Stochastic modelling: replacing fast degrees of freedom by noise

Citation
W. Just et al., Stochastic modelling: replacing fast degrees of freedom by noise, J PHYS A, 34(15), 2001, pp. 3199-3213
Citations number
16
Categorie Soggetti
Physics
Journal title
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
ISSN journal
03054470 → ACNP
Volume
34
Issue
15
Year of publication
2001
Pages
3199 - 3213
Database
ISI
SICI code
0305-4470(20010420)34:15<3199:SMRFDO>2.0.ZU;2-R
Abstract
In systems with timescale separation, where the fast degrees of freedom exh ibit chaotic motion, the latter are replaced by suitable stochastic process es. A projection technique is employed to derive equations of motion for th e phase space density of the slow variables by eliminating the fast ones. T he resulting equations can be approximated in a controlled way by Fokker-Pl anck equations or equivalently by stochastic differential equations for slo w degrees of freedom. We discuss some model situations and explore the accu racy of the approximations by numerical simulations.