Related Experiment Video
Updated: Apr 15, 2026

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids
Published on: December 4, 2017
Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect
Julian Schmidt1, Alex Meistrenko1, Hendrik van Hees1,2
1Institut für Theoretische Physik, Goethe-Universität Frankfurt am Main, Max-von-Laue-Straße 1, 60438 Frankfurt, Germany.
Abstract:
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function, and then we study numerically the impact of time-correlated noise on the time evolution of a (1+1)-dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.
Related Concept Videos
Poisson's And Laplace's Equation
Gauss's Law
Propagation of Uncertainty from Random Error
Equilibrium Conditions for a Particle
To understand the concept of equilibrium, let us first consider the forces acting on an object. When different forces act on an object, they can...
Mean free path and Mean free time
Maxwell-Boltzmann Distribution: Problem Solving
This distribution function f(v) is defined by saying that the expected number N (v1,v2) of particles with speeds between v1 and v2 is given by

