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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive

TMF, 1988 Volume 76, Number 2, Pages 219–230 (Mi tmf5055)

This article is cited in 12 papers

Hierarchy of time scales in the case of weak diffusion

V. A. Buslov, K. A. Makarov


Abstract: The variational method is used to calculate the asymptotic behavior of the lowest eigenvalues and eigenfunctions of the diffusion operator in the case of a small diffusion coefficient. It is shown that for certain time scales the diffusion process can be replaced by Markov processes with finite number of states.

Received: 13.10.1986


 English version:
Theoretical and Mathematical Physics, 1988, 76:2, 818–826

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