Velocity spectrum for non-Markovian Brownian motion in a periodic potential

DOI10.1007/BF01055716zbMath0925.60143MaRDI QIDQ1203331

S. Singh

Publication date: 27 October 1993

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

Langevin equationcolored noisenon-Markovian processvelocity spectrumanalog simulationmatrix-continued-fraction method

Mathematics Subject Classification ID

Special processes (60K99) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (3)

Mean Field Limits for Interacting Diffusions with Colored Noise: Phase Transitions and Spectral Numerical Methods ⋮ Scaling limits for the generalized Langevin equation ⋮ Surface diffusion of a Brownian particle subjected to an external harmonic noise

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.

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