What is Langevin model?

What is Langevin model?


A Langevin model is a type of stochastic model used in physics. In addition, other fields to describe the dynamics of a system under the influence of random fluctuations. Moreover, named after French physicist Paul Langevin, who introduced it in the early 20th century.

Albert EinsteinPaul Ehrenfest, Paul Langevin, Heike Kamerlingh Onnes, and Pierre Weiss at Ehrenfest’s home in Leiden in the Netherlands

The model, based on the idea that the motion of a particle or system becomes influenced by both deterministic forces and random fluctuations.

The model typically takes the form of a stochastic differential equation (SDE). Furthermore, which describes how the system evolves over time in response to these forces.

The model, often used to study systems that exhibit complex dynamics, such as the Brownian motion of particles in a fluid or the behavior of financial markets. It can also become used to study the behavior of systems that are subject to noise, such as electronic circuits or biological cells.

In conclusion, and in summary, the Langevin model is a mathematical framework for studying the dynamics of complex systems. Lastly, systems that are subject to both deterministic forces and random fluctuations.

What is Langevin model?