Related papers: Another derivation of generalized Langevin equatio…

We study the Langevin equation with both a white noise and a colored noise. We construct the Lagrangian as well as the Hamiltonian for the generalized Langevin equation which leads naturally to a path integral description from first…

This work is devoted to the establishment of a Poisson structure for a format of equations known as Generalized Lotka-Volterra systems. These equations, which include the classical Lotka-Volterra systems as a particular case, have been…

A connection between Maxwell's equations, Newton's laws, and the special theory of relativity is established with a derivation that begins with Newton's verbal enunciation of his first two laws. Derived equations are required to be…

The graphs induced by partition logics allow a dual probabilistic interpretation: a classical one for which probabilities lie on the convex hull of the dispersion-free weights, and another one, suggested independently from the quantum Born…

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…

Poisson bracket relations for generators of canonical transformations are derived directly from the Galilei and Poincar\'e groups of changes of space-time coordinates. The method is simple but rigorous. The meaning of each step is clear…

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a…

The Mori-Zwanzig formalism is applied to derive an equation for the evolution of linear observables of the overdamped Langevin equation. To illustrate the resulting equation and its use in deriving approximate models, a particular benchmark…

The multisymplectic Hamiltonian formalism is a generalization of the Hamiltonian formalism that manifestly preserves covariance in the description of fields and that has been proposed as a possible framework for developing a…

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker- Planck equation, which is solved analytically. The second order…

Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

A generalization of the Einstein equation is considered for complex line elements. Several second order semilinear partial differential equations are derived from it as semilinear field equations in uniform and isotropic spaces. The…

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…

We interpret a class of nonlinear Fokker-Planck equations with reaction as gradient flows over the space of Radon measures equipped with the recently introduced Hellinger-Kantorovich distance. The driving entropy of the gradient flow is not…

We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…

We present a derivation of a coarse-grained model from the Langevin dynamics. The focus is placed on the memory kernel function and the fluctuation-dissipation theorem. Also presented is an hierarchy of approximations for the memory and…