کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
974079 932959 2010 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solving Langevin equation with the bicolour rooted tree method
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Solving Langevin equation with the bicolour rooted tree method
چکیده انگلیسی

Stochastic differential equations, especially the one called Langevin equation, play an important role in many fields of modern science. In this paper, we use the bicolour rooted tree method, which is based on the stochastic Taylor expansion, to get the systematic pattern of the high order algorithm for Langevin equation. We propose a popular test problem, which is related to the energy relaxation in the double well, to test the validity of our algorithm and compare our algorithm with other usually used algorithms in simulations. And we also consider the time-dependent Langevin equation with the Ornstein–Uhlenbeck noise as our second example to demonstrate the versatility of our method.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 18, 15 September 2010, Pages 3769–3778
نویسندگان
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