Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.12666/477
Title: | Renormalization of stochastic differential equations with multiplicative noise using effective potential methods |
Authors: | Gagnon, Jean Sébastien Hochberg, David Pérez Mercader, Juan |
Keywords: | Polímeros dirigidos., Simulación;Directed Polymers., Simulation |
Issue Date: | 23-Dec-2020 |
Publisher: | Physical Review E. covering statistical, nonlinear, biological, and soft matter physics |
DOI: | 10.1103/PhysRevE.102.062142 |
Published version: | https://journals.aps.org/pre/abstract/10.1103/PhysRevE.102.062142 |
Citation: | Physical Review E 102 (6) |
Abstract: | We present a method to renormalize stochastic differential equations subjected to multiplicative noise. The method is based on the widely used concept of effective potential in high-energy physics and has already been successfully applied to the renormalization of stochastic differential equations subjected to additive noise. We derive a general formula for the one-loop effective potential of a single ordinary stochastic differential equation (with arbitrary interaction terms) subjected to multiplicative Gaussian noise (provided the noise satisfies a certain normalization condition). To illustrate the usefulness (and limitations) of the method, we use the effective potential to renormalize a toy chemical model based on a simplified Gray-Scott reaction. In particular, we use it to compute the scale dependence of the toy model's parameters (in perturbation theory) when subjected to a Gaussian power-law noise with short time correlations. |
URI: | http://hdl.handle.net/20.500.12666/477 |
ISSN: | 2470-0053 |
Appears in Collections: | (CAB) Artículos |
Files in This Item:
File | Description | Size | Format | |
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acceso-restringido.pdf | 221,73 kB | Adobe PDF | ![]() View/Open |
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