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arXiv · 1802.04382

Non-classical point of view of the Brownian motion generation via Fractional deterministic model

H. E. Gilardi-Velázquez·E. Campos-Cantón
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Abstract

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second order Langevin equation. Thus it is transformed into a system of three first order linear differential equations, additionally $\alpha$-fractional derivative are considered which allow us obtain better statistical properties. Switching Surfaces are established as a part of fluctuating acceleration. The final system of three $\alpha$-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of the mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

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H. E. Gilardi-Velázquez, E. Campos-Cantón. 2018-02-12. Non-classical point of view of the Brownian motion generation via Fractional deterministic model. https://doi.org/10.1142/s0129183118500201

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