949 resultados para Stochastic Differential Equations


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At head of title: Office of Naval Research, Contract NONR-1858(04), Project NRO43-942.

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"From Proceedings of the American Academy of Arts and Sciences, v.38, no. 9, Oct. 1902."

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Cover title.

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Bibliography: leaf [77]

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Mode of access: Internet.

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Mode of access: Internet.

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Mode of access: Internet.

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pt. I. (Vol. I) Exact equations and Pfaff's problem. 1890.--pt. II. (Vol. II-III) Ordinary equations, not linear. 1900.--pt. III. (Vol. IV) Ordinary equations. 1902.--pt. IV (vol. V-VI) Partial differential equations. 1906.

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Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes -- found in many fields of physics, chemistry and biology -- into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge Poisson technique is introduced that eliminates boundary terms, to give an exact representation as a weighted rate equation with stochastic terms. These methods provide novel techniques for calculating and understanding the effects of number correlations in systems that have a master equation description. As examples, correlations induced by strong mutations in genetics, and the astrophysical problem of molecule formation on microscopic grain surfaces are analyzed. Exact analytic results are obtained that can be compared with numerical simulations, demonstrating that stochastic gauge techniques can give exact results where standard Poisson expansions are not able to.

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First principles simulations of the quantum dynamics of interacting Bose gases using the stochastic gauge representation are analysed. In a companion paper, we showed how the positive-P representation can be applied to these problems using stochastic differential equations. That method, however, is limited by increased sampling error as time evolves. Here, we show how the sampling error can be greatly reduced and the simulation time significantly extended using stochastic gauges. In particular, local stochastic gauges (a subset) are investigated. Improvements are confirmed in numerical calculations of single-, double- and multi-mode systems in the weak-mode coupling regime. Convergence issues are investigated, including the recognition of two modes by which stochastic equations produced by phase-space methods in general can diverge: movable singularities and a noise-weight relationship. The example calculated here displays wave-like behaviour in spatial correlation functions propagating in a uniform 1D gas after a sudden change in the coupling constant. This could in principle be tested experimentally using Feshbach resonance methods.

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Introductory courses covering modem physics sometimes introduce some elementary ideas from general relativity, though the idea of a geodesic is generally limited to shortest Euclidean length on a curved surface of two spatial dimensions rather than extremal aging in spacetime. It is shown that Epstein charts provide a simple geometric picture of geodesics in one space and one time dimension and that for a hypothetical uniform gravitational field, geodesics are straight lines on a planar diagram. This means that the properties of geodesics in a uniform field can be calculated with only a knowledge of elementary geometry and trigonometry, thus making the calculation of some basic results of general relativity accessible to students even in an algebra-based survey course on physics.