Numerical integration of stochastic differential equations

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dc.creatorMannella, Riccardo
dc.date1997-09-29
dc.date.accessioned2026-07-07T09:12:15Z
dc.date.available2026-07-07T09:12:15Z
dc.descriptionNumerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a specialised algorithm for two dimensional systems is derived, having in mind the integration of particles in the liquid state.
dc.descriptionps file; 30 pages including figures
dc.identifierhttps://arxiv.org/abs/cond-mat/9709326
dc.identifierhttp://arxiv.org/abs/cond-mat/9709326
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/151957
dc.subjectStatistical Mechanics
dc.subjectDisordered Systems and Neural Networks
dc.titleNumerical integration of stochastic differential equations
dc.typetext

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