Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise

DOI10.1007/BF01054441MaRDI QIDQ1203294zbMATH OpenOpenAlexFDO

Authors Yizhong Zhuo, Xizhen Wu, Jing-Dong Bao

Publication date 1 September 1994

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

Full work available at URL https://doi.org/10.1007/bf01054441

zbMATH Keywords

numerical testsstochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• Computer simulations of multiplicative stochastic differential equations
• Numerical integration of stochastic differential equations.
• Numerical simulations of stochastic differential equations

Cited in

(1)

• Collective dynamics of fractional oscillators with fluctuating frequency in Erdős-Rényi random networks

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