Stochastic Harmonic oscillator in 1D

System of N independent point particles, subject to a spring force -k*x and a stochastic term: Gaussian noise (T*noise) + friction (-eta*v).

Legend:

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Controls:

dt, timestep (s): 0.001
T, temperature (K): 1.0
m, mass (kg): 1.0
n, viscosity (Pa*s): 1.0
k, spring strength (N/m): 1.0
N: 100

Restart parameters

x0, initial position (m): 0.0
v0, initial speed (m/s): 1.0

Analysis:

nothing to show

Integration is carried through Euler-Maruyama method.

All particles start with the same velocity and position. Therefore it will take some time to decorrelate.