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A Discrete Impulsive Model For Random Heating And Brownian Motion, John D. Ramshaw

Physics Faculty Publications and Presentations

The energy of a mechanical system subjected to a random force with zero mean increases irreversibly and diverges with time in the absence of friction or dissipation. This random heating effect is usually encountered in phenomenological theories formulated in terms of stochastic differential equations, the epitome of which is the Langevin equation of Brownian motion. We discuss a simple discrete impulsive model that captures the essence of random heating and Brownian motion. The model may be regarded as a discrete analog of the Langevin equation, although it is developed ab initio. Its analysis requires only simple algebraic manipulations and elementary …