Spectrum of stochastic evolution operators: local matrix representation approach

A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of local matrix representations of the evolution operator center...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics Statistical physics, plasmas, fluids, and related interdisciplinary topics, 1999-10, Vol.60 (4 Pt A), p.3936-3941
Hauptverfasser: Cvitanović, P, Søndergaard, N, Palla, G, Vattay, G, Dettmann, C P
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of local matrix representations of the evolution operator centered on classical periodic orbits. The evaluation of perturbative corrections is easier to implement in this framework than in the standard Feynman diagram perturbation theory. The results are perturbative corrections to a stochastic analog of the Gutzwiller semiclassical spectral determinant computed to several orders beyond what has so far been attainable in stochastic and quantum-mechanical applications.
ISSN:1063-651X
1095-3787
DOI:10.1103/PhysRevE.60.3936