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Generalised Ornstei...
Generalised Ornstein-Uhlenbeck processes
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Bezuglyy, V. (author)
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- Mehlig, Bernhard, 1964 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för fysik (GU),Department of Physics (GU)
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Wilkinson, M. (author)
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Nakamura, K. (author)
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- Arvedson, Erik (author)
- Gothenburg University,Göteborgs universitet,Institutionen för fysik (GU),Department of Physics (GU)
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(creator_code:org_t)
- AIP Publishing, 2006
- 2006
- English.
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In: Journal of Mathematical Physics. - : AIP Publishing. - 0022-2488 .- 1089-7658. ; 47
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Abstract
Subject headings
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- We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [Ornstein and Uhlenbeck, Phys. Rev. 36, 823 (1930)]. Our generalized Ornstein-Uhlenbeck systems include a force which depends upon the position of the particle, as well as upon time. They exhibit anomalous diffusion at short times, and non-Maxwellian velocity distributions in equilibrium. Two approaches are used. Some statistics are obtained from a closed-form expression for the propagator of the Fokker-Planck equation for the case where the particle is initially at rest. In the general case we use spectral decomposition of a Fokker-Planck equation, employing nonlinear creation and annihilation operators to generate the spectrum which consists of two staggered ladders.
Subject headings
- NATURVETENSKAP -- Fysik (hsv//swe)
- NATURAL SCIENCES -- Physical Sciences (hsv//eng)
Publication and Content Type
- ref (subject category)
- art (subject category)
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