Properties of the Langevin and Fokker-Planck equations for scalar fields   and their application to the dynamics of second order phase transitions
  I consider several Langevin and Fokker-Planck classes of dynamics for scalar field theories in contact with a thermal bath at temperature T. These models have been applied recently in the numerical description of the dynamics of second order phase transitions and associated topological defect formation as well as in other studies of these critical phenomena. Closed form solutions of the Fokker-Planck equation are given for the harmonic potential and a dynamical mean-field approximation is developed. These methods allow for an analytical discussion of the behavior of the theories in several circumstances of interest such as critical slowing down at a second order transition and the development of spinodal instabilities. These insights allow for a more detailed understanding of several numerical studies in the literature. 
Luis M. A. Bettencourt