Coherent-state path integral versus coarse-grained effective stochastic equation of motion: From reaction diffusion to stochastic sandpiles.
نویسنده
چکیده
We derive and study two different formalisms used for nonequilibrium processes: the coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the corresponding field theory, using the annihilation process A+A→A as an example. The field theory contains counterintuitive quartic vertices. We show how they can be interpreted in terms of a first-passage problem. Reformulating the coherent-state path integral as a stochastic equation of motion, the noise generically becomes imaginary. This renders it not only difficult to interpret, but leads to convergence problems at finite times. We then show how alternatively an effective coarse-grained stochastic equation of motion with real noise can be constructed. The procedure is similar in spirit to the derivation of the mean-field approximation for the Ising model, and the ensuing construction of its effective field theory. We finally apply our findings to stochastic Manna sandpiles. We show that the coherent-state path integral is inappropriate, or at least inconvenient. As an alternative, we derive and solve its mean-field approximation, which we then use to construct a coarse-grained stochastic equation of motion with real noise.
منابع مشابه
Coarse-graining stochastic biochemical networks: quasi-stationary approximation and fast simulations using a stochastic path integral technique
We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscopic, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenheimer approximation in quantum mechanics, follows from the stochastic path integral r...
متن کاملA wavelet method for stochastic Volterra integral equations and its application to general stock model
In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...
متن کاملAPPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC FREDHOLM INTEGRAL EQUATION BY APPLYING THE HAAR WAVELET
In this paper, we introduce an efficient method based on Haar wavelet to approximate a solutionfor the two-dimensional linear stochastic Fredholm integral equation. We also give an example to demonstrate the accuracy of the method.
متن کاملGene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.
We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, u...
متن کاملSimulating Diffusion with Quantum Walks on Graphs
The path integral method has been an effective approach to solve the Fokker-Planck equation that simulates the evolution of probability distributions in diffusion processes. Yet the major challenges include the memory requirement to store the transition matrix in a fine-grained state space and a small time step required for the accurate estimation of short-time transition probabilities. Previou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Physical review. E
دوره 93 شماره
صفحات -
تاریخ انتشار 2016