A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations

Details A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations

1996-02-07

arxiv.org/abs/hep-lat/9602008v1

Physics

High Energy Physics

High Energy Physics - Lattice

19 pages, 2 Figures, uuencoded, compressed, postscript, 218.5 KB (output name Itostab.ps)

Scientific paper

In this paper is described a general 2-nd order accurate (weak sense)
procedure for stablizing Monte-Carlo simulations of Ito stochastic differential
equations. The splitting procedure includes explicit Runge-Kutta methods,
semi-implicit methods, and trapezoidal Rule. We prove the semi-implicit method
of Oettinger and note that it may be generalized for arbitrary splittings.

Affiliated with

Also associated with

No associations

Rating

A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-377648