The validity of nonlinear Langevin equations |
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Authors: | N. G. van Kampen |
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Affiliation: | (1) Institute for Theoretical Physics of the University at Utrecht, Netherlands |
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Abstract: | In the presence of internal noise the variables describing a system are intrinsically stochastic. If they constitute a Markov process the expansion enables one to extract a deterministic macroscopic equation and to compute the fluctuations in successive approximations. In the lowest or linear noise approximation the fluctuations can be represented by a Langevin equation, provided it is handled appropriately. Higher orders cannot be described by any white noise Langevin equation. The question whether the equation has to be interpreted according to Itô or Stratonovich concerns these higher orders, for which the equation is not valid anyway. |
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Keywords: | Langevin equation nonlinear noise |
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