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

DOI10.1016/J.JCP.2022.111332MaRDI QIDQ2672777zbMATH OpenOpenAlexWikidataFDO

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

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)

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

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