Rotational Brownian motion Rotational Brownian motion Rotational Brownian motion is the random change in the orientation of a polar molecule due to collisions with other molecules. It is an important element of theories of dielectric materials. The polarization of a dielectric material is a competition between torques due to the imposed electric field, which tend to align the molecules, and collisions, which tend to destroy the alignment. The theory of rotational Brownian motion allows one to calculate the net result of these two competing effects, and to predict how the permittivity of a dielectric material depends on the strength and frequency of the
Fractional Brownian motion Suppose we want to simulate the values of the "fBM" at times formula_12 using the Cholesky decomposition method. In order to compute formula_15, we can use for instance the Cholesky decomposition method. An alternative method uses the eigenvalues of formula_16: Note that the result is real-valued because formula_36. Note that since the eigenvectors are linearly independent, the matrix formula_39 is invertible. It is also known that where "B" is a standard Brownian motion and Where formula_47 is the Euler hypergeometric integral. Say we want to simulate an "fBm" at points formula_48. The integral may be efficiently computed by Gaussian quadrature.