Can anyone explain to me why the gaussian white noise term is multiplied by the(adsbygoogle = window.adsbygoogle || []).push({}); square rootof the time differential when we turn the Langevin differential equation into a finite difference equation for the purposes of integration?

http://pre.aps.org/pdf/PRE/v50/i6/p4404_1 [Broken]

The step I don't understand is the change in the last term in going from equation 3 to 4.

Any help would be greatly appreciated, thanks!

**Physics Forums - The Fusion of Science and Community**

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

# Numerical Integration of Langevin Equation

Loading...

Similar Threads - Numerical Integration Langevin | Date |
---|---|

A Comparative statistics of (trivariate) random event | Feb 10, 2017 |

I Propagating Error in both numerator and denominator of ratio | Jul 11, 2016 |

Regression Analysis of Tidal Phases | Nov 19, 2014 |

There are effectively computable numerical functions which aren’t prim | Feb 11, 2014 |

**Physics Forums - The Fusion of Science and Community**