Numerical simulations of generalized Langevin equations with deeply asymptotic parameters

DOI10.1016/J.JCP.2003.11.025MaRDI QIDQ598144zbMATH OpenOpenAlexFDO

Authors Rongwu Li, Wei Wu, Jing-Dong Bao

Publication date 6 August 2004

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

Full work available at URL https://doi.org/10.1016/j.jcp.2003.11.025

zbMATH Keywords

Damping integrationDeeply asymptotic parametersLangevin equationsnon-Markovian processnumerical examplesperiodic motionRunge-Kutta methodStability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Recommendations

• Semi-integral scheme for simulation of Langevin equation with weak inertia
• Alternative simulating technique for periodic motion in the presence of multiplicative white noise
• Numerical integration of a non-Markovian Langevin equation with a thermal band-passing noise
• Data-driven parameterization of the generalized Langevin equation
• A note on Euler method for the overdamped generalized Langevin equation with fractional noise

Cites work

• Computer simulations of multiplicative stochastic differential equations
• Higher-order implicit strong numerical schemes for stochastic differential equations
• scientific article; zbMATH DE number 711262 (Why is no real title available?)
• scientific article; zbMATH DE number 939851 (Why is no real title available?)
• Numerical simulations of stochastic differential equations
• Semi-integral scheme for simulation of Langevin equation with weak inertia
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(6)

• Semi-integral scheme for simulation of Langevin equation with weak inertia
• Numerical integration of a non-Markovian Langevin equation with a thermal band-passing noise
• Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel
• scientific article; zbMATH DE number 1076107 (Why is no real title available?)
• Data-driven parameterization of the generalized Langevin equation
• Alternative simulating technique for periodic motion in the presence of multiplicative white noise

This page was built for publication: Numerical simulations of generalized Langevin equations with deeply asymptotic parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q598144)