What is Langevin equation?

In physics, a Langevin equation is a stochastic differential equation describing how a system evolves when subjected to a combination of deterministic and fluctuating forces. The dependent variables in a Langevin equation typically are collective variables changing only slowly in comparison to the other variables of the system. The fast variables are responsible for the stochastic nature of the Langevin equation. One application is to Brownian motion, which models the fluctuating motion of a small particle in a fluid.