Processos estocásticos: difusão e crescimento

AUTOR(ES)

Ismael Victor de Lucena Costa

DATA DE PUBLICAÇÃO

2006

RESUMO

This thesis is dedicated to the study of stochastic processes related to diffusion and growth. We study normal and anomalous difusion described by the generalized Langevin equation. We show that the violation of the mixing condition induces violation in the ergodic hypothesis and in the uctuationdissipation theorem. The ballistic difusion and the random forced harmonic oscillator violate these conditions. We show that the correlation function is even, what excludes exponential, stretched exponential and power laws. However for broad band noise these cases appear as an asymptotic resulted. In this way the correlation function for normal difusion behaves as an exponential for a time t >>Ts, while for anomalous difusion it behaves as a Mittag-Leffler function. For short time scale t <

ASSUNTO(S)

processos estocásticos fisica condições de mistura flutuação-dissipação ruído ergodicodade

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