A General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations

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dc.creatorPetersen, W. P.
dc.date1996-02-07
dc.date.accessioned2026-07-07T03:39:36Z
dc.date.available2026-07-07T03:39:36Z
dc.descriptionIn 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.
dc.description19 pages, 2 Figures, uuencoded, compressed, postscript, 218.5 KB (output name Itostab.ps)
dc.identifierhttps://arxiv.org/abs/hep-lat/9602008
dc.identifierhttp://arxiv.org/abs/hep-lat/9602008
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/38997
dc.subjectHigh Energy Physics - Lattice
dc.titleA General Implicit Splitting for Stabilizing Numerical Simulations of Langevin Equations
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