Numerical solutions for non-Markovian stochastic equations of motion
From MaRDI portal
Publication:603354
DOI10.1016/j.cpc.2008.12.005zbMath1198.82055arXiv0909.2876OpenAlexW2039353639MaRDI QIDQ603354
Publication date: 6 November 2010
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.2876
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
Related Items
Non-Markovian expansion in quantum Brownian motion ⋮ A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation
Cites Work