Langevin dynamics in inhomogeneous media: Re-examining the Itô-Stratonovich dilemma
نویسندگان
چکیده
منابع مشابه
Langevin dynamics in inhomogeneous media: re-examining the Itô-Stratonovich dilemma.
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral, known as the Itô-Stratonovich dilemma, is avoided since all interpretations converge to the same solution in the limit of small time steps. We use a newly develo...
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Relativistic Langevin dynamics in expanding media.
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2014
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.89.013301