Langevin equation with scale - dependent noise
نویسنده
چکیده
A new wavelet based technique for the perturbative solution of the Langevin equation is proposed. It is shown that for the random force acting in a limited band of scales the proposed method directly leads to a finite result with no renormalization required. The one-loop contribution to the Kardar-Parisi-Zhang equation Green function for the interface growth is calculated as an example. The Langevin equation is one of the most general approximations for the evolution of a dy-namical system affected by fluctuating environment. It arises in the description of magnetic at the presence of magnetic field fluctuations, in the description of hydrodynamic turbulence , in stochastic quantization problems, in the description of interface growth and in a large variety of other problems [1, 2, 3, 4]. In the most general form the Langevin equation can be casted as ∂φ(x, t) ∂t = U[φ(x, t)] + η(x, t), η(x)η(x ′) = D(x, x ′), (1) where U[φ] is the nonlinear interaction potential, η(t, x) is the Gaussian random noise, which standss for the fluctuations of the environment.The Minkovski-like (d+1)-dimensional notation x ≡ (x, t), k ≡ (k, ω) is used hereafter. The standard way to solve the Langevin equation (1) is to introduce the small parameter λ in the interaction potential U, and then solve the system iteratively in each order of the perturbative expansion. The averaging over the Gaussian random force η consists in evaluation of the pair correlators ηη. The procedure is simplified by the assumption of the Gaussian statistics of the random noise which allows one to take into account only even order correlators of the random noise: all terms containing the odd number of η are equal 1
منابع مشابه
Langevin equation with super-heavy-tailed noise
We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker–Planck equation that corresponds to the first-order Langevin equation driven by such a noise is derived and solved exactly. This noise generates two probabilistic states of the system, survived and absorb...
متن کاملFluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong. keywords fluctuation-dissipation theorem, Langevin equation, multiplicative noise, Levy flight.
متن کاملThe Effects of Different SDE Calculus on Dynamics of Nano-Aerosols Motion in Two Phase Flow Systems
Langevin equation for a nano-particle suspended in a laminar fluid flow was analytically studied. The Brownian motion generated from molecular bombardment was taken as a Wiener stochastic process and approximated by a Gaussian white noise. Euler-Maruyama method was used to solve the Langevin equation numerically. The accuracy of Brownian simulation was checked by performing a series of simulati...
متن کاملTransient Population Dynamics of Phase Singularities in 2D Beeler-Reuter Model
The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-depen...
متن کاملNon-linear Brownian motion: the problem of obtaining the thermal Langevin equation for a non-Gaussian bath
The non-linear dissipation corresponding to a non-Gaussian thermal bath is introduced together with a multiplicative white noise source in the phenomenological Langevin description for the velocity of a particle moving in some potential landscape. Deriving the closed Kolmogorov’s equation for the joint probability distribution of the particle displacement and its velocity by use of functional m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2003