On the linearization of nonlinear Langevin-type stochastic differential equations

DOI10.1007/BF01009680zbMath0587.60047OpenAlexW1972433503MaRDI QIDQ1072225

K. P. N. Murthy, G. Ananthakrishna, M. C. Valsakumar

Publication date: 1983

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01009680

zbMATH Keywords

Monte Carlo calculationsnonlinear Langevin equationGaussian decoupling schemepiecewise optimal linearization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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