Related papers: Relativistic Brownian Motion
The 2+1+1 decomposition of space-time is useful in monitoring the temporal evolution of gravitational perturbations/waves in space-times with a spatial direction singled-out by symmetries. Such an approach based on a perpendicular double…
This paper develops a geometric mechanics framework for the reduction of general relativistic hydrodynamic variational principles, from the variation of worldlines approach in 4D spacetime to 3-dimensional Eulerian descriptions. We consider…
Consider an $L^1$-continuous functional $\ell$ on the vector space of polynomials of Brownian motion at given times, suppose $\ell $ commutes with the quadratic variation in a natural sense, and consider a finite set of polynomials of…
In this work we introduce two different generalizations of the Fokker-Planck equation in (1+1) dimensions by replacing the spatial derivatives in terms of generalized Dunkl-type derivatives involving reflection operators. As applications of…
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…
In classical relativistic mechanics, a "preferred" proper direction in spacetime for each particle is determined by the direction of its 4-momentum. Analogously, for each quantum particle we find a local direction uniquely determined by the…
In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the…
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…
The continued-fraction method to solve classical Fokker--Planck equations has been adapted to tackle quantum master equations of the Caldeira--Leggett type. This can be done taking advantage of the phase-space (Wigner) representation of the…
This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
The aim of this paper is to rewrite the Fokker - Planck equation according to transformation of space coordinates. This is nontrivial problem, because transformation of space coordinates induces transformation of velocities. We can use…
We consider the relativistic generalization of the harmonic oscillator problem by addressing different questions regarding its classical aspects. We treat the problem using the formalism of Hamiltonian mechanics. A Lie algebraic technique…
The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m via instantaneous collisions. Using the van Kampen method of expansion of the master equation,…
The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…
Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…
Models of relativistic particle with Lagrangian ${\cal L}(k_1)$, depending on the curvature of the worldline $k_1$, are considered. By making use of the Frenet basis, the equations of motion are reformulated in terms of the principal…
An alternative derivation of Brownian motion is presented. Instead of supplementing the linearized Navier-Stokes equation with a fluctuating force, we directly assume a Gaussian action functional for solvent velocity fluctuations. Solvating…
A general formalism for obtaining the Lagrangian and Hamiltonian for a one dimensional dissipative system is developed. The formalism is illustrated by applying it to the case of a relativistic particle with linear dissipation. The…
We review the recent results on development of vector models of spin and apply them to study the influence of spin-field interaction on the trajectory and precession of a spinning particle in external gravitational and electromagnetic…