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arXiv · 1407.6528

Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect

Julian Schmidt·Alex Meistrenko·Hendrik van Hees·Carsten Greiner
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Abstract

We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.

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Julian Schmidt, Alex Meistrenko, Hendrik van Hees, Carsten Greiner. 2014-07-24. Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect. https://doi.org/10.1103/physreve.91.032125

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