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An integral algorithm for numerical integration of one-dimensional additive colored noise problems
Bao, JD; Abe, Y; Zhuo, YZ; Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China.
1998
发表期刊JOURNAL OF STATISTICAL PHYSICS
ISSN0022-4715
卷号90期号:40972页码:1037-1045
摘要We present an integral-closed algorithm for solving a Langevin equation driven by an additive colored noise. Both the mean first passage time in a bistable system and the diffusion current in a titled periodic potential are calculated and the comparison with existing algorithms is carried out. The dependence of the numerical results on the time steps is studied. Our algorithm is shown to have high accuracy and stability.
部门归属Beijing Meteorol Coll, Beijing 100081, Peoples R China; Kyoto Univ, Yukawa Inst Theoret Phys, Kyoto 606, Japan; Inst Atom Energy, Beijing 102413, Peoples R China; Acad Sinica, Inst Theoret Phys, Beijing 100080, Peoples R China
关键词Stochastic Differential-equations Precise Numerics Simulation Systems
学科领域Physics
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收录类别SCI
WOS记录号WOS:000072990000021
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被引频次:12[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符http://ir.itp.ac.cn/handle/311006/12354
专题理论物理所1978-2010年知识产出
通讯作者Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China.
推荐引用方式
GB/T 7714
Bao, JD,Abe, Y,Zhuo, YZ,et al. An integral algorithm for numerical integration of one-dimensional additive colored noise problems[J]. JOURNAL OF STATISTICAL PHYSICS,1998,90(40972):1037-1045.
APA Bao, JD,Abe, Y,Zhuo, YZ,&Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China..(1998).An integral algorithm for numerical integration of one-dimensional additive colored noise problems.JOURNAL OF STATISTICAL PHYSICS,90(40972),1037-1045.
MLA Bao, JD,et al."An integral algorithm for numerical integration of one-dimensional additive colored noise problems".JOURNAL OF STATISTICAL PHYSICS 90.40972(1998):1037-1045.
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