An exact sampling scheme for Brownian motion in the presence of a magnetic field

Details An exact sampling scheme for Brownian motion in the presence of a magnetic field An exact sampling scheme for Brownian motion in the presence of a magnetic field

2003-01-10

arxiv.org/abs/cond-mat/0301136v1

Physics

Condensed Matter

Statistical Mechanics

5 pages, no figures

Scientific paper

Langevin equation pertinent to diffusion limited aggregation of charged
particles in the presence of an external magnetic field is solved exactly. The
solution involves correlated random variables. A new scheme for exactly
sampling the components of the position and velocity is proposed.

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