Spectrum of stochastic evolution operators: Local matrix representation approach

Citation
P. Cvitanovic et al., Spectrum of stochastic evolution operators: Local matrix representation approach, PHYS REV E, 60(4), 1999, pp. 3936-3941
Citations number
11
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
60
Issue
4
Year of publication
1999
Part
A
Pages
3936 - 3941
Database
ISI
SICI code
1063-651X(199910)60:4<3936:SOSEOL>2.0.ZU;2-3
Abstract
A matrix representation of the evolution operator associated with a nonline ar stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulate d in terms of local matrix representations of the evolution operator center ed on classical periodic orbits. The evaluation of perturbative corrections is easier to implement in this framework than in the standard Feynman diag ram perturbation theory. The results are perturbative corrections to a stoc hastic analog of the Gutzwiller semiclassical spectral determinant computed to several orders beyond what has so far been attainable in stochastic and quantum-mechanical applications. [S1063-651X(99)10210-1].