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Discrete stochastic evolution rules and continuum evolution equations
Authors:G Costanza
Institution:Departamento de Física, Instituto de Física Aplicada (INFAP), Universidad Nacional de San Luis, Chacabuco 917, 5700 San Luis, Argentina
Abstract:The continuum evolution equations are derived from updating rules for three classes of stochastic models. The first class corresponds to models whose stochastic continuum equations are of the Langevin type obtained after carrying out a “local average” known as coarse-graining. The second class consists of a hierarchy of continuum equations for the correlations of the dynamical variables obtained after making an average over realizations. This average generates a hierarchy of deterministic partial differential equations except when the dynamical variables do not depend on the values of the neighboring dynamical variables, in which case a hierarchy of ordinary differential equations is obtained. The third class of evolution equations for the correlations of the dynamical variable constitutes another hierarchy after calculating an average over both realizations and all the sites of the lattice. This double average generates a hierarchy of deterministic ordinary differential equations. The second and third classes of equations are truncated using a mean field (m,n)-closure approximation in order to obtain a finite set of equations. Illustrative examples of every class are given.
Keywords:Continuum evolution equations  Stochastic processes
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