Abstract
Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put forward. Relation of ambiguities in stochastic differential equations and in the functional representations is discussed. Ordinary differential equations for expectation values and correlation functions are inferred with the aid of a variational approach.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Doi, M.: Second quantization representation for classical many-particle system. J. Phys. A: Math. Gen. 9, 1465–1477 (1976)
Gardiner, C.W.: Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences. Springer, Berlin (1997)
Hnatich, M., Honkonen, J.: Velocity-fluctuation-induced anomalous kinetics of the A + A → ∅ reaction. Phys. Rev. E 61, 3904–3911 (2000)
Honkonen, J., Komarova, M.V., Nalimov, M.: Instantons for Dynamic Models from B to H. Nucl. Phys. B 714 [FS], 292–306 (2005)
Honkonen, J., Komarova, M.V., Nalimov, M.Y.: Large-Order Asymptotes For Dynamic Models Near Equilibrium. Nucl. Phys. B 707[FS], 493–508 (2005)
Lee, B.P.: Renormalization group calculation for the reaction kA → ∅. J. Phys. A: Math. Gen. 27, 2633–2652 (1994)
Leschke, H., Schmutz, M.: Operator Orderings and Functional Formulations of Quantum and Stochastic Dynamics. Z. Physik B 27, 85–94 (1977)
Martin, P.C., Siggia, E.D., Rose, H.A.: Statistical Dynamics of Classical Systems. Phys. Rev. A 8, 423–437 (1973)
Vasiliev, A.N.: Functional Methods in Quantum Field Theory and Statistical Physics. Gordon and Breach, Amsterdam (1998)
Vasil’ev, A.N.: The Field Theoretic Renormalization Group in Critical Behavior Theory and Stochastic Dynamics. Chapman & Hall/CRC, Boca Raton (2004)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Honkonen, J. (2012). Functional Methods in Stochastic Systems. In: Adam, G., Buša, J., Hnatič, M. (eds) Mathematical Modeling and Computational Science. MMCP 2011. Lecture Notes in Computer Science, vol 7125. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28212-6_6
Download citation
DOI: https://doi.org/10.1007/978-3-642-28212-6_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-28211-9
Online ISBN: 978-3-642-28212-6
eBook Packages: Computer ScienceComputer Science (R0)