0
TECHNICAL BRIEFS

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

[+] Author and Article Information
W. G. Paff, G. Ahmadi

Department of Mechanical and Aeronautical Engineering, Clarkson University, Potsdam, NY 13699

J. Appl. Mech 60(3), 783-784 (Sep 01, 1993) (2 pages) doi:10.1115/1.2900876 History: Received December 10, 1990; Revised August 17, 1992; Online March 31, 2008

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.

Copyright © 1993 by The American Society of Mechanical Engineers
Your Session has timed out. Please sign back in to continue.

References

Figures

Tables

Errata

Discussions

Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In