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.

引用

页码：371 / 374

页数：4

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