Relationship between a Non-Markovian Process and Fokker-Planck Equation
Knud Zabrocki, Steffen Trimper, Svetlana Tatur, Reinhard Mahnke
Abstract
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to an initial distribution, the corresponding FPE offers a non-trivial drift term depending itself on the diffusion parameter. As the consequence the deterministic part of the underlying Langevin equation is likewise determined by the noise strength of the stochastic part. This memory induced stochastic behavior is discussed for different initial distributions. The analytical calculations are supported by numerical results.
Create a lesson
Related papers
Long-time Dynamics of Many-body Open Quantum Systems using Quantum Generating Functions
Katha Ganguly, Dario Poletti, Bijay Kumar Agarwalla
Localization Delocalization Transition in Diffusion with Adaptive Resetting
Tommer D. Keidar, Shlomi Reuveni
Quenched activity induces nonuniversal scaling in nonreciprocal XY Models and surfaces
Sudip Mukherjee, Abhik Basu
Brownian yet non-Gaussian diffusion through equilibrium nonlinear friction
Jakob Mihatsch, Andreas M. Menzel
When dissipative steady states admit thermodynamic occupation laws
Tetsu Ichitsubo
Fluctuation--response relations from an emergent Z2 symmetry in the rotating stochastic Landau model
Dhruv Kush, Nicki Mullins, Mauricio Hippert et al.