Path probability for a Brownian motion

• 来源期刊: 科学通报(英文版)
• 学科: 物理学
• 年，卷（期）: 2011,（34）
• 页码范围: 3736-3740
• 页数: 5页
• 分类号: O552.1
• 语种: 中文

摘要

This work reports on numerical simulations of Brownian motion in the non-dissipative limit. The objective was to prove the existence of path probability and to compute probability values for some sample paths. By simulating a large number of particles moving from point to point under Gaussian noise and conservative forces, we numerically determine that the path probability decreases exponentially with increasing Lagrangian action of the paths.