Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation (Q690724): Difference between revisions

This article studies the dynamics of a point particle that obeys second Newton's law in a one dimensional potential. Additionally, it undergoes linear damping as response to friction and it is also subject to a heat bath that gives rise to a stochastic forcing term in the equation of motion. Consequently, this equation is a second order stochastic differential equation. As such, it can be mapped onto a Fokker-Planck description for the probability density. The resulting Fokker-Planck equation is a partial differential equation in three variables: time, space and velocity. The article discusses a dimensional reduction of the associated stochastic problem, so that the corresponding Fokker-Planck description simplifies to a partial differential equation in just two variables: space and time. This simplification corresponds to the limit in which the inertial term, proportional to the particle mass, is negligible compared to the damping, proportional to the friction coefficient. If one formally neglects the inertial term in the stochastic differential equation then the desired reduction is achieved. This work systematically studies this simplification and calculates the error terms. The result is illustrated in two particular cases: the flat and the quadratic potentials, corresponding to the free particle and the harmonic oscillator respectively.