A theorem allowing to derive deterministic evolution equations from stochastic evolution equations, II: The non-Markovian extension

G. Costanza

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 12, 2267-2275

Abstract: Deterministic evolution equations of classical as well as quantum mechanical models are derived from a set of non-Markovian stochastic evolution equations after an average over realization using a theorem. Examples are given, show that deterministic differential equations that contain derivatives with respect to time higher than or equal to two can be derived after a Taylor series expansion of the dynamical variables. It is shown that the derivation of such deterministic differential equations can be done by solving a set of linear equations that increase in number after increasing the number of previous time steps in the updating rules that define a given model. Two explicit examples, the first containing updating rules that depend on two previous time steps and the second on three, are worked in some detail in order to show some features of the linear transformation that allow one to obtain the deterministic differential equations.

Keywords: Evolution equation; Stochastic processes (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437111001877
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:12:p:2267-2275

DOI: 10.1016/j.physa.2011.02.046

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().