Mean square winding angle of Brownian motion around an impenetrable cylinder

An exact formula is derived, as an integral, for the mean square value of the winding angle ϕ (with −∞< ϕ a ) from the axis. Strikingly, for the simpler problem with a = 0, the mean square winding angle around a straight line, is long known to be instantly infinite however far away the starting...

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Veröffentlicht in:Journal of physics. A, Mathematical and theoretical Mathematical and theoretical, 2022-06, Vol.55 (23), p.234007
Hauptverfasser: Hannay, J H, Wilkinson, Michael
Format: Artikel
Sprache:eng
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Zusammenfassung:An exact formula is derived, as an integral, for the mean square value of the winding angle ϕ (with −∞< ϕ a ) from the axis. Strikingly, for the simpler problem with a = 0, the mean square winding angle around a straight line, is long known to be instantly infinite however far away the starting point lies. The fractally small, fast, random walk steps of mathematical Brownian motion allow unbounded windings around the zero thickness of the straight line. A remedy, if it is required, is to accord the line non-zero thickness, an impenetrable cylinder, as analysed here. The problem straightaway reduces to a 2D one of winding around a disc in a plane since the axial component of the 3D Brownian motion is independent of the others. After deriving the exact mean square winding angle, the integral is evaluated in the limit of a narrow cylinder a 2 ≪ R 2 , highlighting the limits of short and long diffusion times addressed by previous approximate treatments.
ISSN:1751-8113
1751-8121
DOI:10.1088/1751-8121/ac6af7