Related papers: Another derivation of generalized Langevin equatio…
The problem of the classical non-relativistic electromagnetically kicked oscillator can be cast into the form of an iterative map on phase space. The original work of Zaslovskii {\it et al} showed that the resulting evolution contains a…
The Lagrangian and Hamiltonian formulations of electromagnetism are reviewed and the Maxwell equations are obtained from the Hamiltonian for a system of many electric charges. It is shown that three of the equations which were obtained from…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…
The Mori-Zwanzig formalism is a powerful theoretical framework for deriving equations of motion for coarse-grained observables in the form of generalized Langevin equations (GLEs) involving evolution and projection operators. Using a…
In this paper we introduce a Fock space related to derivatives of Gelfond-Leontiev type, a class of derivatives which includes many classic examples like fractional derivatives or Dunkl operators. For this space we establish a modified…
There are many papers devoted to derivation of Lorentz Transformations (LT). Many people have pro posed alternative derivations. Their analysis allows looking at LT and their consequences from different standpoints. At the same time it is…
We investigate the relationships between weather forecasting, weather derivatives, the Black-Scholes equation, Feynmann-Kac theory and the Fokker-Planck equation. There is one useful result, but on the whole the relations we present seem to…
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls…
This work presents an approach to the Navier-Stokes equations that is phrased in unbiased Eulerian coordinates, yet describes objects that have Lagrangian significance: particle paths, their dispersion and diffusion. The commutator between…
We present a phenomenological Lagrangian and Poisson brackets for obtaining nondissipative hydrodynamic theory of supersolids. A Lagrangian is constructed on the basis of unification of the principles of non-equilibrium thermodynamics and…
The aim of this paper is to derive Fokker - Planck equation in curvilinear coordinates using physical argumentation. We get the same result, as in our previous article [1], but for broader class of arbitrary holonomic mechanical systems.
There is a well developed and useful theory of Hamiltonian reduction for semidirect products, which applies to examples such as the heavy top, compressible fluids and MHD, which are governed by Lie-Poisson type equations. In this paper we…
A simple integral relation between a complex weight and the corresponding positive distribution is derived by introducing a second complex variable. Together with the positivity and normalizability conditions, this sum rule allows to…
We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…
A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of Hamiltonian vector…
Two different versions of relativistic Langevin equation in curved spacetime background are constructed, both are manifestly general covariant. It is argued that, from the observer's point of view, the version which takes the proper time of…
We consider the Boltzmann equation with external fields in strictly convex domains with diffuse reflection boundary condition. As long as the normal derivative of external fields satisfy some sign condition on the boundary (1.8) we…