Path integral for diffusion equations
نویسندگان
چکیده
منابع مشابه
Path Integral for Relativistic Equations of Motion
A c-number path integral representation is given for the solution of the KleinGordon and the Dirac equations. The trajectories of the path integral are rendered differentiable by the relativistic corrections. The nonrelativistic limit is briefly discussed from the point of view of the renormalization group.
متن کاملPath Integral Methods for Stochastic Differential Equations
Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and...
متن کاملSPLINE COLLOCATION FOR NONLINEAR FREDHOLM INTEGRAL EQUATIONS
The collocation method based on cubic B-spline, is developed to approximate the solution of second kind nonlinear Fredholm integral equations. First of all, we collocate the solution by B-spline collocation method then the Newton-Cotes formula use to approximate the integrand. Convergence analysis has been investigated and proved that the quadrature rule is third order convergent. The presented...
متن کاملFast Numerical Contour Integral Method for Fractional Diffusion Equations
The numerical contour integral method with hyperbolic contour is exploited to solve space-fractional diffusion equations. By making use of the Toeplitzlike structure of spatial discretized matrices and the relevant properties, the regions that the spectra of resulting matrices lie in are derived. The resolvent norms of the resulting matrices are also shown to be bounded outside of the regions. ...
متن کاملState-dependent diffusion: Thermodynamic consistency and its path integral formulation.
The friction coefficient of a particle can depend on its position, as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation with multiplicative noise, whose evaluation requires the introduction of specific rules. Two common conventions, the Ito and the Stratonovich, provide alterna...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Hokkaido Mathematical Journal
سال: 1986
ISSN: 0385-4035
DOI: 10.14492/hokmj/1381518221