✦ LIBER ✦

On the direct derivation of Brinkman's hierarchy of differential-difference equations for ensemble averages from the Langevin equation

✍ Scribed by W.T. Coffey

Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 403 KB
Volume: 171
Category: Article
ISSN: 0009-2614
DOI: 10.1016/0009-2614(90)85251-7

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✦ Synopsis

It is shown how Brinkman's hierarchy of differentiaCdifference equations for ensemble averages may be directly derived from the Iangevin equation without recourse to the Fokker-Planck equation by expressing that equation as a set of coupled equations in the Hermite polynomials and averaging it using the methods of stochastic calculus. The method shows how the non-inertial response may be easily extracted from the Langevin equation even in the presence of a driving field.

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