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A theorem allowing the derivation of deterministic evolution equations from stochastic evolution equations. III The Markovian–non-Markovian mix

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  • Costanza, G.

Abstract

The proof of a theorem that allows one to construct deterministic evolution equations from a set, with two subsets, containing two types of discrete stochastic evolution equation is developed. One subset evolves Markovianly and the other non-Markovianly. As an illustrative example, the deterministic evolution equations of quantum electrodynamics are derived from two sets of Markovian and non-Markovian stochastic evolution equations, of different type, after an average over realization, using the theorem. This example shows that deterministic differential equations that contain both first-order and second-order time derivatives can be derived after a Taylor series expansion of the dynamical variables. It is shown that the derivation of such deterministic differential equations can be done by solving a set of linear equations. Two explicit examples, the first containing updating rules that depend on one previous time step and the second containing updating rules that depend on two previous time steps, are given in detail in order to show step by step the linear transformations that allow one to obtain the deterministic differential equations.

Suggested Citation

  • Costanza, G., 2012. "A theorem allowing the derivation of deterministic evolution equations from stochastic evolution equations. III The Markovian–non-Markovian mix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(6), pages 2167-2181.
  • Handle: RePEc:eee:phsmap:v:391:y:2012:i:6:p:2167-2181
    DOI: 10.1016/j.physa.2011.11.055
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    Keywords

    Evolution equations; Stochastic processes;

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