Hi,(adsbygoogle = window.adsbygoogle || []).push({});

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]

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Langevin dynamics random force term generation algorithm

**Physics Forums | Science Articles, Homework Help, Discussion**