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An exact sampling scheme for Brownian motion in the presence of a magnetic field

Mini P. Balakrishnan·M. C. Valsakumar·P. Rameshan
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Abstract

Langevin equation pertinent to diffusion limited aggregation of charged particles in the presence of an external magnetic field is solved exactly. The solution involves correlated random variables. A new scheme for exactly sampling the components of the position and velocity is proposed.

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Mini P. Balakrishnan, M. C. Valsakumar, P. Rameshan. 2003-01-10. An exact sampling scheme for Brownian motion in the presence of a magnetic field. https://arxiv.org/abs/cond-mat/0301136

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