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The Runge–Kutta methods are a set of numerical methods for ordinary differential equations for the approximation of their solutions.

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Langevin equation in 4th order Runge-Kutta

I'm trying to figure out how to translate a piece of code from Velocity Verlet to Runge-Kutta, while treating the time step dependence of the thermal noise correctly. The Langevin equation for my sys …