Related papers: Relativistic Brownian Motion
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
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 consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…
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…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
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 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…
The paper proposes a 4-dimensional generalization of the Hamilton equations of motion to the case of the Minkowski space-time. The approach can be applied to quantum as well as to classical, non-relativistic as well as relativistic…
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 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…
In Minkowski spacetime, we consider an isolated system made of two pointlike bodies interacting at a distance, in the nonradiative approximation. Our framework is the covariant and a priori Hamiltonian formalism of "predictive relativistic…
We shall use the variational decomposition technique in order to calculate equations of motion and Noether energy-momentum complex for some classes of non-linear gravitational Lagrangians within the first-order (Palatini) formalism. In…
Treating the motion of a dust particle suspended in a liquid as a random walk, Einstein in 1905 derived an equation describing the diffusion of the particle's probability distribution in configuration space. Fokker and Planck extended this…
We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…
We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant…
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 relativistic Lagrangian in presence of potentials was formulated directly from the metric, with the classical Lagrangian shown embedded within it. Using it we formulated covariant equations of motion, a deformed Euler-Lagrange equation,…