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§1 ALIREZA ER -
52 PALS RR
$3 MWe +
$4 HE RTE
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$5 PRE SQM RR cree
§6 FRE fy asi} — a oy a -
37 SGURHS RIE, T° RA
$8 FRE SiR RB IT
Bie FRE MMMM, REKA
$9 AMMAN RRE
§00 ORF, AMM -
$1 FPE REA, OA
"$12 RARE AS MLBLON RT
BAR FRERMMK, AKG
814 RRM, Re
815 RN OR
$16 RAMEE ER Oe
BSR Brow, wie
S17 ERRPLD EA Fe eee
$18 PRUE IAB eeseeeeseseeee $19 —-oe ma aE 2 AO a RE
$2 SRESAS RRO
BOR MHRSBR
S21 RAL ANE ae RAE Bs
$2 SAE
$23 RAFF BL ABM AN Aa
SIS SPREE
$24 femme ty ase EEL
§O -RB AWARE HAEPE -
226 —i em AAA
27 SRR OM
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828 TS WOE Sareea
$20 pLULJeEe -
830 REBLIENEA MOTTE
831 SRIBLIERRM
HERP STMR
sem Contents
1. Introduction -....
§1 Three jevels in physica in describing macroscopic
systems -
§2 Random events and probability:
$3 Langevin equations-----
$4 Fokker-Planck equations:
2. Stationary solution of FPE and generalized
potential function -----.
$5 Asymptotic solution of FPE
§6 Stationary solution of FPE----exactly solvablo
modelgeessssreeeee
§7 Weak noise expansion, » Benerativod I potential
Fungtlon oo Hit
+ APB
P(A) = Hin, (2.2)
PCADROPRE A, HOLA, BR, RT UE
WHR, PARK, ARENT BERK, ERKRS
HH RAL a DEG PB PR LE a CT
BMAD RAEM, HAA E, RATER AE TE et
HEARS, HEMLAKR MRSA EAR RMN RARE
7 iO SUE,
Hy (2-2) RES IAS SE SOT Sa, BEARS SL DP a
1. BEEtE
A (2.2) RATS)
0< P(A) <1, (2.8)
EHH, MERE O MYA AAT RAE AE, TERE LAC
PE URRY IE RO Le
X-NERAM EMME,
2. Me Ee
WR 4s fl As ARE — RRP A A A,
FHEAMSER, PRP, ATAARS RH LOSARER
HE, WAY AEE do RG Ao MADARA TA Oe HE A
BBR, I A Py As Al As AYER”, He A= ALY As, F(2.2)
WY, PALACE SR ES ER, ESE AF a OE
B+
PUA)=P( Ad) + PUD), Qs
F i 4 ET A BAA RL ER aR”, BE
A=AiU dU UA,
way
Pa) -B PCA), (2.5)
Awd, Be TARTU, IB A RL
a .
BPAIKS (2.6)
BER BR a ALBA — 10 EY,
3. Rew
RRL AREIARKBAS. AMBSAW) ML AR
SPA CHAOS ERAS AA B RHA LOR
ABB FAA WEL OU Hy, Hy Am BR”, ete
O-ANB,
He.DAA
PO)=P(ANB)=PCA)P(B A), (2.7)
Bet P(B| AER | MM AR ER, RT ee ee
BGK URE th 4A BASRA, BF BA
DSSSAAMMLS A AWB —-AEGK, BS ALB
SM Ee, A AB A, Ba
PB)A)= PB),
RARE
P(ANB)=P(A):P(B), (2.8)
RAL, MASA SP BR, ST eS
HL RB, Rs RE EA,
§2.2 a RE Dw Hear eit Pe
SUR EAS AL PS REY RT, A Rs Be
WREATH, LE RTA R AR EM, MZ, SE
§ SEOUL. KSEE CLR, Ln, ER
Fs OHA NREL Bl O, RZ APRIL RE BT UM A a ES
BO A OI Ae BT TA EL,
Seok AE UE LE
MARTA TERME SRK iy BRK, ml
BURSTS TBM Es, Noy, XE, RD
HU P< PEX,), G1, 2, oo, BAU EMR
Xi, Xa, X,
\e Poy my pl 9)
FERRARA ba oy PERC IE — UB PD TR
4, BPLLVGAE 2 RR — LE RAN CERT O), REM
BATALI & MUR CE 2 wot do DALEK OP [ene RAN
GP | pog= plE =a) da, (2.10)
WARM (0) 3s € HUE oo Ak LARK, SON RE
EL UGEMRYORRORE A, ERATE, aA
AAR FE REE:
1>PE=2)>0, — p(E=2)>0, (2.11)
Bee-a-1, | p(e)do=t, (2.12)
4 2.12) Sb A RR EDR,
FERIRRS, ROMA HHS, WEE PKR
po) BAR & SHUM XPD RU AR AUB oo CHE SE aE IE
HAUGRNKESLECAMAARAE, FART HR
ie RR HE
BT RA, RAT ER LEY SA Bey TPE
WN KEMP ADA E OTHE
dpe tim Sth Gs 3) x.Pcx,), (2.180)
Noe
-ERRR S/OWRUT AA CFE) = Hm LED HE) At Sika)
-B KTP. @.18b)
RELRAALT, ERAT WR
<>-f eo(wide, (2.140)
FO>=f FO o@Dae, (2.14b)
PLE, ZCAR-e TRUM, BS ae CU a Me
A, 4fSORPBROMBAM, 2-14) RT 9 BE
=f ste(e)de, (2.18)
mL, (2.15) BA See FM, AMR, BL
PP BLAS KRY AAS, EEE HE AG BR,
RA
BED= KEKE) = — EY” (2.16)
eR. FR, WELL AE 2 Bh ROR ET Ie LER
RHE
KQED = KEKE). (2.17)
BARB eS, — Orb
HA-RNE, SRR AL AE a ERB
am, bD
pts) GE-v)>—f (e-Dola)ds, 18)
§2.3 $AMMAREHRSRBDH, MARR
DEPT BBE AS + LER, He PRL,
BEM Es, €o, Es FOS me EBL SERRE pnCar, a2, +, a)
Is § BU oe GE 6-1, 2, +, DRAPER. GR BUT
HRESUMUMER, RADARS Be Le
fo
Foam tr rst $a 8.) WE SEE A — BR
Pn(@iy Way +1 Oy) 0, 2.19)
Jor felon ens adderdar-dy-1, (2.20)
BRM Hla be, y CMGI
— "= Nog, 2.31)
REAL ON do= hw Cia
a Vv. (2.82)
DEEL, Me pg, BRUM ae. stew,
2. aa
EIR TH, SN > 00,p>0, Np-a- AR,
AN)! MRA, A
_ Nt V2aN (3
(W-ayt ta) 1 * Jiao may(-A—™ myn
Fant eB g= (1 —p) x (Lp) = Cp Fe, 2.28)
ATG
aN,
Pym) aren */rgt, (2.82)
RRR, DA a, ee
SSR, SAU ES aD
(2.82) RBBRAB
Kray = nD =a, (2.83)
BRL REY 3} A A eS SS ENS a
A-A TRS,
8. RMA
MR CN my) t Al a! BRK BERD), MES
ARBAB RAR, WM C.28) a BA
13 Px(mj=
Jax [-(m+z) 2G)
(yn 5) A)
bry Inp+ (W=m)int—p)],
WAH ta — (2.85)
KR, ols, OM TR, RA RRL, BUNS
FAA DSTA RS AG
P (Wa, tr Gt, beag 74 C1, )
= . RRA
rls, t1), oC, toi, ts), pata, thy Os, tay, tr),
2.87)
FS 4a ATV UT ET EE LA A A LAE SE MH TA,
QSDAWD HAA EB AEE:
= OCGny tes Panay teas “775 ay)
RAX-HAUEM FRE, PERE, Br le) Ht
HU BASHA), BPA paleo, v5 os) FPGA AI,
4EX RSA (2.36) AIA BHATT R223) RE
HERA BM
Pn, tela,
= Pale 1, ts)
Pra@ynts trash "4 May 1)" 2.88)
Pn @nnty tua °° Sty w-f Pn din,
3k RAR SS AG ET 2 LAE BU ors fe BR eps
WAU ont REE, Tt IED) cp KE, BT
Ck -FFAR LEN RISER, HRSA
Bi TUK a RL,
5 1. MRE
P(x, bal Gna, taser; 2.) “pila, by), (2.89)
BREIL ACER Zt BSS HUB AS TAD AL Be as 1 FE A SY
FH, WIEBE, ARAM WE EAILIZ, fh (2.38), (2.89)
BAH, RAS 2.36) ORR
PG, test, B= Plo, &)P loa, bea) Pmr, &)
= prlaing be) OrCtina, tra) “pr (ay 41).
(2.40)
TL, SRN RRASE ole, OF, ME
FURY ART A Le, celia iain A
RER—AT YH, ries, DEAR.
2. SRAILMB
DRYANETMNEERERN, BRARMAE
CHANGER LAPEER, AN, ARLE
FRSA. SOREL AR A Ae (2.88) Sg BLA AE Bt
ME) ter AAR META MH RH, A
PCa, te |Bineas Fanss 105 @1s 1) —PCns tala ty tras
(2,41)
RAR-MUUBRM RTM, HARARE
ZSLBABM RAO, Tees LATOe,
PARVANHLORH BARS LO - THERE AD,
ERD DARA ARA. (2.38) (2.41), RAB PS
Pas tas “41, th)
=P (ay, 4, | Bea, ta) P (apa, fant |@n-2) fe-2)
Plea, tal, Weiler, 4), (2.42)
RUMFERTARERK, MATRA S
SRT RPENER, HARKS, Oe
tim P (a2, tale, t4)=8 (aia), (2.48)
VG
tae
a BEA Poe, tala, 4) plo, ORABRRK, WE
pale, 0} -3(w—an),
RH P(e, ta, 0)—pr(@, 2). (2.44)
RUA, RAP BREE BLA EE RA BS A SH,
H24DK RAY FSR
pales, baa, t2)~ f sles, ta; 2, tx an, th dae,
RYBABAT RUE SAM HAS (8. Chapman) RR KX
WHA. H. Koamoropon) RU",
Ples, tila, t)=[Plas, tales, 2) Pan, toler, ti)dee
(2,45)
CHOP totem ts), AOMLBY RASS A, TAP Be
BR
KE li)ECa))— [f antsosd an tear, todas, (2.48)
ARE 8 TOD,
§3 W2A7#
§3.l FRRAUMAATE
ERAGE RRREA BREN RAMBLE
RREMRRETE, ABARTH AT, HOR
ro SYA RPA EZ P,P SE J SH HE
“Fs ARAL PAY 3 Bh FE A AE tS EE
FES SRN ZANE AE — REE
WARD) MARL), RAE SURO a ae,
ESE Ry 10" FES TS RRR BAN ABA, BR
EAB,
7 OB eSeb eA TAS et, TCL a RY
FRE ft RPS, ~RI TE R, REA A, t
BHELE GREE v FEWER Seen, HEARST ie Ye
HE SHAY SRA, BOM TT De SESE BTCG. G. Stokes) je3
FARR oo RT, LD TERA FRA
ROWE, ROMEO RCRA. Sa
ARAB, AEE OAT TH yA UP IG, BY RS
OR TAIRA, Ty LAE UR de, FRR
HERTB
mb- —av, @.1)
SAP OTL BE RY
0, SAR St BRK CAPEK HOE
FHREA MEAT RBA+ OE), AA, BRD
FRY ATUL FoR ALY FEF BYR OT My a BF
B. PPA ARAFAT
SEAS, MPT MADER TH RAM CB
SSCHE 1S2T BM BAR, BAI — SANA TB),
RET READ, RRR K. nT AUT EF ab
FRBHPER RR, RLSM TH A LT AG
ta.
TRAV FEST) AEE LE HL FR RS
mit~ —on +F(t), (3.2)
sh FF (e) ERE EA ORO A IMS BEI
D. BAVA SAAT AE ea th PO) BW SRT
SM Bs LO" RSET AE), BATA BL, AIT A TE
APF EP, TILA ET SE Te BRL TY 3 AT
Bie, BAHT DGS FC) aE RL RL TEI, SPA LY
FERIA P ee — Be SB SET LI GRE Ws BE Ht HE
DLE RDM AUEIE), AUGER L, HIN Te
8 AHS 2D RRAEL—TMILNE. SERN ARBS ET
KBAAH, ATURE ERAN AH ED, Fe
SOAP SER LER, ROAR HERE TS DUI ck HY BE,
TE (3.2) IR m, TE Ag BE, ATP
a
at+ro=FO, <3.8)
gore 2 r= 22 ashe pm eR DF
Bak, TW)RAUMZAA, W383) RRARZHAB
(LE), AERA RE, PLO FBZ Wy VA sen SE at HE
Ki. HH BAI) AME, RTS RMD EE
SHEA 0;
+r<0(t} >= 0, (3.6)
04) 6) FS ER 3.1),
=<0(0)>", (8.7)
FE Co(0)> Jy EO BS RA BLZE (OAS EET SBMA, HH (8.3) A
3.5), RAT PRAT OC) RB ot, ATH
3.38) BRM BS
a=net +f ore-Orceay, (3.8)
FESR <0) 0), EAU G5), TE
Koto) >= vfe Mert. Beeriees — pc rtistiny
(8.9)
ARPES A (ch, rh >l), RRP PRS, ABBR
SHART HMB, BY
dopey“ 2 erent, (3.10)
HSE DR — 2a BF EY
= (( fi eceyar’Y’)
=[ifiecrerdi di, (14)
¥6(3.6) M(3-9) LA (3.14), THRBA
<(o@) ~ a0)
= (5-2 A BP to,
(8.15)
el = 2, ee reo S45)
Kal) 20)" = 2, (3.18)
ELANTRA TEVECA. TD. Pick) ge, SRA
wo) ~20)) 38, (3.17)
Lb GAT MAR URG18) 8.18) MINK, TH
@-5- (8.18)
my
NPR-SRMAARAMBRA, CRA Rem ae
REA, ULRFHRMAT RMN ARAR, PAP TURAR
REARBAMZEANRA, CLO PRAM TREY, AB
RAT RIN COBY SME, WHET MUA ES A
i ARHAME, EMAULNCH, RNLLENT HRA
ENA RAH, RG AS ET 3b
ATSHPBMARNSE (OWATER, BRM OM
BRI, Hn
