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We systematically derive the quantum generalized nonlinear Langevin equation using Morozov's projection operator method. This approach extends the linear Mori-Zwanzig projection operator technique, allowing for the inclusion of nonlinear…

Statistical Mechanics · Physics 2024-09-23 Jin Hu

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 address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A non-covariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically,…

Statistical Mechanics · Physics 2015-06-17 A. V. Plyukhin

We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis

The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…

Statistical Mechanics · Physics 2023-11-09 Yifan Cai , Tao Wang , Liu Zhao

In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…

Statistical Mechanics · Physics 2007-05-23 R. Friedrich , S. Eule , F. Jenko

The dynamic of a classical system can be expressed by means of Poisson brackets. In this paper we generalize the relation between the usual non covariant Hamiltonian and the Poisson brackets to a covariant Hamiltonian and new brackets in…

Classical Physics · Physics 2007-05-23 A. Berard , H. Mohrbach , P. Gosselin

We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…

Statistical Mechanics · Physics 2016-08-31 Dirk Brockmann , Igor Sokolov

In this work we introduce two different generalizations of the Fokker-Planck equation in (1+1) dimensions by replacing the spatial derivatives in terms of generalized Dunkl-type derivatives involving reflection operators. As applications of…

Mathematical Physics · Physics 2024-01-19 R. D. Mota , D. Ojeda-Guillén , M. A. Xicoténcatl

We consider Levy flights subject to external force fields. This anomalous transport process is described by two approaches, a Langevin equation with Levy noise and the corresponding generalized Fokker-Planck equation containing a fractional…

Statistical Mechanics · Physics 2009-10-31 Sune Jespersen , Ralf Metzler , Hans C. Fogedby

We develop a formalism to carry out coarse-grainings in quantum field theoretical systems by using a time-dependent projection operator in the Heisenberg picture. A systematic perturbative expansion with respect to the interaction part of…

High Energy Physics - Theory · Physics 2008-11-26 Tomoi Koide

The Fokker-Planck equation is one of the fundamental equations in nonequilibrium statistical mechanics, and this equation is known to be derived from the Wasserstein gradient flow equation with a free energy. This gradient flow equation…

Mathematical Physics · Physics 2024-08-08 Shin-itiro Goto

A set of brackets for classical dissipative systems, subject to external random forces, are derived. The method is inspired to the old procedure found by Peierls, for deriving the canonical brackets of conservative systems, starting from an…

High Energy Physics - Theory · Physics 2015-06-26 G. Bimonte , G. Esposito , G. Marmo , C. Stornaiolo

We discuss some mathematical aspects of the Mori-Zwanzig projection operator formalism. The core of the Mori-Zwanzig formalism is the generalised Langevin equation, which is typically derived from the Dyson-Duhamel identity. We derive the…

Mathematical Physics · Physics 2026-04-23 Christoph Widder , Tanja Schilling

We show how to write a set of brackets for the Langevin equation, describing the dissipative motion of a classical particle, subject to external random forces. The method does not rely on an action principle, and is based solely on the…

High Energy Physics - Theory · Physics 2009-11-10 Giuseppe Bimonte , Giampiero Esposito , Giuseppe Marmo , Cosimo Stornaiolo

We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

In statistical physics, the Nakajima-Mori-Zwanzig projection operator formalism is used to derive an integro-differential equation for observables in a Hilbert space, the generalized Langevin equation (GLE). This technique relies on the…

Mathematical Physics · Physics 2026-04-27 Christoph Widder , Johannes Zimmer , Tanja Schilling

Starting from a forward--backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order…

Quantum Physics · Physics 2009-11-06 Hagen Kleinert

J. C. Maxwell, B. Riemann and H. Poincar$\acute{e}$ have proposed the idea that all microscopic particles are sink flows in a fluidic aether. Following this research program, a previous theory of gravitation based on a mechanical model of…

General Physics · Physics 2021-02-08 Xiao-Song Wang

The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…

Statistical Mechanics · Physics 2018-05-08 Wilmer Olivares-Rivas , Pedro J. Colmenares
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