๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Brownian motion in a weak stochastic field

โœ Scribed by E. Levich; L.M. Pismen


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
298 KB
Volume
40
Category
Article
ISSN
0009-2614

No coin nor oath required. For personal study only.

โœฆ Synopsis


The diffusion of particles in an arbitrary stochastic force field is considered. It is shown that if the magnitude of the stochastic force depends both on time and space cocrdinates, the expression for the diffusion tensor may differ significantly from the usuai one obtained when the stochastic force is only time dependent. If there are specific correlations betweer? spatial and temporal fluctuations of the stochastic field, the diffusion tensor is proportional to the square of the spectral function. The general result is applicable to a wide range of stochastic fields, for example, stochastic waves of various


๐Ÿ“œ SIMILAR VOLUMES


Brownian motion in a magnetic field
โœ Behram KurลŸunoวงlu ๐Ÿ“‚ Article ๐Ÿ“… 1962 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 419 KB
Generalized Brownian Motion, Point Proce
โœ Prof. Dr. K.-H. Fichtner; G. Winkler ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 794 KB

A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple

Stochastic Development of Individual Mem
โœ D.R. Clother; J. Brindley ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Springer ๐ŸŒ English โš– 404 KB

The paper looks at a formulation of physiologically structured population models within which individual development is affected by a special form of demographic stochasticity, accounting for random success or failure at exploiting available resources. This frees models from the requirement that ind