# Questions tagged [brownian-motion]

Brownian motion is a stochastic process, continuous in space and time, used in several domains in physics. It is the motion followed by a point which velocity is a white Gaussian noise. This tag sould be used for questions concerning the properties of Brownian motion, white Gaussian noise and physical models using these concepts, like Langevin equations. It should not be used for questions about discrete random walks.

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### Probability for a brownian motion to exceed a value in finite time [closed]

What the probability for for a brownian motion $X(s)$ to exceed a distance 'a' in any moment in an interval of time $[0, t]$? $Prob(sup\; X(s) \geq a)$ I need to compute this using weiner path ...
3answers
67 views

### Second order brownian motion $\ddot{x}(t) = \xi(t)$

I'd like to solve for the pdf of position $$P(x,t) = \Big\langle \delta\Big(x-\int_0^t dt_1 \int_0^{t_1}dt_2 \xi(t_2)\Big)\Big\rangle$$ for the second order Brownian motion given by a Langevin-type ...
0answers
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### Langevin equation for anharmonic oscillator

I am trying to get my head around how to solve the following physical problem as an analogy for another field. Reading around the problem suggests a Langevin formulation. Consider two equal masses, $A$...
2answers
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0answers
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### What is the best software to simulate a Brownian Ratchet?

I'm trying to simulate a Brownian Ratchet, but don't know the best approach to tackle the problem. These are my inputs for the simulation that will each be varied one by one: Number of particles in ...
2answers
149 views

### Why this perpetuum mobile won't work?

Design of this perpetuum mobile is based on brownian motion. When you place a small particle ($3\ \mathrm{\mu m}$) in liquid, you can see it moving randomly, because it gets hit by moving molecules. ...
0answers
10 views