{
  "id": "1410.1715",
  "version": "v1",
  "published": "2014-10-07T13:07:57.000Z",
  "updated": "2014-10-07T13:07:57.000Z",
  "title": "Homotopy analysis method for stochastic differential equations",
  "authors": [
    "Maciej Janowicz",
    "Filip Krzyżewski",
    "Joanna Kaleta",
    "Marian Rusek",
    "Arkadiusz Orłowski"
  ],
  "categories": [
    "cond-mat.stat-mech"
  ],
  "abstract": "The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian stochastic forces and to the Fokker-Planck equations. Only the simplest non-trivial examples of such equations are considered, but such that they can almost immediately be translated to those which appear in the stochastic quantization of a nonlinear scalar field theory. It has been found that the homotopy analysis method yields excellent agreement with exact results (when the latter are available) and appears to be a very promising approach in the calculations related to quantum field theory and quantum statistical mechanics.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-10-07T13:07:57.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations",
      "homotopy analysis method yields excellent",
      "analysis method yields excellent agreement",
      "nonlinear scalar field theory"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1410.1715J"
    }
  }
}