The path probability of stochastic motion of non dissipative systems with Gaussian noise

Details The path probability of stochastic motion of non dissipative systems with Gaussian noise The path probability of stochastic motion of non dissipative systems with Gaussian noise

2012-02-04

arxiv.org/abs/1202.0924v1

Physics

Condensed Matter

Statistical Mechanics

12 pages, 5 figures.arXiv admin note: text overlap with arXiv:1104.0381

Scientific paper

This is a study of the path probability by numerical simulation of stochastic motion of non dissipative or quasi-Hamiltonian systems. This ideal dynamical model implies that, apart from the random forces, the system is only subject to conservative forces or that, in the presence of friction force, the dissipated energy is negligible with respect to the variation (work) of the conservative force. In the nu- merical experiment, we used small particles subject to conservative forces and to a Gaussian noise (random displacements). The path probability was determined by observing a large number of particles all moving along many sampled paths between two fixed points in a fixed time period. It is found that the path probability decreases exponentially with increasing action of the paths.

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