Brownian Motion on Cantor Sets

Author(s):  
Ali Khalili Golmankhaneh ◽  
Saleh Ashrafi ◽  
Dumitru Baleanu ◽  
Arran Fernandez

AbstractIn this paper, we have investigated the Langevin and Brownian equations on fractal time sets using Fα-calculus and shown that the mean square displacement is not varied linearly with time. We have also generalized the classical method of deriving the Fokker–Planck equation in order to obtain the Fokker–Planck equation on fractal time sets.

Author(s):  
Guangle Du ◽  
Sunita Kumari ◽  
Fangfu Ye ◽  
Rudolf Podgornik

Abstract Locomotion in segmented animals, such as annelids and myriapods (centipedes and millipedes), is generated by a coordinated movement known as metameric locomotion, which can be also implemented in robots designed to perform specific tasks. We introduce a theoretical model, based on an active directional motion of the head segment and a passive trailing of the rest of the body segments, in order to formalize and study the metameric locomotion. The model is specifically formulated as a steered Ornstein-Uhlenbeck curvature process, preserving the continuity of the curvature along the whole body filament, and thus supersedes the simple active Brownian model, which would be inapplicable in this case. We obtain the probability density by analytically solving the Fokker-Planck equation pertinent to the model. We also calculate explicitly the correlators, such as the mean-square orientational fluctuations, the orientational correlation function and the mean-square separation between the head and tail segments, both analytically either via the Fokker-Planck equation or directly by either solving analytically or implementing it numerically from the Langevin equations. The analytical and numerical results coincide. Our theoretical model can help understand the locomotion of metameric animals and instruct the design of metameric robots.


2017 ◽  
Vol 2017 ◽  
pp. 1-7 ◽  
Author(s):  
Long Shi ◽  
Aiguo Xiao

We consider a particular type of continuous time random walk where the jump lengths between subsequent waiting times are correlated. In a continuum limit, the process can be defined by an integrated Brownian motion subordinated by an inverse α-stable subordinator. We compute the mean square displacement of the proposed process and show that the process exhibits subdiffusion when 0<α<1/3, normal diffusion when α=1/3, and superdiffusion when 1/3<α<1. The time-averaged mean square displacement is also employed to show weak ergodicity breaking occurring in the proposed process. An extension to the fractional case is also considered.


2013 ◽  
Vol 23 ◽  
pp. 3-8 ◽  
Author(s):  
Xiao Jun Yang ◽  
Dumitru Baleanu

Recently the local fractional operators have started to be considered a useful tool to deal with fractal functions defined on Cantor sets. In this paper, we consider the Fokker-Planck equation on a Cantor set derived from the fractional complex transform method. Additionally, the solution obtained is considered by using the local fractional variational iteration method.


Soft Matter ◽  
2021 ◽  
Author(s):  
Nicos Makris

Motivated from the central role of the mean-square displacement and its second time-derivative – that is the velocity autocorrelation function in the description of Brownian motion, we revisit the physical meaning of its first time-derivative.


1968 ◽  
Vol 23 (4) ◽  
pp. 597-609 ◽  
Author(s):  
Siegfried Hess

A kinetic theory for the Brownian motion of spherical rotating particles is given starting from a generalized Fokker-Planck equation. The generalized Fokker-Planck collision operator is a sum of two ordinary Fokker-Planck differential operators in velocity and angular velocity space respectively plus a third term which provides a coupling of translational and rotational motions. This term stems from a transverse force proportional to the cross product of velocity and angular velocity of a Brownian particle. Collision brackets pertaining to the generalized Fokker-Planck operator are defined and their general properties are discussed. Application of WALDMANN'S moment method to the Fokker-Planck equation yields a set of coupled linear differential equations (transport-relaxation equations) for certain local mean values. The constitutive laws for diffusion, heat conduction by Brownian particles and spin diffusion are deduced from the transport-relaxation equations. The transport-relaxations coefficients appearing in them are given in terms of the two friction coefficients for the damping of translational and rotational motions and a third coefficient which is a measure of the transverse force. By the coupling of translational and rotational motions a diffusion flow gives rise to a correlation of linear and angular velocities.


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