An algorithm for strongly correlated noise

被引：4

作者：

Mannella, Riccardo

机构：

[1] Univ Pisa, Dipartimento Fis, I-56100 Pisa, Italy

[2] Univ Pisa, INFM UdR Pisa, I-56100 Pisa, Italy

来源：

FLUCTUATION AND NOISE LETTERS | 2001年 / 1卷 / 02期

关键词：

stochastic integration; algorithms; green noise;

D O I：

10.1142/S0219477501000196

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

An algorithm for the numerical integration of Langevin equations driven by green noise is proposed. The algorithm is local in time, hence it is particularly suitable for the integration when non equilibrium quantities (like, first exit times) are under investigation.

引用

收藏

页码：L45 / L50

页数：6

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