Brownian motion and quasi-Markov processes

T.W. Marshall

Physica A: Statistical Mechanics and its Applications, 1980, vol. 103, issue 1, 172-182

Abstract: We study the underdamped Brownian motion of a particle in a force field, with a stochastic force whose memory is short compared with the relaxation time, by the method of the stochastic Liouville equation. We show that such a system may be modelled approximately by a diffusion Markov process, if the coordinates used to describe it are the action variables of the unperturbed motion. The resulting Fokker-Planck equation is closely related to certain evolution equations obtained in Old Quantum Theory.

Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:103:y:1980:i:1:p:172-182

DOI: 10.1016/0378-4371(80)90212-5

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