A Classical Mechanical Model of Brownian Motion with One Particle Coupled to a Random Wave Field

被引:0
作者
Kusuoka, Shigeo [2 ]
Liang, Song [1 ]
机构
[1] Univ Tsukuba, Inst Math, Tsukuba, Ibaraki 3058571, Japan
[2] Univ Tokyo, Grad Sch Math Sci, Tokyo, Japan
基金
日本学术振兴会;
关键词
Brownian motion; Classical mechanics; Convergence; Diffusions; Wave field; DYNAMICS;
D O I
10.1080/07362994.2012.668444
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the problem of deriving Brownian motions from classical mechanical systems. Specifically, we consider a system with one massive particle coupling to an ideal random wave field, evolved according to classical mechanical principles. We prove the almost sure existence and uniqueness of the solution of the considered dynamics, prove the convergence of the solution under a certain scaling limit and give the precise expression of the limiting process, a diffusion process.
引用
收藏
页码:493 / 528
页数:36
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