Please use this identifier to cite or link to this item: http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/8948
Title: Itö-distribution from Gibbs measure and a comparison with experiment
Authors: DHAWAN, ABHINAV
BHATTACHARYAY, ARIJIT
Dept. of Physics
Keywords: Itô-process
Coordinate-dependent diffusion
Multiplicative noise
Brownian motion
Modified Boltzmann distribution
Ito-vs-Stratonovich dilemma
2024
2024-MAY-WEEK3
TOC-MAY-2024
Issue Date: Mar-2024
Publisher: Elsevier B.V.
Citation: Physica A: Statistical Mechanics and its Applications, 637, 129599.
Abstract: Langevin dynamics of a confined Brownian particle with coordinate-dependent diffusion involves multiplicative noise. Mathematically, equilibrium of such a stochastic system with multiplicative noise is an Itô-process. However, in physics literature, the process and resulting Itô-distribution are not considered to represent equilibrium because the distribution is a modified Boltzmann distribution. Itô-distribution is derived in this paper from Gibbs measure without involving any convention for stochastic integration, hence, no Itô vs Stratonovich dilemma. Then, in the light of an existing experiment reported in 1994 by Faucheux and Libchaber, we compare the Boltzmann distribution with the modified one for thermal equilibrium of Brownian particle near confining walls causing coordinate dependence of diffusion. Distribution corresponding to the Itô-process (modified Boltzmann) is shown to adequately account for the experimental results where the Boltzmann-distribution fails.
URI: https://doi.org/10.1016/j.physa.2024.129599
http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/8948
ISSN: 0378-4371
1873-2119
Appears in Collections:JOURNAL ARTICLES

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