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Tue, 15 May 2001 00:00:00 +0200Tue, 15 May 2001 00:00:00 +0200Diagram expansions in classical stochastic field theory / Diagram series and stochastic differential equations
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1217
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.L.I. Plimak; M. Fleischhauer; M. J. Collettpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1217Tue, 15 May 2001 00:00:00 +0200