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A Quasi-local Vibration Algorithm for Damped Stochastic Differential Equations
SONG Yan-li, BAO Jing-dong
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
2005, 22 (1):
1-6.
A quasi-local vibration algorithm is proposed to simulate the damped stochastic differential equations.Using the potential Taylor expansion and the operator splitting technique,the time evolution operator of a dissipative particle is factorized into two parts: an operator which describes the deterministic path of the system and a diffusion operator which incorporates fluctuation away from path.The differential equation corresponding to the fluctuation process is solved analytically, and the deterministic trajectory equation is calculated with the Euler algorithm.Compared with other algorithms, it is shown that the calculated results by the present algorithm are more stable and converge to the correct value when the time step is large.
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