We present a new approach to the simulation of ultra-small semiconductor devices based on Brownian motion of the carriers described by the Langevin equation. It follows the trajectories of individual particles in real space but does not require the computational effort of a full Monte Carlo simulation. This method is particulary useful for modeling very small devices where individual impurities and carries must be considered as discrete entities, and where a molecular dynamics approach is used in a full-scale three-dimensional simulation. We show that this method gives the correct Maxwell-Boltzmann distribution and that it provides a good description of transport through a short diode.