Langevin methods

MaRDI QIDQ5482647zbMATHFDO

Authors Burkhard Dünweg

Publication date 28 August 2006

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Recommendations

• Ito's theorem and stochastic simulation
• Numerical Stochastic Integration for Quasi-Symplectic Flows
• Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation)
• An analytical introduction to stochastic differential equations. I: The Langevin equation
• scientific article; zbMATH DE number 3844779

Cited in

(10)

• The Langevin Approach: A Simple Stochastic Method for Complex Phenomena
• Comparison of effective and stable Langevin dynamics integrators
• The mechanism of complex Langevin simulations
• A reference implementation of the adaptive resolution scheme in \texttt{ESPResSo}
• Kinetic energy of the Langevin particle
• Ito's theorem and stochastic simulation
• The Langevin Equation as a Global Minimization Algorithm
• Langevin equation in systems with also negative temperatures
• Numerical Stochastic Integration for Quasi-Symplectic Flows
• Time correlation functions of equilibrium and nonequilibrium Langevin dynamics: derivations and numerics using random numbers

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