(Nonequilibrium) Dynamics of Diffusion Processes with Non-conservative Drifts

Abstract

The nonequilibrium Fokker–Planck dynamics with a non-conservative drift field, in dimension $$N\ge 2$$ N ≥ 2 , can be related with the non-Hermitian quantum mechanics in a real scalar potential Vand in a purely imaginary vector potential -iAof real amplitude A (Mazzolo and Monthus in Phys Rev E 107:014101, 2023). 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 $$N=3$$ 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 $$\exp (-itH_{quant}) \rightarrow \exp (-tH_{Eucl})$$ exp ( - i t H quant ) → exp ( - t H Eucl ) , regarding the probabilistic significance of inferred (path) integral kernels in the description of diffusion processes.