Related papers: Relativistic generalization of Brownian Motion
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
A four-dimensional differential Euler-Lagrange equation for continuously distributed materials is derived based on the principle of least action, and instead of Lagrangian, this equation contains the Lagrangian density. This makes it…
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Brownian motion. In order to extend ggBm with independent…
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…
A locally Lorentz-covariant theory of gravity that is equivalent to general relativity in weak gravitational field is suggested. The space-time standards in local gravitational field are modified in terms of equivalence principle to keep…
We here consider a generalization of the Klein-Gordon scalar wave equation which involves a single arbitrary function. The quantization may be viewed as allowing $\hbar$ to be a function of the momentum or wave vector rather than a…
A nonrelativistic particle released from rest at the edge of a ball of uniform charge density or mass density oscillates with simple harmonic motion. We consider the relativistic generalizations of these situations where the particle can…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
Noether's calculus of invariant variations yields exact identities from functional symmetries. The standard application to an action integral allows to identify conservation laws. Here we rather consider generating functionals, such as the…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
We study the dynamics of an optical mode in a cavity with a movable mirror subject to quantum Brownian motion. We study the phase noise power spectrum of the output light, and we describe the mirror Brownian motion, which is responsible for…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
With this work we investigate an often neglected aspect of Brownian motor transport: The r\^{o}le of fluctuations of the noise-induced current and its consequences for the efficiency of rectifying noise. In doing so, we consider a Brownian…