(Nonequilibrium) dynamics of diffusion processes with non-conservative drifts

TL;DR

This paper explores the complex dynamics of diffusion processes with non-conservative drifts, linking nonequilibrium Fokker-Planck equations to non-Hermitian quantum mechanics and examining magnetic effects in diffusion.

Contribution

It establishes connections between non-conservative drifted diffusions, non-Hermitian quantum mechanics, and Euclidean quantum models, providing a conceptual framework for magnetically influenced diffusion processes.

Findings

Relation between non-conservative drift diffusion and non-Hermitian quantum mechanics

Analysis of magnetic effects in diffusion processes

Limitations of Euclidean map in probabilistic interpretations

Abstract

The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$ of real amplitude $A$. Since Fokker-Planck probability density functions may be obtained by means of Feynman's path integrals, the previous observation points towards a general issue of "magnetically affine" propagators, possibly of quantum origin, in real and Euclidean time. In below we shall follow the $N=3$ "magnetic thread", within which one may keep under a computational control formally and conceptually different implementations of magnetism (or surrogate magnetism) in the dynamics of diffusion processes. We shall focus on interrelations (with due precaution to varied, not evidently compatible, notational conventions) of: (i) the pertinent non-conservatively drifted diffusions, (ii) the classic Brownian motion of charged particles in the (electro)magnetic field, (iii) diffusion processes arising within so-called Euclidean quantum mechanics (which from the outset employs non-Hermitian "magnetic" Hamiltonians), (iv) limitations of the usefulness of the Euclidean map $\exp(-itH_{quant}) \rightarrow \exp(-tH_{Eucl})$, regarding the probabilistic significance of inferred (path) integral kernels in the description of diffusion processes.