We develop the Floquet-Magnus expansion for a classical equation of motion under a periodic drive that is applicable to both isolated and open systems. For classical systems, known approaches based on the Floquet theorem fail due to the nonlinearity and the stochasticity of their equations of motion (EOMs) in contrast to quantum ones. Here, employing their master equation, we successfully extend the Floquet methodology to classical EOMs to obtain their Floquet-Magnus expansions, thereby overcoming this difficulty. Our method has a wide range of application from classical to quantum as long as they are described by differential equations including the Langevin equation, the Gross-Pitaevskii equation, and the time-dependent Ginzburg-Landau equation. By analytically evaluating the higher-order terms of the Floquet-Magnus expansion, we find that it is, at least asymptotically, convergent and well approximates the relaxation to their prethermal or non-equilibrium steady states. To support these analytical findings, we numerically analyze two examples: (i) the Kapitza pendulum with friction and (ii) laser-driven magnets described by the stochastic Landau-Lifshitz-Gilbert equation. In both cases, the effective EOMs obtained from their Floquet-Magnus expansions correctly reproduce their exact time evolution for a long time up to their non-equilibrium steady states. In the example of driven magnets, we demonstrate the controlled generations of a macroscopic magnetization and a spin chirality by laser and discuss possible applications to spintronics.
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