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Brownian Motion, Mean Square Value

  1. Dec 2, 2008 #1
    I'm not sure where this belongs but I figure that this is the right place for it.

    1. The problem statement, all variables and given/known data
    The equation is m*v'(t)+[tex]\mu[/tex]*v(t)=f(t), where m is mass, [tex]\mu[/tex] is the drag coefficient, and f(t) is some random function. I am asked to find the values for v(t), <v2>, and <x2>

    2. Relevant equations

    3. The attempt at a solution
    Okay the first part is an easy DE for which I got v(t) I got v(t)=Ce-[tex]\mu[/tex]t/m+(e-[tex]\mu[/tex]t/m)/m*[tex]\int[/tex]e[tex]\mu[/tex]t/mf(t)dt, where C is an arbitrary constant. I have no idea how to go about finding the other two answers. I am supposed to find them analytically but I am not sure how to go about this. Any help is greatly appreciated.
  2. jcsd
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