- #1
sinusoid
- 1
- 0
hi all, i am a new member here. nice to meet you all.
i remember seeing a derivation of diffusion equation from the equation of motion \dot{x}=\eta(t) where \eta(t) is white noise. i can't remember where i saw this... could anyone please help me on that?
it should be something like starting with the gaussian form of noise and then inserting a delta function representing the equation of motion... but nothing more i can remember.
thanks very much!
i remember seeing a derivation of diffusion equation from the equation of motion \dot{x}=\eta(t) where \eta(t) is white noise. i can't remember where i saw this... could anyone please help me on that?
it should be something like starting with the gaussian form of noise and then inserting a delta function representing the equation of motion... but nothing more i can remember.
thanks very much!