Fokker–Planck description for a linear delayed Langevin equation with additive Gaussian noise

DOI10.1088/1751-8113/49/38/384002zbMath1355.82034OpenAlexW2510825425MaRDI QIDQ2826710

Thomas John McKetterick, V. M. Kenkre, Matthew Chase, Luca Giuggioli

Publication date: 18 October 2016

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

Full work available at URL: https://doi.org/10.1088/1751-8113/49/38/384002

zbMATH Keywords

memory kernelsnon-Markovian dynamicsaging dynamicsdelayed Langevin equation (DLE)Fokker-Planck (FPE) representation of non-Markovian processesgeneralized Green-Kubo formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Non-Markovian processes: hypothesis testing (62M07) Exactly solvable dynamic models in time-dependent statistical mechanics (82C23)

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