Physics – High Energy Physics – High Energy Physics - Lattice
Scientific paper
1996-10-15
Nucl.Phys.Proc.Suppl. 53 (1997) 983-986
Physics
High Energy Physics
High Energy Physics - Lattice
4 pages,latex,2 figures(GNU plot).Presented at LATTICE96(algorithms), the International Symposium on Lattice Field Theory, 4 -
Scientific paper
10.1016/S0920-5632(96)00834-1
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta t$, are obtained so as to reproduce within that order a corresponding transition density of the Fokker-Planck equations, in the weak Taylor approximation scheme. A great advantage of our method is its straightforwardness such that direct perturbative calculations produce the algorithm as an end result, so that the procedure is tractable by computer. Examples in general form for curved space cases as well as flat space cases are given in some order of approximations. Simulations are performed for specific examples of U(1) system and SU(2) systems, respectively.
Furui Sadataka
Nakajima Hiroaki
No associations
LandOfFree
A new algorithm for numerical simulation 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 new algorithm for numerical simulation of Langevin equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A new algorithm for numerical simulation of Langevin equations will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-356468