Langevin diffusion

In Monte Carlo simulations, if smaller particles surround particle, where will particle be at later time? Answer uses white noise {Langevin equation} {Langevin diffusion}: 6 * k * T * (lambda / m) * D(t), where lambda/m is friction coefficient, T is absolute temperature, k is elasticity, and D(t) is distance at time t. At much later time, distance = (k * T) / (m * lambda).

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Mathematical Sciences>Statistics>Distribution>Markov Process

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Date Modified: 2022.0224