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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