduction. Some derivations in relation to the correlated Gaussian force are given in Ref. [
30]. We define the double Fourier transform of the joint probability density
by the equation
where
. The Fourier transforms of the Fokker–Planck equations, Equations (78) and (79), are, respectively, expressed in terms of
3.1. and with Thermal Noise
3.1.1. and with Thermal Noise in the Short-Time Domain
In this subsection, we obtain the solutions of the probability densities
and
in the short-time domain
. To find the special solutions for
by the variable separation from Equation (82), the two equations for the displacement and the velocity are given by
where
denotes the separation constant.
In the steady state, assuming
, we obtain
We assume that
. To obtain the probability density for
from
, we calculate the Fourier transform of the probability density after including terms up to order
:
Considering the solutions as arbitrary functions of variable
, the arbitrary function
becomes
. Thus,
Using a similar method from Equation (86) to Equation (89) for
, we also get the Fourier transform of the probability density for the velocity as
Hence, by calculating Equations (89) and (90), we get the Fourier transform of the joint probability density as
Using the inverse Fourier transform, we get
The mean squared displacement for
and the mean squared displacement for
are
3.1.2. and with Thermal Noise in the Long-Time Domain
Now, we derive the probability densities
and
in the long-time domain (
). An approximate equation from Equation (84) can be written as
The Fourier transform of the probability density
from Equation (95) is obtained as
We find the Fourier transform of the steady probability density
for
, defined by
, as
Since the Fourier transform of probability density
in the short-time domain is given by
, we can write
as
where
. Applying Equation (85) for
in the same manner as in Equations (95)–(98) of
derived, we also obtain the Fourier transforms of the probability density for velocity
as
By calculating Equations (98) and (99), we have
By performing the inverse Fourier transform, the probability densities
and
are, respectively, calculated as
The mean squared values
and
for the probability densities
and
are, respectively,
3.1.3. and with Thermal Noise for
In this subsection, we derive
and
for the case
. The approximate equation from Equation (84) for
is written as
In the steady state,
can be obtained from Equation (104) as
The Fourier transform of the probability density
is then given by
Using a similar procedure to that for
, the Fourier transform of the probability density
becomes
We can get
by calculating Equations (106) and (107) as
Using the inverse Fourier transform, the probability densities
and
are, respectively, given by
The mean squared displacement
and the mean squared velocity
are
3.2. and with Active Noise
3.2.1. and with Active Noise in the Short-Time Domain
In this subsection, we obtain the solutions of the probability densities
and
in the short-time domain
. To find the particular solutions for
and
by separating variables from Equation (83), the two equations for displacement and velocity are given by
where
E denotes the separation constant. By setting
in the steady state, we get
as
To find the solution of the probability density for
from
, we calculate the Fourier transform of the probability density after including terms up to order
as
Taking the solutions as arbitrary functions of variable
, the arbitrary function
becomes
. As a result, we find that
Using a similar method as Equations (114)–(119), we also get the Fourier transform of the probability density for the velocity as
Therefore, by calculating Equations (119) and (120), we get the Fourier transform of the joint probability density as
Using the inverse Fourier transform, we get
The mean squared displacement and the mean squared displacement for
and
are thus given by
3.2.2. and with Active Noise in the Long-Time Domain
We now find the probability densities
and
in the long-time domain
. An approximate equation from Equation (112) can be written as
The Fourier transform of the probability density
from Equation (125) is
We find the steady-state probability density
for
from
,
As the Fourier transform of the probability density
in the short-time domain is given by
,
is derived as
where
and
is equal to Equation (114). Applying Equation (113) for
to a similar method from Equation (125) to Equation (128) for
derived, we also get the Fourier transforms of the probability density for velocity
as
By calculating Equations (128) and (129), we have
Using the inverse Fourier transform, the probability densities
and
are, respectively, presented by
Consequently, the mean squared values
and
for the probability densities
and
are
3.2.3. and with Active Noise for
In this subsection, we derive
and
in the time domain
. The approximate equation from Equation (112) for
is written as
In the steady state, we can calculate
from Equation (134) as
We find the Fourier transform of the probability density
as
Using a similar procedure to that for
, we get the Fourier transform of the probability density
as
We can calculate
by calculating Equations (136) and (137) as
Using the inverse Fourier transform, the probability densities
and
are, respectively, presented by
The mean squared displacement and the mean squared velocity are, respectively, given by
4. Statistical Quantities
In this section, we calculate statistical quantities, including the non-Gaussian parameter for displacement and velocity, the correlation coefficient, the entropy, the combined entropy, and the moments from the moment equations. The moment equations for an active particle with a viscoelastic memory effect, derived from Equations (8) and (9), are expressed as
where
. For an active particle in an optical trap, the moment equations from Equations (78) and (79) are
Next, the entropy, the non-Gaussian parameter, and the correlation coefficient are calculated numerically. The entropies
and
are calculated as
The combined entropy is defined by
Entropy provides a numerical measure of the uncertainty or information content associated with a probability distribution; as the probability of a particular value increases and that of other values decreases, the entropy decreases.
The non-Gaussian parameters for displacement and velocity are, respectively, given by
The non-Gaussian parameter quantifies the degree of heavy tails in the probability distribution of a real-valued variable, providing insight into the deviation from Gaussian behavior. The correlation coefficient is defined as
The correlation coefficient describes the strength and direction of the linear relationship between two variables, and . Here, we assume that an active particle is initially at and at for . The parameters and denote the root-mean-squared displacement and the root-mean-squared velocity of the joint probability density, respectively.
Table 1 and
Table 2, respectively, summarize the values of the entropy, non-Gaussian parameter, and correlation coefficient for the joint probability density with thermal equilibrium noise
and active noise
in the three-time domains.
Table 3 and
Table 4 show the non-Gaussian parameter, the correlation coefficient, the moment, the entropy, and the combined entropy for the joint probability density for an active Brownian particle with a harmonic trap,
, and
in the three-time domains.
5. Conclusions
In conclusion, we studied the nonequilibrium effects of an active Brownian particle in a viscoelastic medium, subjected to thermal noise and active noise , using the fractional generalized Langevin equation. Thermal noise satisfies the fluctuation–dissipation theorem, whereas active noise is modeled as an active Ornstein–Uhlenbeck process. We derived the Fokker–Planck equation for the joint probability density and obtained its solution via double Fourier transforms across three-time regimes.
The main work and conclusions are as follows:
- (1)
In the fractional generalized Langevin equation with a viscoelastic memory effect and thermal noise for
(where
is the Hurst exponent), the mean squared displacement
scales with
in the limits of
and
and for
, exhibiting super-diffusive behavior, while the mean squared velocity
scales with
. In particular, for
, the mean squared displacement scales with
in the limit of
, while the mean squared velocity
behaves as
, consistent with simulated results [
33,
34]. The mean squared displacement
for the fractional generalized Langevin equation scales with
in the short-time limit
, consistent with the simulation result reported in Ref. [
26].
- (2)
As we solve the fractional Fokker–Planck equation with a harmonic force and thermal noise, the mean squared displacement behaves as in and . The mean squared velocity for exhibits normal diffusion from the fractional generalized Langevin equation with a harmonic force and active noise.
- (3)
From statistical quantities, the entropy for the joint probability density with as is the same value as that for the joint probability density with in and .
- (4)
The combined entropy for the joint probability density with
is larger than that for the joint probability density with
in each time domain. In
Table 3, the combined entropy of displacement and velocity follows a scaling behavior of
in the time regime
, where the scaling exponent
lies in the range
. Since the combined entropy maintains functional dependence,
, in the other regimes (
and
), comparison among these regimes indicates that the system in the
region reaches equilibrium more rapidly. This result suggests that the long-time dynamics are dominated by a faster relaxation toward equilibrium despite the identical entropy scaling form.
- (5)
For
, the displacement non-Gaussian parameter
for the joint probability density with
is the same value proportional to time
as that for the joint probability density with
in
. The velocity non-Gaussian parameter
for the joint probability density with
is also the same value proportional to time
as that for the joint probability density with
for
in
. In
Table 1,
Table 2,
Table 3 and
Table 4, as the non-Gaussian parameter increases, the distribution exhibits heavier tails and stronger deviations from Gaussian behavior. Such behavior typically appears in the time regime
for
,
and
,
. In contrast, for
and at
, the non-Gaussian parameters of
,
and
,
correspond to flatter central regions and shorter tails, indicating light-tailed distributions.
- (6)
Moments for an active Brownian particle in a harmonic trap with thermal noise in the limits of and for scale with , consistent with our calculation result.
The formal approach of our study shares similarities with analytical frameworks, but extends them in several important aspects. We particularly addressed the roles of active noise, the non-Gaussian parameter, and entropy aspects that have not been sufficiently analyzed in previous studies. Moreover, we hope that the present results provide new physical insights into the mechanisms of transition kinetics, fractional diffusion, and the suppression of rare events. Future work combining theoretical [
36,
37,
38,
39], computational [
40,
41,
42,
43], and experimental approaches can clarify how inertial effects, finite correlation times, and non-Gaussian statistics influence transport and stability in active matter. The methodology developed here offers a versatile framework applicable to generalized stochastic systems, anomalous diffusion, and self-propelled particle dynamics in complex environments, such as shear flows [
44,
45]. Interdisciplinary extensions of this work are expected to deepen our understanding of noise-driven processes in fractional active and nonequilibrium systems [
46,
47,
48,
49].