The Wiener equation reference article from the English Wikipedia on 24-Apr-2004 (provided by Fixed Reference: snapshots of Wikipedia from wikipedia.org)

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.

This is the "Wiener equation" reference article from the English Wikipedia. All text is available under the terms of the GNU Free Documentation License. See also our Disclaimer.