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arXiv · 0909.2876

Numerical Solutions for non-Markovian Stochastic Equations of Motion

R. L. S. Farias·Rudnei O. Ramos·L. A. da Silva
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Abstract

The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the results obtained from analytical solutions for the equations. The results for different prescriptions for transforming the non-Markovian equations in a system of Markovian ones are compared so to check the reliability of the numerical method.

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BibTeXRIS

R. L. S. Farias, Rudnei O. Ramos, L. A. da Silva. 2009-10-07. Numerical Solutions for non-Markovian Stochastic Equations of Motion. https://doi.org/10.1016/j.cpc.2008.12.005

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