Related papers: Relativistic generalization of Brownian Motion
We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m…
The Lorentz transformations are represented by Einstein velocity addition on the ball of relativistically admissible velocities. This representation is by projective maps. The Lie algebra of this representation defines the relativistic…
We establish a relation between the solution of a relativistic bound state equation in quantum mechanics and the field representation of a bound state with the aid of creation and annihilation operators. We show that a bound system can be…
Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion. As an application of a recent result of ours on exponential functionals of Brownian motion, we show in this paper that, for every fixed $t>0$, the process given by…
We demonstrate how to construct a lorentz-invariant, hidden-variable interpretation of relativistic quantum mechanics based on particle trajectories. The covariant theory that we propose employs a multi-time formalism and a…
It is shown that a nonrelativistic mechanical system involving a general nonrelativistic potential V(|r1-r2|) between point particles at positions r1 and r2 can be extended to a Lagrangian system which is invariant under Lorentz…
A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
In this paper, we generalize the classical Freidlin-Wentzell's theorem for random perturbations of Hamiltonian systems. In stead of the two-dimensional standard Brownian motion, the coefficient for the noise term is no longer the identity…
A formally exact relation is derived which connects thermodynamically non-equilibrium evolution of gas density distribution after its arbitrary strong spatially non-uniform perturbation and evolution of many-particle correlations between…
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small,…
The presence of multiplicative noise can alter measurements of forces acting on nanoscopic objects. Taking into account of multiplicative noise, we derive a series of non-equilibrium thermodynamical equalities as generalization of the…
We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…
The paper is devoted to the problem of the determination of regular and thermal forces acting on microscopic and smaller objects in fluids. One of the methods how regular forces are determined is the measurement of the drift velocity of…
We introduce a notion of regularized total variation on an interval for continuous functions with unbounded variation. The definition of regularized total variation is obtained from that of total variation by subtracting a penalty for the…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
A general Hamiltonian theory for the adiabatic motion of relativistic charged particles confined by slowly-varying background electromagnetic fields is presented based on a unified Lie-transform perturbation analysis in extended phase space…
A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic…
Special relativity theory is well established and confirmed by experiments. This research establishes an operational measurement way to express the great theory in a geometrical form. This may be valuable for understanding the underlying…