Path probability distribution of stochastic motion of non dissipative systems: a classical analog of Feynman factor of path integral

DOI10.1016/j.chaos.2013.10.002zbMath1355.37100arXiv1310.0411MaRDI QIDQ508174

Yong-Cai Geng, Sumit K. Garg

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0411

zbMATH Keywords

simulation; conservative force; Gaussian random displacement; non-dissipative mechanical system

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

37H10: Generation, random and stochastic difference and differential equations

65C30: Numerical solutions to stochastic differential and integral equations

37N05: Dynamical systems in classical and celestial mechanics