Non-classical point of view of the Brownian motion generation via Fractional deterministic model
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second order Langevin equation. Thus it is transformed into a system of three first order linear differential equations, additionally $\alpha$-fractional derivative are considered which allow us obtain better statistical properties. Switching Surfaces are established as a part of fluctuating acceleration. The final system of three $\alpha$-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of the mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.