Stochastic evolution equations within the context of both the Hamiltonian and Lagrangian formalisms

被引：0
作者：
Costanza, G. [1 ]
机构：
[1] Univ Nacl San Luis, Inst Fis Aplicada INFAP, Dept Fis, RA-5700 San Luis, Argentina
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2014年 / 416卷
关键词：
Discrete stochastic evolution equations; Continuum stochastic evolution equation; Stochastic processes; LATTICE BOLTZMANN-EQUATION; SCHRODINGER-EQUATION; QUANTUM-MECHANICS; DERIVATION; AUTOMATA;
D O I：
10.1016/j.physa.2014.08.058
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
It is proved that it is possible to obtain continuum deterministic and stochastic evolution equations from a set of discrete stochastic rules after an average over realizations and over near neighbors or coarse graining on the dynamical variables, respectively. Examples are given that allow us to find the Hamilton evolution equation for the dynamical variables and the Euler evolution equation for the Lagrangian of the system with additive noises. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：604 / 610
页数：7
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