1202.0924 (T. L. Lin et al.)

The path probability of stochastic motion of non dissipative systems
with Gaussian noise    [PDF]

T. L. Lin, R. Wang, Q. A. Wang

This is a study of the path probability by numerical simulation of stochastic
motion of non dissipative or quasi-Hamiltonian systems. This ideal dynamical
model implies that, apart from the random forces, the system is only subject to
conservative forces or that, in the presence of friction force, the dissipated
energy is negligible with respect to the variation (work) of the conservative
force. In the nu- merical experiment, we used small particles subject to
conservative forces and to a Gaussian noise (random displacements). The path
probability was determined by observing a large number of particles all moving
along many sampled paths between two fixed points in a fixed time period. It is
found that the path probability decreases exponentially with increasing action
of the paths.

View original: http://arxiv.org/abs/1202.0924