5 resultados para stochastic differentia equations

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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This work is concerned with non-equilibrium phenomena, with focus on the numerical simulation of the relaxation of non-conserved order parameters described by stochastic kinetic equations known as Ginzburg-Landau-Langevin (GLL) equations. We propose methods for solving numerically these type of equations, with additive and multiplicative noises. Illustrative applications of the methods are presented for different GLL equations, with emphasis on equations incorporating memory effects.

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The time evolution of the matter produced in high energy heavy-ion collisions seems to be well described by relativistic viscous hydrodynamics. In addition to the hydrodynamic degrees of freedom related to energy-momentum conservation, degrees of freedom associated with order parameters of broken continuous symmetries must be considered because they are all coupled to each other. of particular interest is the coupling of degrees of freedom associated with the chiral symmetry of QCD. Quantum and thermal fluctuations of the chiral fields act as noise sources in the classical equations of motion, turning them into stochastic differential equations in the form of Ginzburg-Landau-Langevin (GLL) equations. Analytic solutions of GLL equations are attainable only in very special circumstances and extensive numerical simulations are necessary, usually by discretizing the equations on a spatial lattice. However, a not much appreciated issue in the numerical simulations of GLL equations is that ultraviolet divergences in the form of lattice-spacing dependence plague the solutions. The divergences are related to the well-known Rayleigh-Jeans catastrophe in classical field theory. In the present communication we present a systematic lattice renormalization method to control the catastrophe. We discuss the implementation of the method for a GLL equation derived in the context of a model for the QCD chiral phase transition and consider the nonequilibrium evolution of the chiral condensate during the hydrodynamic flow of the quark-gluon plasma.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.