Article ID Journal Published Year Pages File Type
7379643 Physica A: Statistical Mechanics and its Applications 2014 7 Pages PDF
Abstract
It is proved that it is possible to obtain continuum deterministic and stochastic evolution equations from a set of discrete stochastic rules after an average over realizations and over near neighbors or coarse graining on the dynamical variables, respectively. Examples are given that allow us to find the Hamilton evolution equation for the dynamical variables and the Euler evolution equation for the Lagrangian of the system with additive noises.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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