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Main Authors: Dettmann, C. P., Palla, Gergely, Søndergaard, Niels, Vattay, Gábor
Format: Preprint
Izdano: 1999
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Online dostop:https://arxiv.org/abs/math/9902136
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author Dettmann, C. P.
Palla, Gergely
Søndergaard, Niels
Vattay, Gábor
author_facet Dettmann, C. P.
Palla, Gergely
Søndergaard, Niels
Vattay, Gábor
contents The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we formulate a new perturbative expansion for the spectrum of the stochastic evolution Operator in terms of expansions around the classical periodic orbits. The diagonalization of such operators is easier to implement than the standard Feynman diagram perturbation theory. The result is a stochastic analog of the Gutzwiller semiclassical spectral determinant with the ``$\hbar$'' corrections computed to at least two orders more than what has so far been attainable in stochastic and quantum-mechanical applications, supplemented by the estimate for the late terms in the asymptotic saddlepoint expansions.
format Preprint
id arxiv_https___arxiv_org_abs_math_9902136
institution arXiv
publishDate 1999
record_format arxiv
spellingShingle Stochastic trace formulas
Dettmann, C. P.
Palla, Gergely
Søndergaard, Niels
Vattay, Gábor
Numerical Analysis
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we formulate a new perturbative expansion for the spectrum of the stochastic evolution Operator in terms of expansions around the classical periodic orbits. The diagonalization of such operators is easier to implement than the standard Feynman diagram perturbation theory. The result is a stochastic analog of the Gutzwiller semiclassical spectral determinant with the ``$\hbar$'' corrections computed to at least two orders more than what has so far been attainable in stochastic and quantum-mechanical applications, supplemented by the estimate for the late terms in the asymptotic saddlepoint expansions.
title Stochastic trace formulas
topic Numerical Analysis
url https://arxiv.org/abs/math/9902136