Langevin dynamics

Created

Created

2025 Jun 16 22:47

Creator

Creator

Seonglae Cho

Editor

Editor

Seonglae Cho

Edited

Edited

2025 Jul 4 22:19

Refs

Refs

A method of generating individual sample trajectories by solving
SDE

A motion equation with both drift (regular) term and stochastic noise term

where means (Gaissian) white noise.

The

Langevin equation describes individual sample paths while the

Fokker–Planck equation describes the evolution of the entire distribution, which are equivalent descriptions.

Langevin dynamics Notion

Langevin equation

Fokker–Planck equation

Kardar–Parisi–Zhang Equation

Langevin dynamics

In physics, Langevin dynamics is an approach to the mathematical modeling of the dynamics of molecular systems using the Langevin equation. It was originally developed by French physicist Paul Langevin. The approach is characterized by the use of simplified models while accounting for omitted degrees of freedom by the use of stochastic differential equations. Langevin dynamics simulations are a kind of Monte Carlo simulation.[1]

Langevin dynamics

https://en.wikipedia.org/wiki/Langevin_dynamics

Backlinks

Diffusion Model

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