Title of article :
An approach to generate deterministic Brownian motion
Author/Authors :
Huerta-Cuellar، نويسنده , , G. and Jiménez-Lَpez، نويسنده , , E. and Campos-Cantَn، نويسنده , , E. and Pisarchik، نويسنده , , A.N.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
7
From page :
2740
To page :
2746
Abstract :
We propose an approach for generation of deterministic Brownian motion. By adding an additional degree of freedom to the Langevin equation and transforming it into a system of three linear differential equations, we determine the position of switching surfaces, which act as a multi-well potential with a short fluctuation escape time. Although the model is based on the Langevin equation, the final system does not contain a stochastic term, and therefore the obtained motion is deterministic. Nevertheless, the system behavior exhibits important characteristic properties of Brownian motion, namely, a linear growth in time of the mean square displacement, a Gaussian distribution, and a −2 power law of the frequency spectrum. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.
Keywords :
Brownian motion , Deterministic Brownian motion , Unstable dissipative systems , DFA analysis
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Serial Year :
2014
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Record number :
1538661
Link To Document :
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