Stochastic equations arising from test particle problems

H. Kagermann

Physica A: Statistical Mechanics and its Applications, 1981, vol. 105, issue 3, 365-379

Abstract: Dynamical functions depending on the state of one marked test particle of a classical many-body system are considered. The time evolution is described by differential equations whose coefficients are random and in addition depend on the initial state of the test-particle. To remove this dependence a weak-coupling approximation is used. Due to the finite correlation time of the driving stochastic process different equations for the test-particle propagator are obtained, if a one-time description is used. It is shown that this ambiguity is characteristic for weakly coupled systems and vanishes only in the weak-coupling limit. The generator of the resulting Markovian process consists of the differentiations with respect to the velocity- and position variables up to second order.

Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:105:y:1981:i:3:p:365-379

DOI: 10.1016/0378-4371(81)90101-1

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