Langevin equations

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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.

[edit] See also

[edit] References

  1. Hazime Mori "Transport, Collective Motion, and Brownian Motion", Progress of Theoretical Physics 33 pp. 423-455 (1965)
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