Novel perturbation expansion for the Langevin equation |
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Authors: | Carl Bender Fred Cooper L M Simmons Jr Pinaki Roy Greg Kilcup |
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Institution: | (1) Physics Department, Washington University, 63101 St. Louis, Missouri;(2) Theoretical Division, Los Alamos National Laboratory, 87545 Los Alamos, New Mexico;(3) Santa Fe Institute, 87501 Santa Fe, New Mexico;(4) Electronics Unit, India Statistical Institute, 700035 Calcutta, India;(5) Department of Physics, Ohio State University, 43210 Columbus, Ohio |
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Abstract: | We discuss the randomly driven systemdx/dt= -W(x) +f(t), wheref(t) is a Gaussian random function or stirring force with f(t)f(t ) =2 (t–t ), andW(x) is of the formgx
1+2 . The parameter is a measure of the nonlinearity of the equation. We show how to obtain the correlation functions x(t)f(t ) ···x(t(
n))
f
as a power series in . We obtain three terms in the expansion and show how to use Padé approximants to analytically continue the answer in the variable . By using scaling relations, we show how to get a uniform approximation to the equal-time correlation functions valid for allg and . |
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Keywords: | Langevin equation delta expansion nonlinear perturbation expansion scaling relations |
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