Stochastic Lagrangians for noisy dynamics

Massimo Materassi

Chaos, Solitons & Fractals, 2020, vol. 134, issue C

Abstract: The dynamical variables ψ of a classical system, undergoing stochastic stirring forces, satisfy equations of motion with noise terms. Hence, these ψ show a stochastic evolution themselves. The probability of each possible realization of ψ within a given time interval, arises from the interplay between the deterministic parts of dynamics and the statistics of noise terms. In this work, we discuss the construction of the stochastic Lagrangian out of the dynamical equations, that is a tool to calculate the realization probabilities of the variables ψ as path integrals.

Keywords: Stochastic dynamics; Functional formalism; Path integrals; Noise (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920301156

DOI: 10.1016/j.chaos.2020.109713

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