Related papers: Relativistic Brownian Motion in 3+1 Dimensions
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
The covariant phase space method of Iyer, Lee, Wald, and Zoupas gives an elegant way to understand the Hamiltonian dynamics of Lagrangian field theories without breaking covariance. The original literature however does not systematically…
We analyze the asymptotic behavior of linear Fokker-Planck equations with time-dependent coefficients. Relaxation towards a Maxwellian distribution with time-dependent temperature is shown under explicitly computable conditions. We apply…
By using the AdS/CFT correspondence and G\"{o}del black hole background, we study the dynamics of heavy quark under a rotating plasma. In that case we follow Atmaja (JHEP 1304, 021, (2013)) about Brownian motion in BTZ black hole. In this…
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…
We use covariant and first-order formalism techniques to study the properties of general relativistic cosmology in three dimensions. The covariant approach provides an irreducible decomposition of the relativistic equations, which allows…
We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a circular region with an absorbing boundary. Using the passive Brownian particle as basis states and dealing with the activity as a…
$3+1$ formulations of the Einstein field equations have become an invaluable tool in Numerical relativity, having been used successfully in modeling spacetimes of black hole collisions, stellar collapse and other complex systems. It is…
We study point particles in 2+1 dimensional first order gravity using a triangulation to fix the connection and frame-field. The Hamiltonian is reduced to a boundary term which yields the total mass. The triangulation is dynamical with…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
We show that standard Relativistic Dynamics Equation F=dp/d\tau is only partially covariant. To achieve full Lorentz covariance, we replace the four-force F by a rank 2 antisymmetric tensor acting on the four-velocity. By taking this tensor…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
The similarity between Finsler and Riemann geometry is an intriguing starting point to extend general relativity. The lack of quadratic restriction over the line element (color) naturally generalize the Riemannian case and breaks the local…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
In recent years, different views on the interpretation of Lorentz covariance of non commuting coordinates were discussed. Here, by a general procedure, we construct the minimal canonical central covariantisation of the k-Minkowski…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
A relativistic kinetic Fokker-Planck equation that has been recently proposed in the physical literature is studied. It is shown that, in contrast to other existing relativistic models, the one considered in this paper is invariant under…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We provide an analytical solution for the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle trapped in an isotropic harmonic potential. Using the passive Brownian particle as basis states we show that the…