Related papers: Another derivation of generalized Langevin equatio…
A fairly brief and complete presentation of the Zwanzig-Mori projection operator technique is given.
In a recent paper by B. G. da Costa {\it et al.} [Phys. Rev. E 102, 062105(2020)], the phenomenological Langevin equation and the corresponding Fokker-Planck equation for an inhomogeneous medium with a position-dependent particle mass and…
The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…
The Mori-Zwanzig projection operator formalism is a powerful method for the derivation of mesoscopic and macroscopic theories based on known microscopic equations of motion. It has applications in a large number of areas including fluid…
The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the…
The entropy definition is deduced by means of (re)deriving the generalized non-linear Langevin equation using Zwanzig projector operator formalism. It is shown to be necessarily related to an invariant measure which, in classical mechanics,…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state…
In this paper, we propose a new deformed Poisson brackets which leads to the Fock coordinate transformation by using an analogous procedure as in Deformed Special Relativity. We therefore derive the corresponding momentum transformation…
It is shown that the new formula for the field theory Poisson brackets arise naturally in the extension of the formal variational calculus incorporating divergences. The linear spaces of local functionals, evolutionary vector fields,…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical…
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…
An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann…
We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
In an article [J. Math. Phys. 53, 072701 (2012)] X. Sun and J. Duan presented Fokker-Planck equations for nonlinear stochastic differential equations with non-Gaussian L\'evy processes. In this comment we show a serious drawback in the…
We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…