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THE TIME STEP PROBLEM OF MONTE-CARLO SIMULATION FOR LANGEVIN EQUATION
Bao Jingdong, Xu Shuyan, Zhuo Yizhong
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
1989, 6 (2):
241-247.
In this paper, The statistical laws satisfied by the random force of the Langevin equation in physics are discussed.The Monte-Carlo method is used to simulate the motion of Browian particles in the ha ornic oscillator potential with a computer germinated the Gaussian random numbers.The variation of the solutions of the Langevin equation with time step is studied. A foundation of the numerical calculation for such a problem is provided.
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