Representation of intermediate time-scale motions in stochastic modeling: Analysis on stochastic description of classical Hamiltonian dynamics in relation with measurement imperfection

Details Representation of intermediate time-scale motions in stochastic modeling: Analysis on stochastic description of classical Hamiltonian dynamics in relation with measurement imperfection Representation of intermediate time-scale motions in stochastic modeling: Analysis on stochastic description of classical Hamiltonian dynamics in relation with measurement imperfection

2009-05-06

arxiv.org/abs/0905.0897v3

Physics

Condensed Matter

Statistical Mechanics

14 pages; one footnote has been added (footnote 7 in page 9), which gives more precise argument for the new slow dynamics rela

Scientific paper

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical description for intermediate time-scale motions with insufficient time-scale separation from the slow dynamical system. First, we analyze how the fast deterministic dynamics can be viewed as stochastic dynamics under experimental observation by intrinsic errors of measurement. Then, we present how the stochastic dynamical description should be modified if intermediate time-scale motions exist: the time correlation of the noise \xi is modified to <\xi(t)\xi(t')> = C(x,p)\delta(t-t'), where C(x,p) is a smooth function of the slow coordinate (x,p), and generally the cumulants of \xi except its average vary as a smooth function of the slow coordinates (x,p). The analysis given in this work actually shows that, regardless of the sufficiency of time-scale separation, any complex (chaotic and ergodic) dynamical system can be well described using Markov process, if we perfectly construct the deterministic part of (extended) stochastic dynamics.

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