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Stochastic quantization and detailed balance in Fokker-Planck dynamics

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Abstract

The path integral and operator formulations of the Fokker-Planck equation are considered as stochastic quantizations of underlying Euler-Lagrange equations. The operator formalism is derived from the path integral formalism. It is proved that the Euler-Lagrange equations are invariant under time reversal if detailed balance holds and it is shown that the irreversible behavior is introduced through the stochastic quantization. To obtain these results for the nonconstant diffusion Fokker-Planck equation, a transformation is introduced to reduce it to a constant diffusion Fokker-Planck equation. Critical comments are made on the stochastic formulation of quantum mechanics.

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Authors and Affiliations

  1. Departamento de Física Teórica, Universidad de Barcelona, Barcelona, Spain

    L. Garrido, D. Lurié & M. San Miguel

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  1. L. Garrido
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  2. D. Lurié
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  3. M. San Miguel
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Garrido, L., Lurié, D. & Miguel, M.S. Stochastic quantization and detailed balance in Fokker-Planck dynamics. J Stat Phys 21, 313–335 (1979). https://doi.org/10.1007/BF01011473

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  • DOI: https://doi.org/10.1007/BF01011473

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