Non-Markovian Effects on the Brownian Motion of a Free Particle
arXiv:1003.3443 · doi:10.1016/j.physa.2011.04.014
Abstract
Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.
References in corpus (4)
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Cited by in corpus (5)
- Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes
- Fokker-Planck equation on metric graphs
- Non-Markovian quantum Brownian motion: a non-Hamiltonian approach
- Anomalous Brownian motion via linear Fokker-Planck equations
- Relating the wave-function collapse with Euler's formula, with applications to Classical Statistical Field Theory