Dynamical formulation of Gaussian white noise

被引:0
|
作者
Ordonez, G [1 ]
Kim, S [1 ]
机构
[1] Univ Texas, Ctr Studies Stat Mech & Complex Syst, Austin, TX 78712 USA
关键词
Brownian motion; white noise; dynamics; integrability; resonances;
D O I
10.1117/12.500170
中图分类号
O59 [应用物理学];
学科分类号
摘要
We study the connection between Hamiltonian dynamics and irreversible, stochastic equations, such as the Langevin equation. We consider a simple model of a harmonic oscillator (Brownian particle) coupled to a field (heat bath). We introduce an invertible transformation operator A that brings us to a new representation where dynamics is decomposed into independent Markovian components, including Brownian motion. The effects of Gaussian white noise are obtained by the non-distributive property of A with respect to products of dynamical variables. In this way we obtain an exact formulation of white noise effects. Our method leads to a direct link between dynamics of Poincare nonintegrable systems, probability and stochasticity.
引用
收藏
页码:427 / 438
页数:12
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