A broad class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space: generalized n-moment, ergodicity, Einstein relation, and fluctuations of the system

DOI10.1088/1742-5468/AD138CMaRDI QIDQ6620179zbMATH OpenFDO

Authors Kwok Sau Fa, Salete Pianegonda

Publication date 16 October 2024

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

zbMATH Keywords

numerical simulationscorrelation functionsexact resultsfluctuation phenomena

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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• Attaining ergodicity in a Langevin equation with heterogeneous media
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• Diffusion models in population genetics
• Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity
• Facilitated diffusion in a crowded environment: from kinetics to stochastics
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• Heterogeneous diffusion with stochastic resetting
• Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
• On quantumness in multi-parameter quantum estimation
• Random walks on lattices. II
• Similar solutions for nonlinear Langevin equations with the drift and diffusion coefficients separable in time and space
• The Fokker-Planck equation. Methods of solutions and applications.
• The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering
• Valuing the distant future under stochastic resettings: the effect on discounting

Cited in

(1)

• Two coupled population growth models driven by Gaussian white noises

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