Properties of the random force in coupled nonlinear Langevin equations

1 June 1992

journal article
research article
Published by American Physical Society (APS) in Physical Review A

Vol. 45 (12) , 8957-8960
https://doi.org/10.1103/physreva.45.8957

Abstract

It is shown that stationarity and causality alone completely determine the second moments of the random forces in a system of coupled nonlinear Langevin equations, and lead to white noise as well as to the appropriate fluctuation dissipation theorems.

Keywords

RANDOM FORCES
WHITE
STATIONARITY
NOISE
DISSIPATION
THEOREMS
CAUSALITY
FLUCTUATION
COUPLED NONLINEAR
FORCE IN COUPLED

This publication has 3 references indexed in Scilit:

Causality, time-reversal invariance and the Langevin equation
Physica A: Statistical Mechanics and its Applications, 1991
Stochastic integral
Proceedings of the Japan Academy, Series A, Mathematical Sciences, 1944
On the Theory of the Brownian Motion
Physical Review B, 1930