期刊
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
卷 47, 期 1, 页码 -出版社
IOP PUBLISHING LTD
DOI: 10.1088/1751-8113/47/1/012001
关键词
Brownian motion; Langevin equation; overdamp limit; multiplicative noise
资金
- JSPS Core-to-Core Program 'International research network for non-equilibrium dynamics of soft matter'
- KAKENHI [24340098, 25103005, 25000002]
- Grants-in-Aid for Scientific Research [25103005, 25000002] Funding Source: KAKEN
The Langevin equation with multiplicative noise and a state-dependent transport coefficient should always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well established, the subject of which is a more physically natural rule still remains controversial. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedom of the underdamped Langevin equation. The Langevin equations obtained here vary depending on the choice of the noise conventions but they are different representations for an identical phenomenon. The results apply to multivariable, nonequilibrium, non-stationary systems, and other general settings.
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