Power-law behaviors from the two-variable Langevin equation: Itos and Stratonovichs Fokker-Planck equations

We study power-law behaviors produced from the stochastically dynamical system governed by the well-known two-variable Langevin equations. The stationary solutions of the corresponding Ito’s, Stratonovich’s and the Zwanzig’s (the backward Ito’s) Fokker-Planck equations are solved under a new fluctuation-dissipation relation, which are presented in a unified form of the power-law distributions with a power index containing two parameter kappa and sigma, where kappa measures a distance away from the thermal equilibrium and sigma distinguishes the above three forms of the Fokker-Planck equations. The numerical calculations show that the Ito’s, the Stratonovich’s and the Zwanzig’s form of the power-law distributions are all exactly the stationary solutions based on the two-variable Langevin equations.

💡 Research Summary

This paper investigates how power‑law stationary distributions arise from a stochastic dynamical system described by the well‑known two‑variable Langevin equations. The authors begin by formulating the Langevin dynamics for a particle with position (x) and momentum (p):
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