NUMERICAL-INTEGRATION OF HAMILTONIAN-SYSTEMS WITH EXTERNAL NOISE

被引：5
|
作者：
TRETYAKOV, MV [1 ]
TRETJAKOV, SV [1 ]
机构：
[1] RUSSIAN ACAD SCI, INST MET PHYS, SVERDLOVSK 620219, RUSSIA
来源：
PHYSICS LETTERS A | 1994年 / 194卷 / 5-6期
关键词：
D O I：
10.1016/0375-9601(94)91295-5
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Implicit algorithms for numerical simulation of Hamiltonian systems with external noise, which are symplectic in the no-noise limit, are constructed. The methods were tested on the Kubo oscillator with white noise and for long times of integration gave better results than ordinary stochastic algorithms.
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页码：371 / 374
页数：4
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