In early discussions of Langevin equation formulations for gravitational systems†,
and subsequently, numerical procedures for their solutions were lacking.
There is an intimate relationship between transport problems and Langevin’s
equation. In dimensions greater than 3, e.g. the 6-D Boltzmann equation, numerical
procedures for direct treatment of partial differential equations become
painful. In this talk, I will review recent progress for numerical simulation of
stochastic differential equations, like Langevin’s, with particular emphasis on
their applications in gravitational systems.
†Wm. Saslaw, Gravitational Physics of Stellar and Galactic Systems, Cambridge
Univ. Press, 1987
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