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

DOI10.1063/1.5037656MaRDI QIDQ4565451zbMATH OpenOpenAlexWikidataFDO

Authors Marco Bianucci

Publication date 12 June 2018

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

Copyright license Creative Commons Attribution 4.0 International

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1795840 (Why is no real title available?)
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• Deterministic Nonperiodic Flow
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• Hamiltonian description of the ideal fluid
• Integrators for Lie-Poisson dynamical systems
• Lie-Poisson Hamilton-Jacobi theory and Lie-Poisson integrators
• Nonconventional fluctuation dissipation process in non-Hamiltonian dynamical systems
• Nonequilibrium statistical mechanics
• 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
• Optimal prediction and the Mori–Zwanzig representation of irreversible processes
• Path integral approach to quantum Brownian motion
• Statistical Mechanics of Assemblies of Coupled Oscillators
• The structure of energy conserving low-order models

Cited in

(5)

• Operators central limit theorem
• Enhancing the description of multi-time-scale geophysical phenomena: incorporating finite time scale separation and feedback, illustrated with the case of a 1D variable of interest
• 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
• Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
• About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach

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