New Reply

How go from Langevin to Hamilton

 
Share Thread Thread Tools
Feb19-13, 07:20 AM   #1
 

How go from Langevin to Hamilton


I have a system described by the Langevin equation

da/dt = - dF/da* + r

where a are complex amplitudes of electromagnetic modes (and r is the white noise).
How if F was real, it would be the Hamiltonian of the system, but in my case (and in general),
F is complex (because the a are complex themselves).
So F cannot be an Hamiltonian.
How can I obtain a Hamiltonian formulation of this problem?


P.S.: my first idea was to write to separate equation for the real and imaginary parts of a.
But in this case I obtain two Hamiltonian, both depending on both Re[a] and Im[a],
so which is the Hamiltonian of the system?
If e.g. I want to use a Gibbs measure for a, what I must use?
 
PhysOrg.com
PhysOrg
physics news on PhysOrg.com

>> Iron-platinum alloys could be new-generation hard drives
>> Lab sets a new record for creating heralded photons
>> Breakthrough calls time on bootleg booze
New Reply
Thread Tools


Similar Threads for: How go from Langevin to Hamilton
Thread Forum Replies
Langevin explnation General Physics 1
Langevin DE Differential Equations 4
Langevin to Fokker-planck? Uh oh... Classical Physics 2
finding hamilton path prove no hamilton circuit exists Differential Geometry 0
How to pronounce Langevin in English? General Physics 4