Langevin equations
From SklogWiki
The generalised Langevin equation can be considered as a mathematical rearrangement of the Liouville's theorem.
\[\frac{da(t)}{dt}= i\Omega a(t) - \int_0^t K(s) a(t-s) + F(t) ~ {\mathrm {d}}t\]
where \(a(t)\) is a set of dynamical variables, \(K(s)\) is a damping function and \(\Omega\) is a frequency matrix.