Connection between the Fokker-Planck-Kolmogorov and nonlinear Langevin equations
โ Scribed by V. Ya. Fainberg
- Publisher
- SP MAIK Nauka/Interperiodica
- Year
- 2006
- Tongue
- English
- Weight
- 220 KB
- Volume
- 149
- Category
- Article
- ISSN
- 0040-5779
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. T
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