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Brownian dynamics, time-averaging and colored noise

Author

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  • Soares-Pinto, D.O.
  • Morgado, W.A.M.

Abstract

We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a thermal bath. The present method allows us to treat, among other cases, a Gaussian noise function exponentially correlated in time, e.g., Gaussian colored noise. We obtain the exact equilibrium solution and study some of its properties.

Suggested Citation

  • Soares-Pinto, D.O. & Morgado, W.A.M., 2006. "Brownian dynamics, time-averaging and colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(2), pages 289-299.
    • Handle: RePEc:eee:phsmap:v:365:y:2006:i:2:p:289-299
    DOI: 10.1016/j.physa.2006.01.063
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    Cited by:

    1. Morgado, W.A.M., 2015. "Exact cumulant Kramers–Moyal-like expansion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 493-508.

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