Coarse-grain description of the distribution of solutions of the Langevin equation
Teoretičeskaâ i matematičeskaâ fizika, Tome 41 (1979) no. 3, pp. 406-417
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The phenomenological Langevin equation for a Brownian particle with a random force having exponentially fast correlation weakening is considered. It is shown that at times much longer than the time of correlation dampening of the random force the momentum distribution function $f(p,t)$ of the Brownian particle can be approximated in the weak sense with exponential accuracy by a coarse-grain distribution function satisfying a self-consistent evolution equation.
@article{TMF_1979_41_3_a10,
author = {Yu. P. Virchenko and N. V. Laskin},
title = {Coarse-grain description of the distribution of solutions of the {Langevin} equation},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {406--417},
publisher = {mathdoc},
volume = {41},
number = {3},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_1979_41_3_a10/}
}
TY - JOUR AU - Yu. P. Virchenko AU - N. V. Laskin TI - Coarse-grain description of the distribution of solutions of the Langevin equation JO - Teoretičeskaâ i matematičeskaâ fizika PY - 1979 SP - 406 EP - 417 VL - 41 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TMF_1979_41_3_a10/ LA - ru ID - TMF_1979_41_3_a10 ER -
%0 Journal Article %A Yu. P. Virchenko %A N. V. Laskin %T Coarse-grain description of the distribution of solutions of the Langevin equation %J Teoretičeskaâ i matematičeskaâ fizika %D 1979 %P 406-417 %V 41 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TMF_1979_41_3_a10/ %G ru %F TMF_1979_41_3_a10
Yu. P. Virchenko; N. V. Laskin. Coarse-grain description of the distribution of solutions of the Langevin equation. Teoretičeskaâ i matematičeskaâ fizika, Tome 41 (1979) no. 3, pp. 406-417. http://geodesic.mathdoc.fr/item/TMF_1979_41_3_a10/