Two Simulation Methods of Brownian Motion

نویسندگان

چکیده

Abstract Einstein-Smoluchowski’s theory and Langevin’s are two main theories to describe Brownian motion. The Einstein-Smoluchowski regards motion as random walking of particles, while the Langevin establishes a differential equation describing particles. Both involve numbers, i.e., only statistical results can be discussed. Based on above theories, this paper presents corresponding simulations, which verifies conclusions well compares their similarities, differences, applicable conditions. These offer guideline for further studies

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Simulation of fractional Brownian motion

Preface In recent years, there has been great interest in the simulation of long-range dependent processes, in particular fractional Brownian motion. Motivated by applications in communications engineering, I wrote my master's thesis on the subject in 2002. Since many people turned out to be interested in various aspects of fractional Brownian motion, I decided to update my thesis and make it p...

متن کامل

Elementary Simulation of Tethered Brownian Motion

We describe a simple numerical simulation, suitable for an undergraduate project (or graduate problem set), of the Brownian motion of a particle in a Hooke-law potential well. Understanding this physical situation is a practical necessity in many experimental contexts, for instance in single molecule biophysics; and its simulation helps the student to appreciate the dynamical character of therm...

متن کامل

On spectral simulation of fractional Brownian motion

This paper focuses on simulating fractional Brownian motion (fBm). Despite the availability of several exact simulation methods, attention has been paid to approximate simulation (i.e., the output is approximately fBm), particularly because of possible time savings. In this paper, we study the class of approximate methods that are based on the spectral properties of fBm’s stationary incremental...

متن کامل

On the Two - Dimensional Fractional Brownian Motion

We study the two-dimensional fractional Brownian motion with Hurst parameter H > 1 2. In particular, we show, using stochastic calculus , that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.

متن کامل

North - Holland TWO - DIMENSIONAL BROWNIAN MOTION

The theory of Brownian motion is one of the most useful tools in statistical mechanics. One aspect of this theory is that the equation of motion of the Brownian particle can be described by the Langevin equation where the force exerted on the Brownian particle is split into a frictional force and a random force. In the usual Langevin equation, memory (non-Markovian) effects are ignored; in the ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of physics

سال: 2021

ISSN: ['0022-3700', '1747-3721', '0368-3508', '1747-3713']

DOI: https://doi.org/10.1088/1742-6596/2012/1/012015