johnt447
Oct31-11, 04:10 PM
Sorry if this is in the wrong section but i have a problem, I have no experience with stochastic equations well analytically anyway.
The equation i have is the following;
\frac{dv}{dt} = - \alpha v+ \lambda F+\eta
Where alpha lambda and F are constants, v is a variable (speed in this case) and eta is a random value. I believe this is similar to Brownian motion with an applied field, although i have no idea how to solve this analytically i plan to solve it analytically and compare it to a numerical solution. So any help will be most appreciated!
The equation i have is the following;
\frac{dv}{dt} = - \alpha v+ \lambda F+\eta
Where alpha lambda and F are constants, v is a variable (speed in this case) and eta is a random value. I believe this is similar to Brownian motion with an applied field, although i have no idea how to solve this analytically i plan to solve it analytically and compare it to a numerical solution. So any help will be most appreciated!