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NLRT formalism for transient stochastic dynamics

Author

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  • Casademunt, J.
  • Jimenez-Aquino, J.I.
  • Sancho, J.M.

Abstract

The Non-Linear Relaxation Time (NLRT) technique is presented in the framework of a general and systematic formalism for the characterization of the transient evolution of systems described by Langevin equations. Several examples are studied. The theoretical results are compared with numerical and simulation data and also with those obtained via Mean First Passage Time techniques.

Suggested Citation

  • Casademunt, J. & Jimenez-Aquino, J.I. & Sancho, J.M., 1989. "NLRT formalism for transient stochastic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 156(2), pages 628-650.
    • Handle: RePEc:eee:phsmap:v:156:y:1989:i:2:p:628-650
    DOI: 10.1016/0378-4371(89)90085-X
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    References listed on IDEAS

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    1. Kehoe, Timothy J. & Noyola, Pedro Javier & Manresa, Antonio & Polo, Clemente & Sancho, Ferran, 1988. "A general equilibrium analysis of the 1986 tax reform in Spain," European Economic Review, Elsevier, vol. 32(2-3), pages 334-342, March.
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