A path integral method for coarse-graining noise in stochastic differential equations with multiple time scales

DOI10.1016/j.physd.2010.08.010zbMath1210.82051arXiv0708.2419MaRDI QIDQ617539

Tobias Schäfer, Richard O. Moore

Publication date: 21 January 2011

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.2419

zbMATH Keywords

stochastic differential equation; path integral; multi-scale analysis; fiber optics; coarse-graining of noise

Mathematics Subject Classification ID

81S40: Path integrals in quantum mechanics

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

78A60: Lasers, masers, optical bistability, nonlinear optics

Related Items

Computation of minimum action paths of the stochastic nonlinear Schrödinger equation with dissipation, Propagation of ultra-short solitons in stochastic Maxwell's equations

Cites Work

• Bifurcations in fluctuating systems: The center-manifold approach
• Soliton perturbations and the random Kepler problem
• On the dispersion managed soliton
• Renormalization Group Theory for Global Asymptotic Analysis
• Stochastic bifurcation
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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