Fourth-order algorithms for solving the multivariable Langevin equation and the Kramers equation
نویسندگان
چکیده
منابع مشابه
Fourth-order algorithms for solving the multivariable Langevin equation and the Kramers equation.
We develop a fourth-order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to fourth order, and implementing the factorization process numerically. A key contribution of this paper is to show how certain double commutators in the factoriz...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2000
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.63.016703