Article Outline
Glossary
Definition of the Subject
Introduction
Correlation Functions and Field Theory
Discrete Stochastic Interacting Particle Systems
Stochastic Differential Equations
Future Directions
Acknowledgments
Bibliography
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Abbreviations
- Absorbing state:
-
State from which, once reached, an interacting many‐particle system cannot depart, not even through the aid of stochastic fluctuations.
- Correlation function:
-
Quantitative measure of the correlation of random variables; usually set to vanish for statistically independent variables.
- Critical dimension:
-
Borderline dimension d c above which mean-field theory yields reliable results, while for \( { d \leq d_{\mathrm{c}} } \) fluctuations crucially affect the system's large scale behavior.
- External noise:
-
Stochastic forcing of a macroscopic system induced by random external perturbations, such as thermal noise from a coupling to a heat bath.
- Field theory:
-
A representation of physical processes through continuous variables, typically governed by an exponential probability distribution.
- Generating function:
-
Laplace transform of the probability distribution; all moments and correlation functions follow through appropriate partial derivatives.
- Internal noise:
-
Random fluctuations in a stochastic macroscopic system originating from its internal kinetics.
- Langevin equation:
-
Stochastic differential equation describing time evolution that is subject to fast random forcing.
- Master equation:
-
Evolution equation for a configurational probability obtained by balancing gain and loss terms through transitions into and away from each state.
- Mean-field approximation:
-
Approximative analytical approach to an interacting system with many degrees of freedom wherein spatial and temporal fluctuations as well as correlations between the constituents are neglected.
- Order parameter:
-
A macroscopic density corresponding to an extensive variable that captures the symmetry and thereby characterizes the ordered state of a thermodynamic phase in thermal equilibrium. Nonequilibrium generalizations typically address appropriate stationary values in the long-time limit.
- Perturbation expansion:
-
Systematic approximation scheme for an interacting and/or nonlinear system that involves a formal expansion about an exactly solvable simplication by means of a power series with respect to a small coupling.
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Acknowledgments
The author would like to acknowledge financial support through the US National Science Foundation grant NSF DMR-0308548. This article is dedicated to the victims of the terrible events at Virginia Tech on April 16, 2007.
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Täuber, U.C. (2012). Field Theoretic Methods. In: Meyers, R. (eds) Computational Complexity. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-1800-9_69
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