Diagram expansions in classical stochastic field theory / Diagram series and stochastic differential equations

  • We show that the solution to an arbitrary c-number stochastic differential equation (SDE) can be represented as a diagram series. Both the diagram rules and the properties of the graphical elements reflect causality properties of the SDE and this series is therefore called a causal diagram series. We also discuss the converse problem, i.e. how to construct an SDE of which a formal solution is a given causal diagram series. This then allows for a nonperturbative summation of the diagram series by solving this SDE, numerically or analytically.

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Metadaten
Author:L.I. Plimak, M. Fleischhauer, M. J. Collett
URN (permanent link):urn:nbn:de:hbz:386-kluedo-11500
Document Type:Preprint
Language of publication:English
Year of Completion:1999
Year of Publication:1999
Publishing Institute:Technische Universität Kaiserslautern
Faculties / Organisational entities:Fachbereich Physik
DDC-Cassification:530 Physik

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