Langevin Equation

$m\frac{d}{dt}v(t)=-\lambda v(t)+\mu (t)$ is the original Langevin Master equation. It describes motion through a fluid, where the Force $F=m\frac{d}{dt}v(t)$ is a function of

• A dampening factor $\lambda$ that acts against the velocity $v(t)$.
• A noise factor $\mu$, which is often described in terms of the Wiener Process.