Speaker: 

Professor Janek Wehr

Institution: 

University of Arizona

Time: 

Friday, February 12, 2010 - 11:00am

Location: 

RH 306

Motion of a Brownian particle in a force field is described in the Smoluchowski-Kramers approximation by a stochastic differential
equation---Langevin equation.
If the diffusion coefficient depends on the particle's position, this equation is ambiguous due to several possible interpretations
of the stochastic differential. Two most often used interpretations are those of Ito and Stratonovitch, so the problem
is sometimes called the Ito-Stratonovitch dilemma. I will discuss the results of a recent experiment, which determine what
is the correct interpretation of the Langevin equation and show how they are consistent mathematically with the
Smoluchowski-Kramers approximation. Possible implications for studying a class of stochastic differential equations will
be mentioned.