How does the Lagrangian apply to Brownian motion?

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Discussion Overview

The discussion revolves around the application of the Lagrangian framework to Brownian motion, exploring the theoretical underpinnings and seeking resources for better understanding. Participants express varying degrees of familiarity with the topic and seek clarification or references.

Discussion Character

  • Exploratory
  • Debate/contested
  • Technical explanation

Main Points Raised

  • One participant inquires about the functional form of the Lagrangian for Brownian motion.
  • Another participant suggests that the initial question may be misdirected and requests book recommendations for a clearer explanation.
  • Some participants respond with links to online resources and papers, indicating a lack of specific book recommendations.
  • A participant expresses frustration with responses that redirect to search engines, emphasizing a desire for direct assistance rather than sarcasm.
  • Several participants share links to papers that may provide relevant insights into the relationship between Lagrangian mechanics and Brownian motion.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the specific application of the Lagrangian to Brownian motion, and multiple viewpoints regarding the adequacy of available resources and the nature of the initial inquiry remain evident.

Contextual Notes

There is uncertainty regarding the specific Lagrangian formulation applicable to Brownian motion, and participants have not established a clear framework or definitions for discussing this relationship.

Steve Zissou
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Hello, how do we apply the idea of the Lagrangian to a Brownian motion? I guess what I mean is what is the Lagrangian functional form for a Brownian motion?
Thanks
 
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Perhaps that's the wrong question. How about this: can anyone point me toward a book in which the Lagrangian for Brownian motion is explained, such that an idiot can understand it?
Thanks
 
sankalpmittal said:
Isn't google your friend ? :smile:

http://www.google.com/search?q=Lagr...s=org.mozilla:en-US:official&client=firefox-a

I am not sure about any book in which this topic has been explained.

Look I'm sure you are a nice guy and all, but I'm not really looking for a "Hey man, try google" answer. What do you think? Do you think I've googled the topic before posting here?
I'm looking for help, not sarcasm.
 
Not sure if this is exactly what your looking for - but an interesting foundational stat mech discussion re "crucial distinction between two kingdoms of Hamiltonian/Lagrangian mechanics" with lessons drawn from Brownian motion: http://arxiv.org/abs/1101.0571
 
malreux said:
Not sure if this is exactly what your looking for - but an interesting foundational stat mech discussion re "crucial distinction between two kingdoms of Hamiltonian/Lagrangian mechanics" with lessons drawn from Brownian motion: http://arxiv.org/abs/1101.0571

Thanks!
 

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