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    On the Convergence of Karhunen-Loeve Series Expansion for a Brownian Particle

    Source: Journal of Applied Mechanics:;1993:;volume( 060 ):;issue: 003::page 783
    Author:
    W. G. Paff
    ,
    G. Ahmadi
    DOI: 10.1115/1.2900876
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: A linear Langevin equation for the velocity of a Brownian particle is considered. The equation of motion is solved and the Karhunen-Loeve expansion for the particle velocity is derived. The mean-square velocity as obtained by the truncated Karhunen-Loeve expansion is compared with the exact solution. It is shown, as the number of terms in the series increases, the result approaches that of the exact solution asymptotically.
    keyword(s): Particulate matter , Equations of motion AND Equations ,
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      On the Convergence of Karhunen-Loeve Series Expansion for a Brownian Particle

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    http://yetl.yabesh.ir/yetl1/handle/yetl/111410
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    contributor authorW. G. Paff
    contributor authorG. Ahmadi
    date accessioned2017-05-08T23:40:29Z
    date available2017-05-08T23:40:29Z
    date copyrightSeptember, 1993
    date issued1993
    identifier issn0021-8936
    identifier otherJAMCAV-26350#783_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/111410
    description abstractA linear Langevin equation for the velocity of a Brownian particle is considered. The equation of motion is solved and the Karhunen-Loeve expansion for the particle velocity is derived. The mean-square velocity as obtained by the truncated Karhunen-Loeve expansion is compared with the exact solution. It is shown, as the number of terms in the series increases, the result approaches that of the exact solution asymptotically.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleOn the Convergence of Karhunen-Loeve Series Expansion for a Brownian Particle
    typeJournal Paper
    journal volume60
    journal issue3
    journal titleJournal of Applied Mechanics
    identifier doi10.1115/1.2900876
    journal fristpage783
    journal lastpage784
    identifier eissn1528-9036
    keywordsParticulate matter
    keywordsEquations of motion AND Equations
    treeJournal of Applied Mechanics:;1993:;volume( 060 ):;issue: 003
    contenttypeFulltext
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