We derive a fractional Fokker-Planck equation for subdiffusion in a general space- and time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of fluctuation theorems. The oscillator dynamics is modeled by a second order Langevin equation. Both the transient and stationary state fluctuation theorems hold and the finite time corrections are very different ...

In this paper we derive exact quantum Langevin equations for stochastic dynamics of large-scale inflation in de Sitter space. These quantum Langevin equations are the equivalent of the Wigner equation and are described by a system of stochastic differential equations. We present a formula for the calculation of the expectation value of a quantum operator whose Weyl symbol is a function of the l...

We study the connection between Hamiltonian dynamics and irreversible, stochastic equations, such as the Langevin equation. We consider a simple model of a classical harmonic oscillator (Brownian particle) coupled to a field (heat bath). In traditional approaches Langevin-type equations have been derived from Hamiltonian dynamics, but these equations contain memory terms and are both time-rever...

For a model system consisting of bilinearly coupled harmonic oscillators and pseudospins, a generalized Langevin equation for the oscillator subsystem, valid for general spatial dimensionality and interaction range, is derived exactly, using Mori's projection operator technique. The retarded friction kernel is derived to second order in the spinoscillator interaction constant. It is shown that ...

The normal phase diffusion problem in magnetic resonance imaging (MRI) is treated by means of the Langevin equation for the phase variable using only the properties of the characteristic function of Gaussian random variables. The calculation may be simply extended to anomalous diffusion using a fractional generalization of the Langevin equation proposed by Lutz [E. Lutz, Phys. Rev. E 64, 051106...

We present a new model for fluid flow and solute transport in porous media, which employs smoothed particle hydrodynamics to solve a Langevin equation for flow and dispersion in porous media. This allows for effective separation of the advective and diffusive mixing mechanisms, which is absent in the classical dispersion theory that lumps both types of mixing into dispersion coefficient. The cl...

We have studied the scalar φ-model in the symmetric phase and the non– compact U(1) gauge theory on a momentum lattice using the Langevin equation for generating configurations. In the φ-model we have analyzed the renormalized mass and in the U(1)-model we have analyzed the Wilson loop operator. We used a second order algorithm for solving the Langevin equation, and we looked for the convergenc...

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive effective equations describing the relaxation of the system from arbitrary initial conditions. The basic idea is to reduce the nonlinear Langevin equation to an e...

An open controversy exists about the nature of the second-order nonequilibrium phase transition exhibited by a lattice gas in which particles are driven along one of the lattice directions by an external agent. Field theoretical predictions and Monte Carlo estimates for the critical exponent values do not seem to agree with each other. In this paper we introduce a Langevin equation in which the...