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Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

核理论 · 物理学 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

统计力学 · 物理学 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

We develop an action formulation of stochastic dynamics in the Hilbert space. By generalizing the Wiener process into 1+3-dimensional spacetime, we define a Lorentz-invariant random field. By coupling the random to quantum fields, we obtain…

量子物理 · 物理学 2022-11-02 Pei Wang

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

数值分析 · 数学 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…

统计力学 · 物理学 2009-11-11 Jean Pierre Boon , James F. Lutsko

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

概率论 · 数学 2026-04-23 Christian Olivera , Alexandre B. de Souza

We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…

概率论 · 数学 2024-07-02 Paul Nikolaev

For a relativistic particle under a constant force and a linear velocity dissipation force, a constant of motion is found. Problems are shown for getting the Hamiltoninan of this system. Thus, the quantization of this system is carried out…

量子物理 · 物理学 2011-08-19 Gustavo López , Xaman-Ek López , Hector Hernández

I study the canonical formulation and quantization of some simple parametrized systems, including the non-relativistic parametrized particle and the relativistic parametrized particle. Using Dirac's formalism I construct for each case the…

广义相对论与量子宇宙学 · 物理学 2007-05-23 G. Ruffini

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…

偏微分方程分析 · 数学 2017-01-06 Ludovic Cesbron , Harsha Hutridurga

We discuss general positivity conditions necessary for a definition of a relativistic diffusion on the phase space. We show that Lorentz covariant random vector fields on the forward cone $p^{2}\geq 0$ lead to a definition of a generator of…

统计力学 · 物理学 2012-05-08 Z. Haba

We study the treatment of the constraints in stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking account of the Ito calculus. Then we obtain an…

高能物理 - 理论 · 物理学 2009-10-22 K. Ikegami , T. Kimura , R. Mochizuki

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

统计力学 · 物理学 2015-06-05 R. Tsekov

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

统计力学 · 物理学 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

A particular framework for quantum gravity is the doubly special relativity (DSR) formalism that introduces a new observer independent scale (the Planck scale). We resort to the methods of statistical mechanics in this framework to…

高能物理 - 理论 · 物理学 2017-07-17 Mir Mehedi Faruk , Md. Muktadir Rahman

First of all we shortly illustrate how the symplectic quantization scheme [Gradenigo and Livi, 2021] can be applied to a relativistic field theory with self-interaction. Taking inspiration from the stochastic quantization method by Parisi…

统计力学 · 物理学 2024-07-24 Giacomo Gradenigo , Roberto Livi , Luca Salasnich

The stochastic quantization of dissipative systems is discussed. It is shown that in order to stochastically quantize a system with dissipation, one has to restrict the Fourier transform of the space-time variable to the positive half…

高能物理 - 理论 · 物理学 2009-10-28 Rodanthy Tzani

The Fokker-Planck equation needs to be modified when the diffusion parameters are not constant, in order to match it with the backward equation. It even becomes simpler, and the integration of the underlying stochastic differential equation…

数学物理 · 物理学 2014-03-06 Dietrich Ryter

A system of interacting atoms is represented as an union of two subsystems, one of which is the system of atoms, and the other is an auxiliary scalar covariant field, which is equivalent to a given static interatomic potential of general…

量子物理 · 物理学 2026-04-28 A. Yu. Zakharov

A generalized form of 't Hooft-Nobbenhuis Complex space-time Transformation is applied on momentum space from which a new model of Deformed Special Relavity at Planck Scale is proposed. The model suggests an energy-dependent Planck's…

综合物理 · 物理学 2021-10-04 Jeffrey Alloy Q. Abanto