Exact transformation of a Langevin equation to a fluctuating response equation

Takahiro Harada, Kumiko Hayashi, Shin Ichi Sasa

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)


We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time-dependent perturbation. This transformation is constructed on the basis of an operator formulation originally used in nonlinear perturbation theory for differential equations by extending it to stochastic analysis. We find that the expression obtained is useful for the calculation of fundamental quantities of the system, and that it provides a physical basis for the decomposition of the forces in the Langevin description into effective driving, dissipative and random forces in a large-scale description.

Original languageEnglish
Pages (from-to)3799-3812
Number of pages14
JournalJournal of Physics A: Mathematical and General
Issue number17
Publication statusPublished - 2005 Apr 29
Externally publishedYes

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics
  • Physics and Astronomy(all)


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