Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator in the inertial regime

DOI10.1016/j.physa.2014.12.012zbMath1395.82189OpenAlexW2077564702MaRDI QIDQ1783358

Emilio Cortés, José Inés Jiménez-Aquino

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.12.012

zbMATH Keywords

Hamilton-Jacobi equationFokker-Planck equationFeynman's path integral formalismBrownian harmonic oscillator

Mathematics Subject Classification ID

Path integrals in quantum mechanics (81S40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fokker-Planck equations (35Q84)

Cites Work

• Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture
• Path integral approach to quantum Brownian motion
• On the weak-noise limit of Fokker-Planck models
• Hot Brownian carriers in the Langevin picture: application to a simple model for the gunn effect in gaas
• Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator
• Path integral representation for fractional Brownian motion
• Work-fluctuation theorems for a particle in an electromagnetic field
• Characteristic functions and higher order Lagrangians
• Path integral approach to fractional Lévy motion
• Stochastic Problems in Physics and Astronomy
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