Variational and Potential Formulation for Stochastic Partial Differential Equations

Nonlinear Sciences – Exactly Solvable and Integrable Systems

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Letter, 4 pages, no figures; v2: references added, minor changes

Scientific paper

10.1088/0305-4470/39/4/L03

There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single expression. In this Letter we formally provide a general Lagrangian formalism for SPDEs using the Hojman et al. method. We show that it is possible to write the corresponding effective potential starting from an s-equivalent Lagrangean, and that this potential is able to reproduce all the dynamics of the system, once a special differential operator has been applied. This procedure can be used to study the complete time evolution and spatial inhomogeneities of the system under consideration, and is also suitable for the statistical mechanics description of the problem. Keywords: stochastic partial differential equations, variational formulation, effective potential. PACS: 45.20.Jj; 02.50.-r; 02.50.Ey.

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