The covariant Langevin equation

arXiv (Cornell University)(2023)

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摘要
The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic equation is long sought after. We start from the simplest covariant Stratonovich stochastic differential equation depending on the local orthogonal frame (cf. vielbein). We show that this stochastic differential equation (Graham, 1977) becomes the desired covariant Langevin equation but only if we impose an additional covariant constraint: the vectors of the frame must be divergence-free.
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covariant langevin equation
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