Algorithms for the numerical integration of Langevin equations obeying detailed balance are introduced. The algorithms are derived fulfilling the requirements that they should become symplectic in the deterministic frictionless limit, and should reproduce the equilibrium distributions to some higher order in the integration time step when the equilibrium distribution exists. Extensions to the case when the system volume or pressure are kept constant are discussed. Comparisons with other integration schemes are carried out both for static and dynamical quantities.
Numerical stochastic integration for quasi-symplectic flows
MANNELLA, RICCARDO
2006-01-01
Abstract
Algorithms for the numerical integration of Langevin equations obeying detailed balance are introduced. The algorithms are derived fulfilling the requirements that they should become symplectic in the deterministic frictionless limit, and should reproduce the equilibrium distributions to some higher order in the integration time step when the equilibrium distribution exists. Extensions to the case when the system volume or pressure are kept constant are discussed. Comparisons with other integration schemes are carried out both for static and dynamical quantities.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.