Stochastic Langevin equations: Markovian and non-Markovian dynamics

被引：28
|
作者：
Farias, R. L. S. [1 ,2 ]
Ramos, Rudnei O. [2 ]
da Silva, L. A. [2 ]
机构：
[1] Univ Fed Sao Joao del Rei, Dept Ciencias Nat, BR-36301160 Sao Joao Del Rei, MG, Brazil
[2] Univ Estado Rio de Janeiro, Dept Fis Teor, BR-20550013 Rio De Janeiro, Brazil
来源：
PHYSICAL REVIEW E | 2009年 / 80卷 / 03期
关键词：
NOISE;
D O I：
10.1103/PhysRevE.80.031143
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is analyzed in detail. The conditions for when the equation in a local form can be considered a good approximation are then explicitly specified. We study both the cases of additive and multiplicative noises, including system-dependent dissipation terms, according to the fluctuation-dissipation theorem.
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页数：14
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