Proceedings Paper
Quasi-symplectic stochastic integration| Format | Member Price | Non-Member Price |
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Paper Abstract
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.
Paper Details
Date Published: 25 May 2004
PDF: 13 pages
Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); doi: 10.1117/12.546949
Published in SPIE Proceedings Vol. 5471:
Noise in Complex Systems and Stochastic Dynamics II
Zoltan Gingl, Editor(s)
PDF: 13 pages
Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); doi: 10.1117/12.546949
Show Author Affiliations
Riccardo Mannella, Univ. di Pisa, INFM (Italy)
Published in SPIE Proceedings Vol. 5471:
Noise in Complex Systems and Stochastic Dynamics II
Zoltan Gingl, Editor(s)
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