Friday, May 13, 2016

The Langevin Equation


mx¨(t)=−μx˙(t)+η(t)
m  — mass
μ  — analogue of friction coefficient
η  — Gaussian noise,
e.g. ,  η∼N(0,ϵ^2)×N(0,ϵ^2)×N(0,ϵ^2)  for some variance  ϵ^2
Used to model friction forces that have some inherent randomness —
e.g. classical N-body models of fluids and molecular dynamics.

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