A Comparative Study of Brownian Dynamics Based on the Jerk Equation Against a Stochastic Process Under an External Force Field

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.

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Publication Details

Journal
Mathematics
Published
2025-02-28
DOI
https://doi.org/10.3390/math13050804
Citations
1
Primary Topic
Complex Systems and Time Series Analysis
Type
article
Field-Weighted Citation Impact
3.13
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article

A Comparative Study of Brownian Dynamics Based on the Jerk Equation Against a Stochastic Process Under an External Force Field

A. Ruiz-Silva, J. Alberto Del Puerto-Flores, R. J. Escalante-González, E. Campos-Cantón et al.
1 citations
Mathematics
Complex Systems and Time Series Analysis
3.13
article

A Comparative Study of Brownian Dynamics Based on the Jerk Equation Against a Stochastic Process Under an External Force Field

A. Ruiz-Silva, J. Alberto Del Puerto-Flores, R. J. Escalante-González, E. Campos-Cantón, Hector Eduardo Gilardi-Velázquez, B. B. Cassal-Quiroga
article en
1 citations

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.

MathematicsVol. 13(5)
Institute for Scientific and Technological Research (MX), Autonomous University of San Luis Potosí (MX), Universidad Panamericana (MX)
Openalex Percentile: Top 10%
Complex Systems and Time Series Analysis
3.13
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