Elimination of Fast Variables for a Class of Nonlinear Stochaqtic Dynamical Systems

CAO Li, WU Da-jin

Communications in Theoretical Physics ›› 1990, Vol. 14 ›› Issue (1) : 21-34.

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Communications in Theoretical Physics ›› 1990, Vol. 14 ›› Issue (1) : 21-34.
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Elimination of Fast Variables for a Class of Nonlinear Stochaqtic Dynamical Systems

  • CAO Li, WU Da-jin
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Abstract

A set of nonlinear stochastic differential equations (NSDE's) that describes a large class of nonlinear stochastic dynamical systems is studied. By virtue of the stochastic generalization of. usual adiabatic approximation, we obtain the solution of equation for the fast variable, and obtain a closed equation for the slow variable. The statistical properties of the-new stochastic variables occurred are studied. The formal NSDE's are treated in the Stratonovich sense and the Ito sense respectively.

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CAO Li, WU Da-jin. Elimination of Fast Variables for a Class of Nonlinear Stochaqtic Dynamical Systems[J]. Communications in Theoretical Physics, 1990, 14(1): 21-34

References

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[10] CAO Li, WU Da-jin and WANG Hui-xian, Commun. Theor. Phys. 11(1989)137.
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