منابع مشابه
Stochastic Langevin equations: Markovian and non-Markovian dynamics.
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is analyzed in detail. The conditions for when the equation in a local form can be considered a good approximation are then explicitly specified. We study both t...
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Understanding the mesoscopic behavior of dynamical systems described by Langevin equations with colored noise is a fundamental challenge in a variety of fields. We propose a new approach to derive closed-form equations for joint and marginal probability density functions of state variables. This approach is based on a so-called large-eddy-diffusivity closure and can be used to model a wide clas...
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A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong. keywords fluctuation-dissipation theorem, Langevin equation, multiplicative noise, Levy flight.
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In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using the Martin-SiggiaRose formalism. We prove that the derived equations are consistent with the fluctuation-dissipation theorem. We also discuss the generalization of the result given here to real fluids, and the possible description of supercooled fluids in the aging regim...
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ژورنال
عنوان ژورنال: Brazilian Journal of Physics
سال: 2008
ISSN: 0103-9733
DOI: 10.1590/s0103-97332008000400023