论文标题

兰格文粒子的动能

Kinetic energy of the Langevin particle

论文作者

Escudero, Carlos

论文摘要

我们使用不同的方法计算Langevin粒子的动能。我们构建随机微分方程,以基于ITô和Stratonovich随机积分来描述此物理量。结果表明,Itô方程具有独特的解决方案,而Stratonovich拥有无限的许多,除了一个没有物理含义之外,所有这些都具有许多解决方案。我们讨论了这一事实如何与有关ITôvs Stratonovich困境的讨论以及对物理文献中Stratonovich解释的明显偏好的讨论。

We compute the kinetic energy of the Langevin particle using different approaches. We build stochastic differential equations that describe this physical quantity based on both the Itô and Stratonovich stochastic integrals. It is shown that the Itô equation possesses a unique solution whereas the Stratonovich one possesses infinitely many, all but one absent of physical meaning. We discuss how this fact matches with the existent discussion on the Itô vs Stratonovich dilemma and the apparent preference towards the Stratonovich interpretation in the physical literature.

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