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Canonically invariant formulation of Langevin and Fokker-Planck equations

✍ Scribed by O. Cépas; J. Kurchan


Book ID
118790740
Publisher
Springer
Year
1998
Tongue
English
Weight
203 KB
Volume
2
Category
Article
ISSN
1434-6036

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Fokker–Planck and Langevin Equations fro
✍ Hagen Kleinert 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 129 KB

Starting from a forward-backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order in the time evolution operator. The crucial step is the evalua