Mannella, Riccardo (1997) Numerical integration of stochastic differential equations. arXiv .
Full text not available from this repository.Abstract
SUMMARY Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a specialised algorithm for two dimensional systems is derived, having in mind the integration of particles in the liquid state.
Item Type: | Article |
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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 12:57 |
Last Modified: | 06 Aug 2013 12:57 |
URI: | http://eprints.adm.unipi.it/id/eprint/1421 |
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