Fourier transform of Langevin equation (integral cancellation problem)

In summary, Stephen is trying to follow the method for modelling the motion of a tethered bead from a couple of papers, but is getting stuck. He has followed a few lecture handouts and understands most of the problem, but is having trouble with an equation that he needs to take the three components of and individually apply the Fourier transforms. After following some online tutorials, he is able to rearrange the equation to get \gamma i\omega x(\omega) +kx(\omega) = F(\omega)
  • #1
stephenx_86
15
0
Hi,

(To cut a long story short, can I cancel the integrals in Eq. 6 to leave me with Eq. 7?)

I am trying to follow the method for modelling the motion of a tethered bead from a couple of papers ("Te Velthuis, A. J. W. et al. (2010) Biophys. J. 99 1292–1302" and "Lansdorp, B. M., & Saleh, O. A. (2012) Rev. Sci. Instrum. 83 025115"), but am getting stuck going from the Langevin equation (where γ is the friction coefficient and k is the tether stiffness):

[1] [itex]\gamma \dot{x} (t)+kx(t)=F_{therm}[/itex]

to the power spectrum:

[2] [itex]P(\omega )\equiv \left |x^{2}(\omega )\right| =\frac{2\gamma k_{B}T}{\gamma ^{2}\omega ^{2}+k^{2}}[/itex]

I've followed a few lecture handouts I've found online and think I understand the majority of the problem. From what I understand, I need to take the three components of the first equation and individually apply the Fourier transforms (all in the range ∞→-∞):

[3] [itex]\dot{x}(t)=\frac{d}{dt}\left|\frac{1}{2\pi }\int x(\omega )e^{i\omega t}d\omega \right|=\frac{1}{2\pi }\int x(\omega ) i\omega e^{i\omega t}d\omega[/itex]

[4] [itex]x(t)=\frac{1}{2\pi }\int x(\omega )e^{i\omega t}d\omega [/itex]

[5] [itex]F(t)=\frac{1}{2\pi }\int F(\omega )e^{i\omega t}d\omega [/itex]

If I substitute all these back into the original equation I get:

[6] [itex]\gamma \frac{1}{2\pi }\int x(\omega ) i\omega e^{i\omega t}d\omega +k\frac{1}{2\pi }\int x(\omega )e^{i\omega t}d\omega = \frac{1}{2\pi }\int F(\omega )e^{i\omega t}d\omega[/itex]

From the lecture handouts I've found, I should be able to rearrange this to get the following (or something similar):

[7] [itex]\gamma i\omega x(\omega) +kx(\omega) = F(\omega)[/itex]

Now, here's my question. Is it possible for me to cancel the parts of the integral that appear in all three components of in Eq. 6 (this is [itex]\frac{1}{2\pi}\int e^{i\omega t} d\omega[/itex]) to leave me with Eq. 7?

Any help on this would be greatly appreciated, since I've been stuck on this for a couple of days now!

Thanks
Stephen

p.s. I also seem to end up with a rogue i, which will become -1 when I square P(x). Have I done my Fourier transform equations wrong?
 
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  • #2
Yes, but it is not the way I would do it.

Instead, I would just take the Fourier transform of the original equation.

instead of

stephenx_86 said:
[itex]x(t)=\frac{1}{2\pi }\int x(\omega )e^{i\omega t}d\omega [/itex]

use this
[itex]x(\omega )=\int x(t )e^{-i\omega t}dt [/itex]
[itex]i\omega x(\omega )=\int x'(t )e^{-i\omega t}dt [/itex]
[itex]F_{therm}(\omega )=\int F_{therm}(t )e^{-i\omega t}dt [/itex]

the FT is linear:
[itex]y(\omega ) + z(\omega )=\int (y(t) + z(t))e^{-i\omega t}dt [/itex]

Just apply the FT to both sides original equation.
 
  • #3
As for the question about power spectrum, I think the equation is wrong. It should be
[itex]P(\omega) = \left|x(\omega) \right|^2 = (x(\omega))^* x(\omega)[/itex]
 
  • #4
That's brilliant, thanks for your help.
 

Related to Fourier transform of Langevin equation (integral cancellation problem)

1. What is a Fourier transform?

The Fourier transform is a mathematical operation that transforms a function in the time domain into a function in the frequency domain. This allows for the analysis of signals and systems in terms of their frequency components.

2. What is a Langevin equation?

A Langevin equation is a stochastic differential equation that describes the behavior of a particle in a fluctuating environment. It is commonly used in statistical mechanics to model the dynamics of systems with random forces or noise.

3. How does the Fourier transform of a Langevin equation relate to the integral cancellation problem?

The integral cancellation problem occurs when the Fourier transform of a Langevin equation is calculated. This is because the Fourier transform of a stochastic process depends on the choice of integration path, and some paths may lead to cancellation of important terms in the resulting equation.

4. Why is the integral cancellation problem important?

The integral cancellation problem can lead to incorrect results in the analysis of systems described by Langevin equations. It is important to identify and address this issue in order to accurately understand the behavior of these systems and make reliable predictions.

5. How can the integral cancellation problem be addressed?

There are several methods for addressing the integral cancellation problem, such as using different integration paths or introducing a regularization factor. It is important to carefully consider the specific system and its dynamics in order to choose the most appropriate method for addressing this issue.

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