Fokker-Planck and Langevin Equations from Forward--Backward Path Integral

Abstract

Starting from a forward--backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order in the time evolution operator. The crucial step is the evaluation of a Jacobian with a retarded time derivative by analytic regularization.Comment: Author Information under http://www.physik.fu-berlin.de/~kleinert/institution.html . Latest update of paper (including all PS fonts) at http://www.physik.fu-berlin.de/~kleinert/31