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Steepest descent approximation for the Fokker-Planck equation

Author

Listed:
  • Langouche, F.
  • Roekaerts, D.
  • Tirapegui, E.

Abstract

The steepest descent approximation is used in the functional integral representation of the solution of the Fokker-Planck equation. The calculation includes the Gaussian integrals of fluctuations around the classical solution. The problem of the prescription dependence of the functional integral is solved previously by transforming the representation to one involving a prescription independent functional integral.

Suggested Citation

  • Langouche, F. & Roekaerts, D. & Tirapegui, E., 1979. "Steepest descent approximation for the Fokker-Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 97(1), pages 195-205.
    • Handle: RePEc:eee:phsmap:v:97:y:1979:i:1:p:195-205
    DOI: 10.1016/0378-4371(79)90091-8
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    1. Korsch, B.M., 1978. "Issues in humanizing care for children," American Journal of Public Health, American Public Health Association, vol. 68(9), pages 831-832.
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