Furutsu Novikov Formula

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Slyusarenko Yurii - One of the best experts on this subject based on the ideXlab platform.

  • The BBGKY Hierarchy and Fokker-Planck Equation for Many-Body Dissipative Randomly Driven Systems
    'AIP Publishing', 2014
    Co-Authors: Sliusarenko Oleksii, Chechkin Alexei, Slyusarenko Yurii
    Abstract:

    By generalizing Bogolyubov's reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton's equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov Formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the one-particle distribution function, we use a regular cut off procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases by assuming either Gaussian statistics of external perturbation or homogeneity of the system are discussed

Yu. V. Slyusarenko - One of the best experts on this subject based on the ideXlab platform.

  • The Bogolyubov-Born-Green-Kirkwood-Yvon hierarchy and Fokker-Planck equation for many-body dissipative randomly driven systems
    Journal of Mathematical Physics, 2015
    Co-Authors: O. Yu. Sliusarenko, Aleksei V. Chechkin, Yu. V. Slyusarenko
    Abstract:

    By generalizing Bogolyubov’s reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton’s equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov Formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the single-particle distribution function, we use a regular cutoff procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation, we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases are discussed by assuming either Gaussian statistics of external perturbation or homogeneity of the system.

Sliusarenko Oleksii - One of the best experts on this subject based on the ideXlab platform.

  • The BBGKY Hierarchy and Fokker-Planck Equation for Many-Body Dissipative Randomly Driven Systems
    'AIP Publishing', 2014
    Co-Authors: Sliusarenko Oleksii, Chechkin Alexei, Slyusarenko Yurii
    Abstract:

    By generalizing Bogolyubov's reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton's equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov Formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the one-particle distribution function, we use a regular cut off procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases by assuming either Gaussian statistics of external perturbation or homogeneity of the system are discussed

Chechkin Alexei - One of the best experts on this subject based on the ideXlab platform.

  • The BBGKY Hierarchy and Fokker-Planck Equation for Many-Body Dissipative Randomly Driven Systems
    'AIP Publishing', 2014
    Co-Authors: Sliusarenko Oleksii, Chechkin Alexei, Slyusarenko Yurii
    Abstract:

    By generalizing Bogolyubov's reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton's equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov Formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the one-particle distribution function, we use a regular cut off procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases by assuming either Gaussian statistics of external perturbation or homogeneity of the system are discussed

O. Yu. Sliusarenko - One of the best experts on this subject based on the ideXlab platform.

  • The Bogolyubov-Born-Green-Kirkwood-Yvon hierarchy and Fokker-Planck equation for many-body dissipative randomly driven systems
    Journal of Mathematical Physics, 2015
    Co-Authors: O. Yu. Sliusarenko, Aleksei V. Chechkin, Yu. V. Slyusarenko
    Abstract:

    By generalizing Bogolyubov’s reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton’s equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov Formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the single-particle distribution function, we use a regular cutoff procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation, we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases are discussed by assuming either Gaussian statistics of external perturbation or homogeneity of the system.