Brownian motion of a free particle

The Langevin equation for a free particle is a model for the stochastic motion of a particle in a liquid or a gas for short times, and is


mv˙=γv+n(t)

 

where v(t) is the particle velocity, γ is a drag coefficient, and n(t) is random noise. This is analogous to a massless particle in a harmonic potential, that's also a homework problem.

  • 1. Using this analogy, what is v(t)v(0), the velocity autocorrelation function?
  • 2. Complete the code hw5/free_hints.py to calculate and plot x2 as a function of time, assuming the particle at t=0 is at x=0. Units have been chosen so the m=1. What is the diffusion coefficient? Compare your results with the analytic solution for this problem, referenced in useful links that is here Links to an external site..