Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect.
نویسندگان
چکیده
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function, and then we study numerically the impact of time-correlated noise on the time evolution of a (1+1)-dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.
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عنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 91 3 شماره
صفحات -
تاریخ انتشار 2015