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Prog. Theor. Phys. Supplement No.69 (1980) pp. 160-173

[ Full Text PDF : FREE ACCESS (956K) ]

Fluctuation and Relaxation in Stochastic Systems

Masuo Suzuki

Department of Physics, University of Tokyo, Tokyo 113

(Received November 27, 1980)

Abstract:

A new definition of a stochastic integral is proposed, and the relation among the Itô type, Stratonovich type and new type of stochastic integrals is discussed. A stochastic linear response is studied in a general process. This is use to derive the Fokker-Planck equation from stochastic differential equations. Applications of Kubo's stochastic Liouville equations are presented. With the use of these formulations, relaxation and fluctuation are studied in stochastic systems, particularly near the instability point. The essence of the scaling theory is also presented. The stochastic time variable is briefly mentioned.


URL : http://ptp.ipap.jp/link?PTPS/69/160/
DOI : 10.1143/PTPS.69.160

[ Full Text PDF : FREE ACCESS (956K) ] Citation:

References:

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Citing Article(s) :

  1. Progress of Theoretical Physics Vol. 66 No. 1 (1981) pp. 129-142 :
    Adiabatic Elimination by the Eigenfunction Expansion Method
    Kunihiko Kaneko
  2. Progress of Theoretical Physics Vol. 67 No. 6 (1982) pp. 1756-1775 :
    Critical Slowing Down in Stochastic Processes. I
    Masuo Suzuki, Kunihiko Kaneko and Shinji Takesue
  3. Progress of Theoretical Physics Vol. 68 No. 1 (1982) pp. 98-115 :
    Critical Slowing Down in Stochastic Precesses. II
    Masuo Suzuki, Shinji Takesue and Fumiyoshi Sasagawa
  4. Progress of Theoretical Physics Vol. 71 No. 2 (1984) pp. 267-281 :
    Scaling Property of the Relative Diffusion of Charged Particles in Turbulent Electric Fields. I
    Masuo Suzuki
  5. Progress of Theoretical Physics Vol. 74 No. 5 (1985) pp. 1013-1021 :
    Monte Carlo Simulation of Nonlinear Stochastic Processes
    Fumiyoshi Sasagawa, Seiji Miyashita and Masuo Suzuki
  6. Progress of Theoretical Physics Supplement No.79 (1984) pp. 125-140 :
    Fluctuation and Formation of Macroscopic Order in Non-Equilibrium Systems
    Masuo Suzuki

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