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The algorithm for Dissipative Particle Dynamics (DPD), as modified by Espagnol and Warren, is used as a starting point for proving an H-theorem for the free energy and deriving hydrodynamic equations. Equilibrium and transport properties of the DPD fluid are explicitly calculated in terms of the system parameters for the continuous time version of the model.
By generalizing Bogolyubovs 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 Hamil
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise gener
In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE($kappa,rho_c$). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE trace, we o
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise
Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $mll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the dissipative fo