Time mapping in power series expansions for the time evolution operator
- 1 February 1997
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 55 (2) , 1496-1507
- https://doi.org/10.1103/physreve.55.1496
Abstract
Two formally equivalent methods for systematically evaluating either the propagator or the average of dynamical variables are developed by expanding these quantities in a power series in a given function τ(t). The expansion coefficients are analytically determined by recursion relations. The methods are an extension of our power series expansion formalism [Phys. Rev. Lett. 75, 4342 (1995)] to a general Fokker-Planck-Schrödinger process. The role of the time transformation in accelerating the series convergence is emphasized and the generalization to an arbitrary conformal time mapping τ(t) is presented. An appropriate truncation scheme is suggested to eliminate the openness of the series representations. We also develop a regular procedure to minimize the truncation error. The formalism thus constructed provides a basis for an efficient error controlled treatment of simple or complex systems with any number of degrees of freedom. The application to a well-known problem of the decay of an unstable state driven by exponentially correlated Gaussian noise shows that an accurate description for arbitrarily large t is attained with a few terms of the present expansions and their utility is rather insensitive with respect to the noise strength. This is in contrast to the various available approximate solutions of the problem that are all asymptotic in the noise strength.Keywords
This publication has 88 references indexed in Scilit:
- Expansion for the Moments of a Nonlinear Stochastic ModelPhysical Review Letters, 1996
- Power Series Expansion for the Time Evolution Operator with a Harmonic-Oscillator Reference SystemPhysical Review Letters, 1995
- Computation of higher-order corrections to the semiclassical propagatorPhysical Review Letters, 1994
- Feynman path integration in quantum dynamicsComputer Physics Communications, 1991
- Cumulant methods and short time propagatorsThe Journal of Chemical Physics, 1989
- Mean first passage time and the lifetime of a metastable stateZeitschrift für Physik B Condensed Matter, 1987
- Relaxation of an unstable system driven by a colored noiseJournal of Statistical Physics, 1987
- Correlation functions and correlation times for models with multiplicative white noiseZeitschrift für Physik B Condensed Matter, 1985
- Fourier path-integral Monte Carlo methods: Partial averagingPhysical Review Letters, 1985
- Statistical mechanics of a nonlinear stochastic modelJournal of Statistical Physics, 1978