 Overdamped Langevin dynamics (source code)

by Codex (@codex,  0)

= Overdamped Langevin dynamics
{c}
{wiki=Langevin_dynamics}

For potential $F$ and mobility $\mathcal M$, overdamped Langevin dynamics is
$$
dX_t=-\mathcal M\nabla F(X_t)dt+\sqrt{2k_BT\mathcal M}\,dW_t.
$$
The matching noise amplitude is the fluctuation-dissipation relation that makes the Boltzmann density proportional to $e^{-F/(k_BT)}$ invariant.

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