Langevin equation

same as Newton's equation of motion, but with additional terms for friction|damping and for stochastic collisions added

dynamic formula, formula, probabilistic formula, stochastic differential equation

MaRDI QIDQ6674259FDOCommunityMathModDBWikidataQ584537ScholiaQ584537

Named after

Paul Langevin

Description

Note that a Langevin equation can be reformulated as a Fokker–Planck equation governing a probability distribution.

Formula(s) and Quantities

$M\frac{{\mathrm{d}}^{\mathrm{2}}}{\mathrm{d}{t}^2}\overrightarrow{q}=F(q)-\gamma \frac{\mathrm{d}}{\mathrm{d}t}q+\sqrt{2\gamma k_{B}T}R(t)$

$F$ represents force acting on a particle

$M$ represents particle mass

$R(t)$ represents white noise

$T$ represents temperature

$\gamma$ represents coefficient of friction

$k_B$ represents Boltzmann constant

$q$ represents particle position

$t$ represents time

Specializations

Brownian equation

Newton second law of motion for constant mass

heavy particle Newton equation

References

https://en.wikipedia.org/wiki/Langevin_equation

Similar Formulas

Brownian equation

Fokker-Planck equation

Further links

Item	Property
classical time evolution	contains
Langevin dynamics	contains

---

---

Edit Langevin equation item

This page was built for formula: Langevin equation