evolution of the position of a particle SDE

Community: MathModDB

mathematical expression

Available identifiers

MaRDI QIDQ6775463

positions of particles evolve according to this set of coupled SDEs

Description

𝑋(𝑡) = (𝑋₁(𝑡), …, 𝑋ₙ(𝑡)) denote the (random) system state at time 𝑡

Defining Formula: $d{X}_i(t)=-\frac{1}{N}\sum _{j=1}^N{F}^{\prime }(X_i(t)-X_j(t))dt+\sigma d{W}_i(t)$

$F(x)$ represents interaction potential

$N$ represents number of particles

$W_i$ represents Wiener process

$X_i$ represents particle position

$\sigma$ represents mass diffusivity

Further items linking to evolution of the position of a particle SDE

Item	Property
stochastic particle based model for clustering dynamics	contains

This page was built for formula: evolution of the position of a particle SDE