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Integration of Langevin Equations with Multiplicative Noise and Viability of Field Theories for Absorbing Phase Transitions

Ivan Dornic·Hugues Chate·M. A. Munoz
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Abstract

Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic part, the latter being performed by sampling exactly the solution of the associated Fokker-Planck equation. We demonstrate the computational power of this method by applying it to most absorbing phase transitions for which Langevin equations have been proposed. This provides precise estimates of the associated scaling exponents, clarifying the classification of these nonequilibrium problems, and confirms or refutes some existing theories.

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Ivan Dornic, Hugues Chate, M. A. Munoz. 2005-09-01. Integration of Langevin Equations with Multiplicative Noise and Viability of Field Theories for Absorbing Phase Transitions. https://doi.org/10.1103/physrevlett.94.100601

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