Nonlinear Stochastic Differential Equations in Statistical Physics and Integral Representation
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概要
- 論文の詳細を見る
Integral representation (IR), or the so-called Wiener-Hermite expansion, is proposed as a new method of solving a class of nonlinear stochastic differential equations (NLSDE's) that appear in the theory of Brownian motion of anharmonic oscillators, semi-classical treatment of laser oscillation or in the Kraichnan-Wyld formulation of turbulence. The basic procedure of application of IR is established and simple NLSDE's are analyzed. Results for power spectral density agree well with numerical experiment data even in strongly nonlinear cases. It is also shown that IR is a completed form of renormalized perturbation expansion, and provides a systematic way to improve various approximation schemes such as fourth cumulant discard approximation or equivalent linearization procedure.
- 理論物理学刊行会の論文
- 1976-11-25
著者
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Nakazawa Hiroshi
Department Of Chemistry Graduate School Of Science Osaka City University
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Nakazawa Hiroshi
Department Of Applied Biology Faculty Of Textile Science Kyoto Institute Of Technology
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Nakazawa Hiroshi
Department of Physics, Kyoto University
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