Random systems described with stochastic velocities

Arnulfo Castellanos-Moreno

Physica A: Statistical Mechanics and its Applications, 2002, vol. 316, issue 1, 189-202

Abstract: Kinematics of stochastic mechanics is used to study diffusion problems at a more general level, without forcing a link to Newtonian mechanics. Stochastic velocities are taken from Nelson's kinematics to study nonlinear random systems. Random effects are systematically separated from the deterministic motion via a transformation to fluctuation variables. Then, closed expressions for stochastic velocities are written, and as a consequence, analytical applications can be developed. A system is studied to show the difference between detailed and nondetailed balance. Besides, a one-dimensional problem is considered to characterize the relaxation process. The concept of entropy is introduced to find an expression describing stationary processes, so that one has two kind of tools to study this type of problems. The final result is that a few simple techniques are put together to describe a wide amount of phenomena.

Keywords: Fluctuation phenomena; Random processes; Noise and Brownian motion; Probability theory; Stochastic processes and statistics (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:316:y:2002:i:1:p:189-202

DOI: 10.1016/S0378-4371(02)01207-4

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