Ds. Dean, LANGEVIN EQUATION FOR THE DENSITY OF A SYSTEM OF INTERACTING LANGEVINPROCESSES, Journal of physics. A, mathematical and general, 29(24), 1996, pp. 613-617
We present a simple derivation of the stochastic equation obeyed by th
e density function for a system of Langevin processes interacting via
a pairwise potential. The resulting equation is considerably different
from the phenomenological equations usually used to describe the dyna
mics of non-conserved (model A) and conserved (model B) particle syste
ms. The major feature is that the spatial white noise for this system
appears not additively but multiplicatively. This simply expresses the
fact that the density cannot fluctuate in regions devoid of particles
. The steady state for the density function may, however, still be rec
overed formally as a functional integral over the coursed grained free
energy of the system as in models A and B.