Slow collective motions in physical systems, particularly those near the critical point, can be best described in the framework of Langevin equations. We may set up Langevin equations when the timescales of slow and fast dynamical variables are distinctly separated. This framework originates from the classical Brownian motion and is justified microscopically via the projection operator formalism. First, in Sections 5.1–5.2, these general aspects will be discussed with a summary of the projection operator method in Appendix 5B. Second, in Section 5.3, we will examine simple Langevin equations in critical dynamics (models A, B, and C) and introduce dynamic renormalization group theory. These models have been used extensively to study fundamental problems in critical dynamics and phase ordering. Third, in Section 5.4, we will review the general linear response theory, putting emphasis on linear response to thermal disturbances. Langevin equation for a single particle Brownian motion Most readers will be aware of the zig-zag motions of a relatively large particle, calleda Brownian particle, suspended in a fluid. When its mass m 0 is much larger than those of the surrounding particles, appreciable changes of the velocity of the Brownian particle can be caused as a result of a large number of collisions with the surrounding molecules.
Slow collective motions in physical systems, particularly those near the critical point, can be best described in the framework of Langevin equations. We may set up Langevin equations when the timescales of slow and fast dynamical variables are distinctly separated. This framework originates from the classical Brownian motion and is justified microscopically via the projection operator formalism. First, in Sections 5.1–5.2, these general aspects will be discussed with a summary of the projection operator method in Appendix 5B. Second, in Section 5.3, we will examine simple Langevin equations in critical dynamics (models A, B, and C) and introduce dynamic renormalization group theory. These models have been used extensively to study fundamental problems in critical dynamics and phase ordering. Third, in Section 5.4, we will review the general linear response theory, putting emphasis on linear response to thermal disturbances. Langevin equation for a single particle Brownian motion Most readers will be aware of the zig-zag motions of a relatively large particle, calleda Brownian particle, suspended in a fluid. When its mass m 0 is much larger than those of the surrounding particles, appreciable changes of the velocity of the Brownian particle can be caused as a result of a large number of collisions with the surrounding molecules.
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers and Smoluchowski equations, accounting for the effect of the quantum thermal bath oscillators. The model of Brownian emitters is theoretically studied and the relevant evolutionary equations for the probability density are derived. The Schrodinger equation is explained via collisions of the target point particles with the quantum force carriers, transmitting the fundamental interactions between the point particles. Thus, electrons and other point particles are no waves and the wavy chapter of quantum mechanics originated for the force carriers. A stochastic Lorentz-Langevin equation is proposed to describe the underlaying Brownian-like motion of the point particles in quantum mechanics. Considering the Brownian dynamics in the frames of the Bohmian mechanics, the density functional Bohm-Langevin equation is proposed, and the relevant Smoluchowski-Bohm equation is derived. A nonlinear master equation is proposed by proper quantization of the classical Klein-Kramers equation. Its equilibrium solution in the exact canonical Gibbs density operator, while the well-known Caldeira-Leggett equation is simply a linearization at high temperature. In the case of a free quantum Brownian particles, a new law for the spreading of the wave packet it discovered, which represents the quantum generalization of the classical Einstein law of Brownian motion. A new projector operator is proposed for the collapse of the wave function of a quantum particle moving in a classical environment. Its application results in dissipative Schrodinger equations, as well as in a new form of dissipative Liouville equation in classical mechanics.
In the preceding chapter, we have introduced several levels for the mathematical description of stochastic dynamics. We now use the kinetic Ising models introduced in Section 2.3.3 to formulate the dynamic scaling hypothesis which appropriately generalizes the homogeneity property of the static correlation function in the vicinity of a critical point, as established in Chapter 1. The dynamic critical exponent z is defined to characterize both the critical dispersion and the basic phenomenon of critical slowing-down. As a next step, and building on the results of Section 2.4, a continuum effective theory for the mesoscopic order parameter density, basically the dynamical analog to the Ginzburg–Landau approach, is constructed in terms of a non-linear Langevin equation. The distinction between dissipative and diffusive dynamics for the purely relaxational kinetics of either a non-conserved or conserved order parameter field, respectively, defines the universality classes A and B. Following the analysis of these models in the Gaussian approximation, they also serve to outline the construction of a dynamical perturbation theory for non-linear stochastic differential equations through direct iteration. In general, however, the order parameter alone does not suffice to fully capture the critical dynamics near a second-order phase transition. Additional hydrodynamic modes originating from conservation laws need to be accounted for as well. The simplest such situation is entailed in the relaxational models C and D, which encompass the static coupling of the order parameter to the energy density. Further scenarios emerge through reversible non-linear mode couplings in the Langevin equations of motion.
Abstract This review provides a brief and quick introduction to the quantum Langevin equation for an oscillator, while focusing on the steady-state thermodynamic aspects. A derivation of the quantum Langevin equation is carefully outlined based on the microscopic model of the heat bath as a collection of a large number of independent quantum oscillators, the so-called independent-oscillator model. This is followed by a discussion on the relevant ‘weak-coupling’ limit. In the steady state, we analyze the quantum counterpart of energy equipartition theorem which has generated a considerable amount of interest in recent literature. The free energy, entropy, specific heat, and third law of thermodynamics are discussed for one-dimensional quantum Brownian motion in a harmonic well. Following this, we explore some aspects of dissipative diamagnetism in the context of quantum Brownian oscillators, emphasizing upon the role of confining potentials and also upon the environment-induced classical-quantum crossover. We discuss situations where the system-bath coupling is via the momentum variables by focusing on a gauge-invariant model of momentum-momentum coupling in the presence of a vector potential; for this problem, we derive the quantum Langevin equation and discuss quantum thermodynamic functions. Finally, the topic of fluctuation theorems is discussed (albeit, briefly) in the context of classical and quantum cyclotron motion of a particle coupled to a heat bath.
We first point out that nonrelativistic quantum mechanics formulated at imaginary time s = it can formally be recognized as the Fokker-Planck description of a classical Brownian motion, which occurs (in general) in a medium where particles are absorbed and emitted. We next offer a new formulation of quantum dynamics, which is basically the Langevin treatment of that Brownian motion. More explicitly, we derive a noise average representation of the transition probability W ( X", s"|X', s' ) in terms of the solutions to a Langevin equation with a Gaussian white noise. Upon analytic continuation back to real time W ( X", s"|X', s' ) becomes the propagator of the original Schrödinger equation, namely we have ⟨ X", t"|X', t' ⟩ = W ( X", it"|X', it' ). The main advantage of this approach is to permit a systematic application to quantum-dynamical problems of the mathematical techniques developed in the theory of classical stochastic processes, even when vector potentials and/or time-dependent potentials are present.
Abstract Time evolution, near a phase transition in the critical domain of critical systems not far from equilibrium, using a Langevin-type evolution is studied. Typical quantities of interest are relaxation rates towards equilibrium, time-dependent correlation functions and transport coefficients. The main motivation for such a study is that, in systems in which the dynamics is local (on short time-scales, a modification of a dynamic variable has an influence only locally in space) when the correlation length becomes large, a large time-scale emerges, which characterizes the rate of time evolution. This phenomenon called critical slowing down leads to universal behaviour and scaling laws for time-dependent quantities. In contrast with the situation in static critical phenomena, there is no clean and systematic derivation of the dynamical equations governing the time evolution in the critical domain, because often the time evolution is influenced by conservation laws involving the order parameter, or other variables like energy, momentum, angular momentum, currents and so on. Indeed, the equilibrium distribution does not determine the driving force in the Langevin equation, but only the dissipative couplings are generated by the derivative of the equilibrium Hamiltonian, and directly related to the static properties. The purely dissipative Langevin equation specifically discussed, corresponding to static models like the f4 field theory and two-dimensional models. Renormalization group (RG) equations are derived, and dynamical scaling relations established.
A simple scheme of unified description of different physical phenomena by using the Langevin type equations is reviewed. Within this approach much attention is being paid to the study of Brownian and quantum motions. Stochastic equations with a white noise term give all characteristics of the Brownian motion. Some generalization of the Langevin type equations allows us to obtain nonlinear equations of particles' motion, which are formally equivalent to the Schrödinger equation. Thus, we establish Nelson's stochastic mechanics on the basis of the Langevin equation.