Effective stochastic behavior in dynamical systems with incomplete information
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Date
2011-11
Authors
Buice, Michael A.
Chow, Carson C.
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Abstract
Complex systems are generally analytically intractable and difficult to simulate. We introduce a method for deriving an effective stochastic equation for a high-dimensional deterministic dynamical system for which some portion of the configuration is not precisely specified. We use a response function path integral to construct an equivalent distribution for the stochastic dynamics from the distribution of the incomplete information. We apply this method to the Kuramoto model of coupled oscillators to derive an effective stochastic equation for a single oscillator interacting with a bath of oscillators and also outline the procedure for other systems.
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Buice, Michael A., and Carson C. Chow. "Effective stochastic behavior in dynamical systems with incomplete information." Physical Review E 84, no. 5 (2011): 051120.