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Microdynamics and nonlinear stochastic processes of gross variables

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Abstract

Starting from classical Hamiltonian mechanics, we derive for the dynamics of gross variables in nonequilibrium systems exact nonlinear generalized Fokker-Planck and Langevin equations in which the effect of the initial preparation is taken into account explicitly. This latter concept allows for the construction of a uniquely determined projection operator. The memory functions occurring in the Langevin equations are related to the random forces by a fluctuation-dissipation theorem of the second kind. We discuss the connection with the generalized Fokker-Planck equation. The known results for equilibrium fluctuations are recovered as a special case.

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Supported in part by the National Science Foundation, Grant CHE78-21460.

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Grabert, H., Hänggi, P. & Talkner, P. Microdynamics and nonlinear stochastic processes of gross variables. J Stat Phys 22, 537–552 (1980). https://doi.org/10.1007/BF01011337

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  • DOI: https://doi.org/10.1007/BF01011337

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