Numerical integration of the Langevin equation: Monte Carlo simulation
DOI10.1016/0021-9991(80)90084-4zbMath0434.65119OpenAlexW2100061021MaRDI QIDQ1139931
Donald L. Ermak, Helen Buckholtz
Publication date: 1980
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-9991(80)90084-4
Langevin equationBrownian motion of particlesexponential memory functionheat bath thermodynamic equilibrium
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Brownian motion (60J65) Statistical thermodynamics (82B30) Probabilistic methods, stochastic differential equations (65C99)
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