A Comparative Study of Brownian Dynamics Based on the Jerk Equation Against a Stochastic Process Under an External Force Field
Year: 2025
Type: article
Abstract: Brownian motion has been studied since 1827, leading to numerous important advances in many branches of science and to it being studied primarily as a stochastic dynamical system. In this paper, we present a deterministic model for the Brownian motion for a particle in a constant force field based on the Ornstein–Uhlenbeck model. By adding one degree of freedom, the system evolves into three differential equations. This change in the model is based on the Jerk equation with commutation surfaces and is analyzed in three cases: overdamped, critically damped, and underdamped. The dynamics of the proposed model are compared with classical results using a random process with normal distribution, where despite the absence of a stochastic component, the model preserves key Brownian motion characteristics, which are lost in stochastic models, giving a new perspective to the study of particle dynamics under different force fields. This is validated by a linear average square displacement and a Gaussian distribution of particle displacement in all cases. Furthermore, the correlation properties are examined using detrended fluctuation analysis (DFA) for compared cases, which confirms that the model effectively replicates the essential behaviors of Brownian motion that the classic models lose.
Source: Mathematics
DOI: 10.3390/math13050804
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $3,137
OpenAlex ID: W4408055284