Generally covariant state-dependent diffusion
From MaRDI portal
Publication:3301639
DOI10.1088/1742-5468/2013/07/P07005zbMath1456.82786arXiv1206.2798MaRDI QIDQ3301639
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.2798
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of quantum theory to specific physical systems (81Vxx)
Related Items (5)
Generalization of Stokes–Einstein relation to coordinate dependent damping and diffusivity: an apparent conflict ⋮ Stochastic thermodynamics of holonomic systems ⋮ Intrinsic and extrinsic measurement for Brownian motion ⋮ On the correspondence between a large class of dynamical systems and stochastic processes described by the generalized Fokker–Planck equation with state-dependent diffusion and drift coefficients ⋮ Small mass limit of a Langevin equation on a manifold
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic energetics
- Stochastic thermodynamics: principles and perspectives
- Theory and applications of stochastic processes. An analytical approach
- Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients
- Brownian motion on a manifold
- Path integration over closed loops and Gutzwiller's trace formula
- Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
- Ito versus Stratonovich
- Beyond Itô versus Stratonovich
- Fokker-Planck-type equations for a simple gas and for a semirelativistic Brownian motion from a relativistic kinetic theory
- Coordinate-independent formulation of the Langevin equation
- Theory of Brownian motion of a massive particle in spaces with curvature and torsion
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- On the use of stochastic differential geometry for non-equilibrium thermodynamic modeling and control
- The case for objective Bayesian analysis
- Subjective Bayesian analysis: principles and practice
This page was built for publication: Generally covariant state-dependent diffusion
