Stochastic Langevin formulations

We underline that the usage of stochastic methods in many particle physics was initiated by Albert Einstein in 1905 working on heavy particles immersed in liquids and which are thus permanently agitated by the molecules of the surrounding liquid. Whereas Einstein formulated an evolution law for the probability P(r, t) to And the particle in a certain position r at time t Paul Langevin formulated a stochastic equation of motion, i.e. a stochastic differential equation for the time dependent position r t) itself. 

We further discuss how quantities typically measured in the experiment (such as a rate constant) can be computed with the new formalism. The computations are based on stochastic path integral formulation [6]. Two different sources for stochasticity are considered. The first (A) is randomness that is part of the mathematical modeling and is built into the differential equations of motion (e.g. the Langevin equation, or Brownian dynamics). The second (B) is the uncertainty in the approximate numerical solution of the exact equations of motion. 

In this section, we formulate the dynamical description of Levy flights using both a stochastic differential (Langevin) equation and the deterministic fractional Fokker-Planck equation. For the latter, we also discuss the corresponding form in the domain of wavenumbers, which is a convenient form for certain analytical manipulations in later sections. 

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