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Path-integral calculation of multivariate Fokker-Planck systems

✍ Scribed by L. Ingber

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
470 KB
Volume
21
Category
Article
ISSN
0895-7177

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✦ Synopsis

non-Monte-Carlo path-integral algorithm that is particularly adept in handling nonlinear Fokker-Planck systems is extended to multivariate systems. This algorithm is particularly accurate for systems with moderate noise.

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✍ Hagen Kleinert 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 129 KB

Starting from a forward-backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order in the time evolution operator. The crucial step is the evalua