The local linearization (LL) approach has become an effective technique for the numerical integration of ordinary, random and stochastic differential equations. One of the reasons for this success is that the LL method achieves a convenient trade-off between numerical stability and computational cos
Time evolution of averages in dynamical systems driven by noise
โ Scribed by Andrey L. Pankratov
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 120 KB
- Volume
- 255
- Category
- Article
- ISSN
- 0375-9601
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We present here a nonperturbative cluster cumulant method for generating the stochastically averaged evolution operator Ufor quantum systems driven by Omstein-Uhlenbeck colored noise (real and complex). The method induces a boson mapping of the stochastic variable, and interprets the averaging as an
The quasimonochromatic noise (QMN) is the ''truly colored" noise, and in this paper the upper bound of time derivative of entropy for a dynamical system driven by QMN is studied. The dimension of Fokker-Planck equation is reduced by the way of linear transformation. The exact time dependence of the
An equation for the evolution of conditional moments, analogous to the Fokker-Planck equation for the probability density, is used to develop a Taylor series expansion for the correlation function of a non-linear oscillator driven by white noise. The first few coefficients in this series are calcula