Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel

DOI10.1016/J.JCP.2022.111332OpenAlexW3201353993WikidataQ113871688 ScholiaQ113871688MaRDI QIDQ2672777FDOQ2672777

Authors: Manh Hong Duong, Xiaocheng Shang 

Publication date: 13 June 2022

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

Full work available at URL: https://arxiv.org/abs/2109.07879

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zbMATH Keywords

error analysismemory kernelstochastic differential equationsharmonic oscillatorsplitting methodsgeneralized Langevin equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx)

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Cited In (2)

• Asymptotic analysis for the generalized Langevin equation with singular potentials
• Transition path properties for one-dimensional non-Markovian models

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