Abstract
We consider a stochastic partial differential equation on a lattice t X= (Δ- m2) X-λ Xp +, where is a space-time Ĺvy noise. A perturbative (in the sense of formal power series) strong solution is given by a tree expansion, whereas the correlation functions of the solution are given by a perturbative expansion with coefficients that are represented as sums over a certain class of graphs, called Parisi-Wu graphs. The perturbative expansion of the truncated (connected) correlation functions is obtained via a linked cluster theorem as sums over connected graphs only. The moments of the stationary solution can be calculated as well. In all these solutions the cumulants of the single site distribution of the noise enter as multiplicative constants. To determine them, e.g., by comparison with an empirical correlation function, one can fit these constants (e.g., by the methods of least squares) and thereby one (approximately) determines laws of the solution and the driving noise.
| Original language | English |
|---|---|
| Article number | 043303 |
| Journal | Journal of Mathematical Physics |
| Volume | 48 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2007 |
| Externally published | Yes |
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Mathematical Physics
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