A shortcut way to the Fokker-Planck equation for the non-Markovian dynamics (2011.09771v5)

Abstract: Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian dynamics with additional force from harmonic potential or magnetic field or both of them. The simplicity of the method in these complex cases is highly noticeable and it is applicable to derive the Fokker-Planck equation for any kind of linear Langevin equation of motion which describes additive colored noise driven non Markovian dynamics with or without frictional memory kernel. For example, one may apply the method even for the linear system with an additional colored Gaussian noise which is not related to the damping strength. With these the present study may get strong attention in the field of stochastic thermodynamics which is now at early stage to consider the non-Markovian dynamics.