Quasisymplectic integrators for stochastic differential equations.
Quasisymplectic integrators for stochastic differential equations.
复制标题
随机微分方程的拟辛积分器。
DOI：
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发表时间：
2003
期刊：
影响因子：
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通讯作者：
R. Mannella
中科院分区：
文献类型：
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作者：
R. Mannella
本文介绍了布朗步行者服从详细平衡运动方程数值积分的两种特殊算法。该算法在适当的限制下变得辛，并在积分时间步长中将平衡分布再现到更高阶。与其他现有的集成方案进行了比较，无论是静态和动态量。
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.