Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest

DOI10.1063/1.5037656zbMath1391.82040OpenAlexW2804081808WikidataQ115333075 ScholiaQ115333075MaRDI QIDQ4565451

Marco Bianucci

Publication date: 12 June 2018

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5037656

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

Related Items

Operators central limit theorem ⋮ About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach

Cites Work

• Unnamed Item
• Unnamed Item
• Determination of precession and dissipation parameters in micromagnetism
• Path integral approach to quantum Brownian motion
• Integrators for Lie-Poisson dynamical systems
• El Niño/southern oscillation and the annual cycle: Subharmonic frequency-locking and aperiodicity
• Lie-Poisson Hamilton-Jacobi theory and Lie-Poisson integrators
• Hamiltonian description of the ideal fluid
• Nonconventional fluctuation dissipation process in non-Hamiltonian dynamical systems
• 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
• The structure of energy conserving low-order models
• Optimal prediction and the Mori–Zwanzig representation of irreversible processes
• Deterministic Nonperiodic Flow
• Extracting macroscopic dynamics: model problems and algorithms
• Statistical Mechanics of Assemblies of Coupled Oscillators
• Brownian motion in a field of force and the diffusion model of chemical reactions