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
As I understand from the documentation (guide/StochasticDifferentialEquationProcesses) instead of solving the differential equation I could also use e.g. the corresponding
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.