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

DOI10.1016/j.physd.2010.08.010zbMath1210.82051arXiv0708.2419OpenAlexW2963423923MaRDI 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 equationpath integralmulti-scale analysisfiber opticscoarse-graining of noise

Mathematics Subject Classification ID

Path integrals in quantum mechanics (81S40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Lasers, masers, optical bistability, nonlinear optics (78A60)

Related Items (2)

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

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