Quasi symplectic integrators for stochastic differential equations

Details Quasi symplectic integrators for stochastic differential equations Quasi symplectic integrators for stochastic differential equations

2003-12-04

arxiv.org/abs/cond-mat/0312109v1

Physics

Condensed Matter

Statistical Mechanics

7 pages, revtex, 6 eps figures

Scientific paper

10.1103/PhysRevE.69.041107

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.

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