Variational and potential formulation for stochastic partial differential equations

DOI10.1088/0305-4470/39/4/L03MaRDI QIDQ3373185zbMATH OpenOpenAlexFDO

Authors

Publication date 13 March 2006

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/nlin/0502010

Mathematics Subject Classification ID

Variational principles of physics (49S05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single expression. In this Letter we formally provide a general Lagrangian formalism for SPDEs using the Hojman et al. method. We show that it is possible to write the corresponding effective potential starting from an s-equivalent Lagrangean, and that this potential is able to reproduce all the dynamics of the system, once a special differential operator has been applied. This procedure can be used to study the complete time evolution and spatial inhomogeneities of the system under consideration, and is also suitable for the statistical mechanics description of the problem. Keywords: stochastic partial differential equations, variational formulation, effective potential. PACS: 45.20.Jj; 02.50.-r; 02.50.Ey.

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(4)

• A self-dual variational approach to stochastic partial differential equations
• Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term
• Effective potential for non-coupled stochastic partial differential equations
• Potential in stochastic differential equations: novel construction

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