✦ LIBER ✦

Fokker–Planck and Langevin Equations from the Forward–Backward Path Integral

✍ Scribed by Hagen Kleinert

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 129 KB
Volume: 291
Category: Article
ISSN: 0003-4916
DOI: 10.1006/aphy.2001.6158

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✦ Synopsis

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 evaluation of a Jacobian with a retarded time derivative by analytic regularization.