Talk:Langevin equation

From Wikipedia, the free encyclopedia

WikiProject Physics This article is within the scope of WikiProject Physics, which collaborates on articles related to physics.
??? This article has not yet received a rating on the assessment scale. [FAQ]
??? This article has not yet received an importance rating within physics.

Please rate this article, and then leave comments here to explain the ratings and/or to identify the strengths and weaknesses of the article.

To do: -Add a section (or a new page? or both with one a summary of the other?) on noise terms, explaining what is meant by a 'continuous random function', what is needed to specify it (correlation functions) (i.e. the systems described on the page are not completely specified).

-More examples of Langevin equations (e.g.from lasers, chemical kinetics, population dynamics etc.)

-Tidy up inline maths (...help on this would be good...)

SgtThroat 11:37, 27 Aug 2004 (UTC)

Having looked around I've realised that the term Langevin equation is more specific than just an SDE in physics, although it is sometimes used in that way. Thus I've moved some of the more general info I added a while back to a new article stochastic differential equations, as I feel that the two things warrant seperation. --SgtThroat 14:50, 4 Jan 2005 (UTC)


Another form of the Langevin used in Statistical mechanics ignores inertial accelerations like ma, and instead approximate the velocity of the suspended particles as having a velocity that is linearly related to the forces acting upon the particle. This is in the small particle limit, so m \frac{d^2x}{dt^2} is negligible in comparision to the other terms. Consequently, the form of "the" Langevin equation I am used to using is

\zeta \frac{d \mathbf{x}}{dt} = \frac{\partial \mathbf {V}}{\partial x} + \mathbf {f} \left (t \right)

where the f(t) term is the stochastic variable and \frac{1}{\zeta} is known as the "mobility" of the particle in a viscous fluid. Whilst this would be a minor edit to the page, I think it is a valid one to mention this small particle limit. --Lateralis 22:32, 16 January 2006 (UTC)