Path probability for a Brownian motion

被引：0
|
作者：
PUJOS Cyril [1 ]
CALVAYRAC Florent [2 ]
WANG Qiuping Alexandre [1 ,2 ]
机构：
[1] LUNAM Université, ISMANS, Laboratoire de Physique Statistique et Systèmes Complexes
[2] LPEC, Université du Maine, Ave. O. Messiaen
来源：
Science Bulletin | 2011年 / 34期
关键词：
classical Brownian motion; path probability; Lagrangian action; Hamiltonian action;
D O I：
暂无
中图分类号：
O552.1 [布朗运动];
学科分类号：
0702 ;
摘要：
This work reports on numerical simulations of Brownian motion in the non-dissipative limit. The objective was to prove the existence of path probability and to compute probability values for some sample paths. By simulating a large number of particles moving from point to point under Gaussian noise and conservative forces, we numerically determine that the path probability decreases exponentially with increasing Lagrangian action of the paths.
引用
收藏
页码：3736 / 3740
页数：5
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