scholarly journals Kramers equation for a charged Brownian particle: The exact solution

2005 ◽  
Vol 355 (2-4) ◽  
pp. 274-282 ◽  
Author(s):  
Tania P. Simões ◽  
Roberto E. Lagos
1993 ◽  
Vol 60 (3) ◽  
pp. 783-784
Author(s):  
W. G. Paff ◽  
G. Ahmadi

A linear Langevin equation for the velocity of a Brownian particle is considered. The equation of motion is solved and the Karhunen-Loeve expansion for the particle velocity is derived. The mean-square velocity as obtained by the truncated Karhunen-Loeve expansion is compared with the exact solution. It is shown, as the number of terms in the series increases, the result approaches that of the exact solution asymptotically.


1986 ◽  
Vol 47 (6) ◽  
pp. 1029-1034 ◽  
Author(s):  
J.C. Parlebas ◽  
R.H. Victora ◽  
L.M. Falicov

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