Broad class of nonlinear Langevin equations with drift and diffusion cofficients separable in time and space: Generalized n-moment, ergodicity, Einstein relation and fluctuations of the system
Abstract
A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic property, a key property in statistical mechanics, for space-time-dependent drift and diffusion coefficients. A generalized Einstein relation is also obtained. Besides, we show that the first two generalized moments and variance are useful to describe the drift and fluctuations of the system.
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