The Effective Eigenvalue Method and Its Application to Stochastic Problems in Conjunction with the Nonlinear Langevin Equation

Abstract
The concept of the effective eigenvalue appears to have been originally introduced into the study of relaxation problems in statistical physics by Leontovich.’ It was later developed and applied (sometimes implicitly) to a variety of stochastic problems in laser polar fluids,’ polymers,8 nematic liquid crystals? lo etc. In the present context, namely the theory of the Brownian motion, the method constitutes a truncation procedure which allows one using simple assumptions to obtain closed-form approximations to the solution of certain infinite hierarchies of differential-difference equations in the time variables. These magnetic domains, equations govern the time behavior of the statistical averages characterizing the relaxation of nonlinear stochastic systems. Thus, their solution is needed to calculate observable quantities such as the relaxation times and dynamic susceptibilities of the system
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Citation
Coffey, W.T. and KALMYKOV, Y., 1993. THE EFFECTIVE EIGENVALUE METHOD AND ITS APPLICATION TO STOCHASTIC PROBLEMS IN CON JUNCTION WITH THE NONLINEAR LANGEVIN EQUATION.