Optimal Gaussian solutions of nonlinear stochastic partial differential equations

DOI10.1007/BF01010500zbMath0587.60048MaRDI QIDQ1072227

H. M. Ito

Publication date: 1984

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

Laplace-Beltrami operatorGinzburg-Landau modelGaussian random fieldKullback-Leibler entropyquasistationary states

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Measures of information, entropy (94A17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (2)

Nonlinear parabolic stochastic differential equations with additive colored noise on \({\mathbb{R}}^ d\times {\mathbb{R}}_ +:\) A regulated stochastic quantization ⋮ Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes

Cites Work

• On the linearization of nonlinear Langevin-type stochastic differential equations
• Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations
• Synergetics. An introduction. Nonequilibrium phase transitions and self- organization in physics, chemistry and biology. 2nd enl. ed
• An Entropy-Minimum Aspect of the Equivalent Linearization of a Nonlinear Stochastic Differential Equation
• Nonlinear Stochastic Differential Equations in Statistical Physics and Integral Representation

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