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Updated: Jul 2, 2025

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids
Published on: December 4, 2017
Martingale drift of Langevin dynamics and classical canonical spin statistics
1Laboratoire Matière et Systèmes Complexes, UMR CNRS 7057, Université Paris Cité, 10 Rue Alice Domon et Léonie Duquet, 75013 Paris, France and Laboratoire Gulliver, UMR CNRS 7083, ESPCI Paris, Université PSL 10 rue Vauquelin, 75005 Paris, France.
Abstract:
A martingale is a stochastic process that encodes a kind of fairness or unbiasedness, which is associated with a reference process. Here we show that, if the reference process x_{t} evolves according to the Langevin equation with drift a(x) and if a(x_{t}) is a martingale, then its amplitude is the Langevin function, which originally described the canonical response of a single classical Heisenberg spin under static field. Furthermore, the asymptotic limit of x_{t}/t obeys the ensemble statistics of such a Heisenberg spin.
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