• Trajectories of Brownian particles with space-correlated noise

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      https://www.ias.ac.in/article/fulltext/jcsc/129/07/0983-0988

    • Keywords

       

      Stochastic processes; fluctuations; random walks.

    • Abstract

       

      The Langevin equation used to model Brownian motion includes a stochastic process that is routinely assumed to be a Gaussian white noise. Spatial correlations of the noise are usually ruled out, and the paths traced by the random walkers are statistically independent. In this study, I consider instead noise which is white in time and has a Gaussian correlation in space, and by means of numerical simulation, I show how the spatial correlation determines the time evolution of the spatial separation of random walkers.

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  • Journal of Chemical Sciences | News

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