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Journal of Statistical Physics

, Volume 38, Issue 3–4, pp 669–680 | Cite as

Augmented Langevin approach to fluctuations in nonlinear irreversible processes

  • John D. Ramshaw
Articles

Abstract

A Fokker-Planck equation derived from statistical mechanics by M. S. Green [J. Chem. Phys.20:1281 (1952)] has been used by Grabertet al. [Phys. Rev. A21:2136 (1980)] to study fluctuations in nonlinear irreversible processes. These authors remarked that a phenomenological Langevin approach would not have given the correct reversible part of the Fokker-Planck drift flux, from which they concluded that the Langevin approach is untrustworthy for systems with partly reversible fluxes. Here it is shown that a simple modification of the Langevin approach leads to precisely the same covariant Fokker-Planck equation as that of Grabertet al., including the reversible drift terms. The modification consists of augmenting the usual nonlinear Langevin equation by adding to the deterministic flow a correction term which vanishes in the limit of zero fluctuations, and which is self-consistently determined from the assumed form of the equilibrium distribution by imposing the usual potential conditions. This development provides a simple phenomenological route to the Fokker-Planck equation of Green, which has previously appeared to require a more microscopic treatment. It also extends the applicability of the Langevin approach to fluctuations in a wider class of nonlinear systems.

Key words

Langevin equation Fokker-Planck equation fluctuation-dissipation theorem fluctuations noise irreversible processes nonlinear dynamics 

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Copyright information

© Plenum Publishing Corporation 1985

Authors and Affiliations

  • John D. Ramshaw
    • 1
  1. 1.Theoretical DivisionUniversity of California, Los Alamos National LaboratoryLos Alamos

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