Path integral solution of the system with coloured multiplicative noise

Dmitrii O. Kharchenko

Physica A: Statistical Mechanics and its Applications, 2002, vol. 308, issue 1, 113-124

Abstract: The behaviour of most probable values of the order parameter x and the amplitude of the conjugate force fluctuations φ is studied for a stochastic system with a coloured multiplicative noise and absorbing state. The phase diagrams introduced as dependencies of the noise self-correlation time vs. temperature and noise growth velocity are defined. It is shown that phase plane (x,φ) is divided into isolated domains of large, intermediate and small values of x. The behaviour of the system in these domains is studied in terms of the path integral. In the region x⪡1, the trajectories converge to the point x=φ=0 at 0Keywords: Stochastic system; Phase transition; Absorbing state (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:308:y:2002:i:1:p:113-124

DOI: 10.1016/S0378-4371(02)00577-0

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