I have the following differential equation
m*x''[t] + k*x'[t] - randomForce[t] == 0
which describes an oscillating particle with mass m
, moving in a medium with friction coefficient k
and excited by a random white noise force randomForce
.
As I understand from the documentation (guide/StochasticDifferentialEquationProcesses) instead of solving the differential equation I could also use e.g. the corresponding OrnsteinUhlenbeckProcess
.
In my case are: m = 6.137*10^-10; (* in g *); k = 9.2055*10^-10; (* in g/s *)
.
How can the OrnsteinUhlenbeckProcess
be used to solve the upper differential equation?
Please see also the related question.