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Numerical method for integro-differential generalized Langevin and master equations

Joshua Wilkie
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Abstract

We show that integro-differential generalized Langevin and non-Markovian master equations can be transformed into larger sets of ordinary differential equations. .On the basis of this transformation we develop a numerical method for solving such integro-differential equations. Physically motivated example calculations are performed to demonstrate the accuracy and convergence of the method.

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Joshua Wilkie. 2003-06-12. Numerical method for integro-differential generalized Langevin and master equations. https://doi.org/10.1103/physreve.68.027701

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