Related papers: Another derivation of generalized Langevin equatio…
We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
Starting from a model of an elastic medium, partial differential equations with the form of the coupled Einstein-Dirac-Maxwell equations are derived. The form of these equations describes particles with mass and spin coupled to…
We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We study the GENERIC (General Equation for Non-Equilibrium Reversible Irreversible Coupling) formulation of the nonlinear Vlasov-Fokker-Planck equation from the perspective of gradient flows along trajectories. After pulling back the…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
The role of projectors associated with Poisson brackets of constrained Hamiltonian systems is analyzed. Projectors act in two instances in a bracket: in the explicit dependence on the variables and in the computation of the functional…
Recently (Phys. Rev. Lett. 114 (2015), 210402) the influence of the so called "Wigner translations" (more generally-Lorentz trans- formations) on circularly polarized Gaussian packets ( providing the solution to Maxwell equations in…
Recently, several authors have tried to extend the usual concepts of thermodynamics and kinetic theory in order to deal with distributions that can be non-Boltzmannian. For dissipative systems described by the canonical ensemble, this leads…
Complex microscopic many-body processes are often interpreted in terms of so-called `reaction coordinates', i.e. in terms of the evolution of a small set of coarse-grained observables. A rigorous method to produce the equation of motion of…
In this letter we discuss how to add forces to the Langevin equation. We derive the exact generalized Langevin equation for the dynamics of one particle subject to an external force embedded in a system of many interacting particles. The…
Everyday experience with centrifugal forces has always guided thinking on the close relationship between gravitational forces and accelerated systems of reference. Once spatial gravitational forces and accelerations are introduced into…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
For the undamped Kepler potential the lack of precession has historically been understood in terms of the Runge-Lenz symmetry. For the damped Kepler problem this result may be understood in terms of the generalization of Poisson structure…
It is shown that the Poisson bracket with boundary terms recently proposed by Bering (hep-th/9806249) can be deduced from the Poisson bracket proposed by the present author (hep-th/9305133) if one omits terms free of Euler-Lagrange…
Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…