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Langevin equations - PowerPoint PPT Presentation

Lecture 6: Langevin equations

Lecture 6: Langevin equations. Outline: linear/nonlinear, additive and multiplicative noise soluble linear example w/ additive noise: Ornstein-Uhlenbeck process general 1-d nonlinear equation with multiplicative noise relation to Fokker-Planck equation

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1.3k views • 91 slides

Stochastic Differential Equations

Stochastic Differential Equations. Langevin equations Fokker Planck equations Equilibrium distributions correlation functions Purely dissipative Langevin equation Simple example Generalised stochastic Markov processes Discretized Langevin equations. Simplest form of Langevin equation.

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392 views • 16 slides

How to treat negative diffusion problems: the anharmonic oscillator in the Q-representation

How to treat negative diffusion problems: the anharmonic oscillator in the Q-representation. S. Barnett. IMEDEA. R. Zambrini. http://www.imedea.uib .es. Problem.

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204 views • 14 slides

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Langevin equations - PowerPoint PPT Presentation

Lecture 6: Langevin equations

Stochastic Differential Equations

How to treat negative diffusion problems: the anharmonic oscillator in the Q-representation