Symmetries of generating functionals of Langevin processes with colored multiplicative noise

Jul, 2010
43 pages
Published in:
  • J.Stat.Mech. 1011 (2010) P11018
e-Print:

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Abstract: (arXiv)
We present a comprehensive study of the symmetries of the generating functionals of generic Langevin processes with multiplicative colored noise. We treat both Martin-Siggia-Rose-Janssen-deDominicis and supersymmetric formalisms. We summarize the relations between observables that they imply including fluctuation relations, fluctuation-dissipation theorems, and Schwinger-Dyson equations. Newtonian dynamics and their invariances follow in the vanishing friction limit.
  • fluctuation: dissipation
  • Dyson-Schwinger equation
  • supersymmetry
  • noise
  • boundary condition
  • Ward-Takahashi identity
  • Langevin equation
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