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Lecture
Brownian Motion: Fundamentals and Applications
Description
This lecture covers the fundamentals of Brownian motion, including the Langevin equation, formal solution, correlation functions, thermal equilibrium, power spectral density, and thermally driven harmonic motion in 1D. It explains how a big particle moves due to collisions with smaller gas particles, the role of friction and random forces, and the properties of stochastic functions.
Official source
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