Coordinate-independent formulation of the Langevin equation
Journal Article
·
· J. Math. Phys. (N.Y.); (United States)
A diffusion process on a compact Riemannian manifold is considered, and a coordinate-invariant Fokker--Planck equation is formulated. A covariant form of the Langevin equation is also derived, and the formalism is applied to the stochastic quantization of lattice gauge theories.
- Research Organization:
- Newman Laboratory of Nuclear Studies, Cornell University, Ithaca, New York 14853
- OSTI ID:
- 5925951
- Journal Information:
- J. Math. Phys. (N.Y.); (United States), Journal Name: J. Math. Phys. (N.Y.); (United States) Vol. 27:6; ISSN JMAPA
- Country of Publication:
- United States
- Language:
- English
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Related Subjects
645400* -- High Energy Physics-- Field Theory
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS
ANALYTICAL SOLUTION
DIFFERENTIAL EQUATIONS
EQUATIONS
FIELD THEORIES
FOKKER-PLANCK EQUATION
GAUGE INVARIANCE
INVARIANCE PRINCIPLES
LANGEVIN EQUATION
LATTICE FIELD THEORY
LIE GROUPS
MATHEMATICAL MANIFOLDS
MATHEMATICAL SPACE
PARTIAL DIFFERENTIAL EQUATIONS
QUANTIZATION
QUANTUM FIELD THEORY
RIEMANN SPACE
SMOOTH MANIFOLDS
SPACE
STOCHASTIC PROCESSES
SYMMETRY GROUPS
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS
ANALYTICAL SOLUTION
DIFFERENTIAL EQUATIONS
EQUATIONS
FIELD THEORIES
FOKKER-PLANCK EQUATION
GAUGE INVARIANCE
INVARIANCE PRINCIPLES
LANGEVIN EQUATION
LATTICE FIELD THEORY
LIE GROUPS
MATHEMATICAL MANIFOLDS
MATHEMATICAL SPACE
PARTIAL DIFFERENTIAL EQUATIONS
QUANTIZATION
QUANTUM FIELD THEORY
RIEMANN SPACE
SMOOTH MANIFOLDS
SPACE
STOCHASTIC PROCESSES
SYMMETRY GROUPS