Martingale drift of Langevin dynamics and classical canonical spin statistics. II.

In the previous paper we have shown analytically that the drift function of the d-dimensional Langevin equation is the Langevin function with a properly chosen scale factor when the evolution of the drift function is a martingale associated with the histories generated by the very Langevin equation. Moreover, we numerically demonstrated that those generated histories from common initial data, which become asymptotically ballistic, show their orientations to obey the classical canonical spin statistics under the external field corresponding to the initial data. In the present paper we show that the canonical density of a d-dimensional spin evolves as a martingale associated with the process generated by the above mentioned Langevin equation. Finally, as a by-product, we give an analytical explanation of the above numerical findings. These results elucidate a physical link between the martingale and canonical spin statistics.

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Publication Details

Journal
Physical review. E
Published
2025-04-01
DOI
https://doi.org/10.1103/physreve.111.044102
Primary Topic
Advanced Thermodynamics and Statistical Mechanics
Type
article
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article

Martingale drift of Langevin dynamics and classical canonical spin statistics. II.

Ken Sekimoto
Physical review. E
Advanced Thermodynamics and Statistical Mechanics
article

Martingale drift of Langevin dynamics and classical canonical spin statistics. II.

Ken Sekimoto
article en

Abstract

In the previous paper we have shown analytically that the drift function of the d-dimensional Langevin equation is the Langevin function with a properly chosen scale factor when the evolution of the drift function is a martingale associated with the histories generated by the very Langevin equation. Moreover, we numerically demonstrated that those generated histories from common initial data, which become asymptotically ballistic, show their orientations to obey the classical canonical spin statistics under the external field corresponding to the initial data. In the present paper we show that the canonical density of a d-dimensional spin evolves as a martingale associated with the process generated by the above mentioned Langevin equation. Finally, as a by-product, we give an analytical explanation of the above numerical findings. These results elucidate a physical link between the martingale and canonical spin statistics.

Physical review. EVol. 111(4)
Université Paris Cité (FR), Université Paris Sciences et Lettres (FR), Laboratoire Matière et Systèmes Complexes (FR), Gulliver (FR), ESPCI Paris (FR)
Reduced inequalities
Openalex Percentile: Top 95%
Advanced Thermodynamics and Statistical Mechanics
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Martingale drift of Langevin dynamics and classical canonical spin statistics. II. — Ken Sekimoto · Physical review. E (2025) | TGRS Research Map | TGRS