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Calculating the covariance of a stochastic harmonic oscillator with matrix

Ramon,

Your first problem is you should NEVER start your variables with capital letters in Mathematica. You will invariably interfere with the inner workings of Mathematica. For example, "E" and "I" both have special meetings (E is the constant e, and I is the complex i). These are particularly bad choices for variable names, but the best way to avoid it is to never use first letter capitals.

Also, * is not a matrix operation -- it is a list operation of plain multiplication. When Mathematica sees * it does element by element multiplication and not vector math. You need to use Dot[] (abbreviated "."). If you fix these two problems, I think your expressions will work (or at least be closer to working!).

Regards,

Neil

POSTED BY: Neil Singer
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