Langevin equations

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The generalised Langevin equation can be considered as a mathematical rearrangement of the Liouville's theorem.

where is a set of dynamical variables, is a damping function and is a frequency matrix.

See also[edit]

References[edit]

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