Abstract:
The phenomenological Langevin equation for a Brownian particle with a random force having exponentially fast correlation weakening is considered. It is shown that at times much longer than the time of correlation dampening of the random force the momentum distribution function $f(p,t)$ of the Brownian particle can be approximated in the weak sense with exponential accuracy by a coarse-grain distribution function satisfying a self-consistent evolution equation.
Citation:
Yu. P. Virchenko, N. V. Laskin, “Coarse-grain description of the distribution of solutions of the Langevin equation”, TMF, 41:3 (1979), 406–417; Theoret. and Math. Phys., 41:3 (1979), 1104–1111
\Bibitem{VirLas79}
\by Yu.~P.~Virchenko, N.~V.~Laskin
\paper Coarse-grain description of the distribution of solutions of the Langevin equation
\jour TMF
\yr 1979
\vol 41
\issue 3
\pages 406--417
\mathnet{http://mi.mathnet.ru/tmf3077}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=566308}
\transl
\jour Theoret. and Math. Phys.
\yr 1979
\vol 41
\issue 3
\pages 1104--1111
\crossref{https://doi.org/10.1007/BF01019382}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979JV61100011}
Linking options:
https://www.mathnet.ru/eng/tmf3077
https://www.mathnet.ru/eng/tmf/v41/i3/p406
This publication is cited in the following 1 articles:
T. M. Pham, Yu. P. Virchenko, “Exhaustive study of the noise-induced phase transition in a stochastic model of self-catalyzed reactions”, Theoret. and Math. Phys., 188:2 (2016), 1236–1252