Wiener equation
A simple mathematical representation of
Brownian motion, the
Wiener equation, named after
Norbert Wiener, assumes the current
velocity of a
fluid particle fluctuates randomly:
- ,
where
v is
velocity,
x is position,
d/dt is the time
derivative, and
g(t) may for instance be
white noise.
Since velocity changes instantly in this formalism, the Wiener equation is not suitable for short time scales. In that case, the Langevin equation, which looks at particle acceleration, must be used.