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Related papers: A path integral approach to the Langevin equation

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The master equation for a linear open quantum system in a general environment is derived using a stochastic approach. This is an alternative derivation to that of Hu, Paz and Zhang, which was based on the direct computation of path…

General Relativity and Quantum Cosmology · Physics 2011-08-04 Esteban Calzetta , Albert Roura , Enric Verdaguer

Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…

Statistical Mechanics · Physics 2022-12-01 Joydip Das , Mousumi Biswas , Bidhan Chandra Bag

We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…

Computational Physics · Physics 2020-11-03 Xiaocheng Shang , Martin Kröger

The definition and manipulation of Langevin equations with multiplicative white noise require special care (one has to specify the time discretisation and a stochastic chain rule has to be used to perform changes of variables). While…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte

We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…

Condensed Matter · Physics 2009-10-28 David S. Dean

I review the generating function for quantum-statistical mechanics, known as the Feynman-Vernon influence functional, the decoherence functional, or the Schwinger-Keldysh path integral. I describe a probability-conserving $i\varepsilon$…

High Energy Physics - Theory · Physics 2021-02-10 Yoni BenTov

In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…

Statistical Mechanics · Physics 2015-06-24 Jean Farago

We provide a new paradigm for quantum simulation that is based on path integration that allows quantum speedups to be observed for problems that are more naturally expressed using the path integral formalism rather than the conventional…

Quantum Physics · Physics 2024-10-15 Serene Shum , Nathan Wiebe

It has long been recognized that the dynamics of linear quantum systems is classical in the Wigner representation. Yet many conceptually important linear problems are typically analyzed using such generally applicable techniques as…

Quantum Physics · Physics 2011-08-04 James Anglin , Salman Habib

This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…

Dynamical Systems · Mathematics 2025-01-10 Ying Chao , Pingyuan Wei

The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…

Chemical Physics · Physics 2020-04-22 Venkat Kapil , David M. Wilkins , Jinggang Lan , Michele Ceriotti

The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…

Soft Condensed Matter · Physics 2025-04-18 Balázs Németh , Ronojoy Adhikari

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of…

Statistical Mechanics · Physics 2009-04-29 S. I. Denisov , Werner Horsthemke , Peter Hänggi

We study the dynamics of an optical mode in a cavity with a movable mirror subject to quantum Brownian motion. We study the phase noise power spectrum of the output light, and we describe the mirror Brownian motion, which is responsible for…

Quantum Physics · Physics 2009-11-06 Vittorio Giovannetti , David Vitali

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

Statistical Mechanics · Physics 2022-06-20 Marco Patriarca , Pasquale Sodano

We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…

Disordered Systems and Neural Networks · Physics 2017-01-26 John A. Hertz , Yasser Roudi , Peter Sollich

The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via…

Statistical Mechanics · Physics 2008-11-26 Jörn Dunkel , Peter Hänggi

We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been…

Statistical Mechanics · Physics 2009-11-13 Hideo Hasegawa

We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain…

Statistical Mechanics · Physics 2010-10-22 Hugo Touchette , Erik Van der Straeten , Wolfram Just

Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…

Quantum Physics · Physics 2026-02-23 Hing-Tong Cho , Bei-Lok Hu