{"title":"The Covariant Langevin Equation of Diffusion on Riemannian Manifolds","authors":"Lajos Diósi","doi":"10.1016/S0034-4877(24)00073-9","DOIUrl":null,"url":null,"abstract":"<div><div>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 adapted Langevin stochastic differential equation is long sought after in both physics and mathematics. We show that the simplest covariant Stratonovich stochastic differential equation depending on the local orthogonal frame (cf. vielbein) becomes the desired covariant Langevin equation provided we impose an additional covariant constraint: the vectors of the frame must be divergence-free.</div></div>","PeriodicalId":49630,"journal":{"name":"Reports on Mathematical Physics","volume":"94 2","pages":"Pages 143-148"},"PeriodicalIF":1.0000,"publicationDate":"2024-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Reports on Mathematical Physics","FirstCategoryId":"101","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0034487724000739","RegionNum":4,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
引用次数: 0
Abstract
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 adapted Langevin stochastic differential equation is long sought after in both physics and mathematics. We show that the simplest covariant Stratonovich stochastic differential equation depending on the local orthogonal frame (cf. vielbein) becomes the desired covariant Langevin equation provided we impose an additional covariant constraint: the vectors of the frame must be divergence-free.
期刊介绍：
Reports on Mathematical Physics publish papers in theoretical physics which present a rigorous mathematical approach to problems of quantum and classical mechanics and field theories, relativity and gravitation, statistical physics, thermodynamics, mathematical foundations of physical theories, etc. Preferred are papers using modern methods of functional analysis, probability theory, differential geometry, algebra and mathematical logic. Papers without direct connection with physics will not be accepted. Manuscripts should be concise, but possibly complete in presentation and discussion, to be comprehensible not only for mathematicians, but also for mathematically oriented theoretical physicists. All papers should describe original work and be written in English.
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