A Path Integral Method for Coarse-graining Noise in Stochastic Differential Equations with Multiple Time Scales

Abstract

We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation describing the system’s evolution on slow time scales. For this purpose, we start from the corresponding path integral… (More)

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