The Brownian Motion of a Particle in a Viscous Medium
Speaker:
Scott Hottovy
Time:
October 1, 2010 - 12:00pm - 1:00pm
Place:
Mathematics 402
Abstract:
In this talk I will derive the equation of motion for a particle in a liquid, which gives a stochastic differential equation (SDE). I will introduce different methods of numerically integrating the SDE in question and analyze both the results and the methods. Then the numerical method will be applied to an SDE of interest in the physics community. This talk will be light on SDE theory but big on numerical difficulties.