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Quasi symplectic integrators for stochastic differential equations

Mannella, Riccardo (2003) Quasi symplectic integrators for stochastic differential equations. Physical review. E, Statistical, nonlinear, and soft matter physics, 69 (4). 041107 . ISSN 1550-2376

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SUMMARY Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium distributions to some higher order in the integration time step. Comparisons with other existing integration schemes are carried out both for static and dynamical quantities.

Item Type: Article
Additional Information: Imported from arXiv
Subjects: Area02 - Scienze fisiche > FIS/03 - Fisica della materia
Divisions: Dipartimenti (from 2013) > DIPARTIMENTO DI FISICA
Depositing User: dott.ssa Sandra Faita
Date Deposited: 06 Aug 2013 13:33
Last Modified: 10 Sep 2013 16:43
URI: http://eprints.adm.unipi.it/id/eprint/1419

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