An algorithm for the numerical integration of Langevin equations driven by green noise is proposed. The algorithm is local in time, hence it is particularly suitable for the integration when non equilibrium quantities (like, first exit times) are under investigation.
An algorithm for strongly correlated noise
MANNELLA, RICCARDO
2001-01-01
Abstract
An algorithm for the numerical integration of Langevin equations driven by green noise is proposed. The algorithm is local in time, hence it is particularly suitable for the integration when non equilibrium quantities (like, first exit times) are under investigation.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.