- #1
iibewegung
- 16
- 0
Hi,
Can anyone tell me an algorithm to generate the stationary Gaussian distribution R(t) with
[tex] \langle R(t) \rangle = 0 [/tex] (zero mean)
[tex] \langle R(t) R(t')^{T} \rangle = A \delta(t-t') [/tex], [tex]A = 2 \gamma k_B T m[/tex] (autocorrelation)
?
What I just wrote is from the Wikipedia article "Langevin dynamics"
and R(t) belongs to the simple Langevin equation
[tex]F(x) = m \ddot{x} = -\nabla U(x) - \gamma m \dot{x} + R(t)[/tex]
Can anyone tell me an algorithm to generate the stationary Gaussian distribution R(t) with
[tex] \langle R(t) \rangle = 0 [/tex] (zero mean)
[tex] \langle R(t) R(t')^{T} \rangle = A \delta(t-t') [/tex], [tex]A = 2 \gamma k_B T m[/tex] (autocorrelation)
?
What I just wrote is from the Wikipedia article "Langevin dynamics"
and R(t) belongs to the simple Langevin equation
[tex]F(x) = m \ddot{x} = -\nabla U(x) - \gamma m \dot{x} + R(t)[/tex]
Last edited: