Numerical method for integro-differential generalized Langevin and master equations

Physics – Quantum Physics

Scientific paper

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4 pages, 7 figures

Scientific paper

10.1103/PhysRevE.68.027701

We show that integro-differential generalized Langevin and non-Markovian master equations can be transformed into larger sets of ordinary differential equations. .On the basis of this transformation we develop a numerical method for solving such integro-differential equations. Physically motivated example calculations are performed to demonstrate the accuracy and convergence of the method.

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