IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v105y1981i3p365-379.html
   My bibliography  Save this article

Stochastic equations arising from test particle problems

Author

Listed:
  • Kagermann, H.

Abstract

Dynamical functions depending on the state of one marked test particle of a classical many-body system are considered. The time evolution is described by differential equations whose coefficients are random and in addition depend on the initial state of the test-particle. To remove this dependence a weak-coupling approximation is used. Due to the finite correlation time of the driving stochastic process different equations for the test-particle propagator are obtained, if a one-time description is used. It is shown that this ambiguity is characteristic for weakly coupled systems and vanishes only in the weak-coupling limit. The generator of the resulting Markovian process consists of the differentiations with respect to the velocity- and position variables up to second order.

Suggested Citation

  • Kagermann, H., 1981. "Stochastic equations arising from test particle problems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 105(3), pages 365-379.
    • Handle: RePEc:eee:phsmap:v:105:y:1981:i:3:p:365-379
    DOI: 10.1016/0378-4371(81)90101-1
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0378437181901011
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/0378-4371(81)90101-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Micheline Thomine-Desmazures, 1965. "L'investigation psychosociologique en milieu rural," Économie rurale, Programme National Persée, vol. 64(1), pages 19-24.
    2. Rodríguez, R.F. & Van Kampen, N.G., 1976. "Systematic treatment of fluctuations in a nonlinear oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 85(2), pages 347-362.
    3. Emmerich, Albert & Gerlich, Gerhard & Kagermann, Henning, 1978. "Particle motion in stochastic force fields," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 92(3), pages 362-378.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gorini, Vittorio & Verri, Maurizio & Frigerio, Alberto, 1989. "Non-markovian behavior in low-temperature damping," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 161(2), pages 357-384.
    2. Kagermann, H., 1982. "Stochastic equations arising from test particle problems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 116(1), pages 199-206.
    3. Wulbrand, Wilhelm & Kagermann, Henning, 1985. "The influence of random temperature modulation on the convective instability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 131(1), pages 182-196.
    4. Remaud, B. & Hernández, E.S., 1981. "On the phase-space dynamics of a time-dependent harmonic oscillator at finite temperature," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 107(3), pages 553-566.
    5. Braun, E., 1980. "A model of Brownian dynamics for colloidal suspensions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(1), pages 325-342.
    6. Kondepudi, D.K. & Nelson, G.W., 1984. "Chiral-symmetry-breaking states and their sensitivity in nonequilibrium chemical systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 125(2), pages 465-496.
    7. Chechetkin, V.R. & Lutovinov, V.S. & Samokhin, A.A., 1991. "On the diffusion of passive impurities in random flows," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 175(1), pages 87-113.
    8. Stewart, Glen R., 1982. "Long-time behavior of a non-Markovian Brownian oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 115(3), pages 519-530.
    9. Dekker, H., 1987. "Quantum mechanical barrier problems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 146(3), pages 387-395.
    10. Dekker, H., 1988. "Incoherent tunneling at weak bias: Strong quantum damping," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 154(1), pages 61-88.
    11. Gang, Hu, 1985. "Master equation without strict detailed balance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 132(2), pages 586-592.
    12. Henery, R.J., 1982. "The short-time evolution of a non-linear oscillator driven by white noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 116(1), pages 321-330.
    13. Dekker, H., 1980. "On the path integral for diffusion in curved spaces," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(3), pages 586-596.
    14. Shapiro, V.E. & Loginov, V.M., 1978. "“Formulae of differentiation” and their use for solving stochastic equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 91(3), pages 563-574.
    15. Dekker, H., 1991. "Multisite spin hopping analysis of multilevel dissipative quantum tunneling and coherence at finite temperatures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 179(1), pages 81-102.
    16. Lindenberg, Katja & Mohanty, Udayan & Seshadri, V., 1983. "Hamiltonian model for the Brownian motion of a rigid rotor," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 119(1), pages 1-16.
    17. Brey, J.J. & Casado, J.M. & Morillo, M., 1984. "Renormalized equations for a weakly nonlinear Duffing oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 123(2), pages 481-496.
    18. Barcons, F.X. & Garrido, L., 1983. "Systems under the influence of white and colored poisson noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 117(1), pages 212-226.
    19. Dekker, H., 1991. "Multisite spin hopping analysis of multilevel dissipative quantum tunneling and coherence at finite temperatures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 178(2), pages 289-331.
    20. Dekker, H., 1980. "Critical dynamics the expansion of the master equation including a critical point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(1), pages 55-79.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:105:y:1981:i:3:p:365-379. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.