Volume 5 Issue 1
Jul 2015
Turn off MathJax
Article Contents
WANG Ke-Gang, LONG Qi-Wei. Long-Time Correlation Effects and Fractal Braonian Motion[J]. Chinese Journal of High Pressure Physics, 1991, 5(1): 52-56 . doi: 10.11858/gywlxb.1991.01.008
Citation: WANG Ke-Gang, LONG Qi-Wei. Long-Time Correlation Effects and Fractal Braonian Motion[J]. Chinese Journal of High Pressure Physics, 1991, 5(1): 52-56 . doi: 10.11858/gywlxb.1991.01.008

Long-Time Correlation Effects and Fractal Braonian Motion

doi: 10.11858/gywlxb.1991.01.008
More Information
  • Corresponding author: WANG Ke-Gang
  • Received Date: 20 Jul 1990
  • Rev Recd Date: 04 Oct 1990
  • Publish Date: 05 Mar 1991
  • We present a comprehensive study of the motion of a damped Brownian particle undergoing a randomly fluctuating force with zero mean and a correlation function of a power-law time dependence, or C(t)~t-, 01, 12, instead of the Dirac delta-function. It is evident that this motion is fractional Brownian motion or fractal Brownian motion (fBm). The effective Fokker-Planck equation for fBm and its solution for fBm are presented. We have also established the quantitative relation of long-time correlation of power law time dependence to the fBm and anomalous diffusion.

     

  • loading
  • Brown R. Phil Mag, 4(1828): 162.
    Einstein A. Investigations on the Theory of the Brownian Movement. Dover, New York, 1956.
    Mandelbrot B B, Van Ness J W. SIAM Review, 1968, 10: 422.
    Adler B J, Wainwright T E. Phys Rev Lett, 1967, 18: 988; Phys Rev A, 1970, 1: 18.
    Reichl L E. Phys Rev A, 1981, 24: 609.
    Aharony A. Scaling Phenomena in Disordered System. Edited by R Pynn, A Skjeltorp. Plenum Press, 1985: 289.
    Fox R F. Phys Rev A, 1986, 33: 467; Phys Rev A, 1986, 34: 4526.
    Wang K G, et al. Functional-Calculus Approach to Motion of a Damped Brownian Particle Evolving in a Long Time Correlation Fluctuating Force.
    Mandelbrot B B. The Fractal Geometry of Nature. New York: Freeman, 1982.
    Feder J. Fractals. New York and London: Plenum Press, 1988.
    Bouchaud J P, et al. Phys Rev Lett, 1990, 64: 2503.
    Voss R. Physica D, 1989, 38: 362.
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Article Metrics

    Article views(15922) PDF downloads(1051) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return