Operator analysis of the langevin algorithm Academic Article uri icon


  • By studying the Fokker-Planck equation in its operator form, various Langevin algorithms can be systematically derived and analyzed without the use of stochastic differential equations or the Kramers-Moyal expansion. New, but in a way canonical, second order Langevin algorithms are presented. The convergence behaviors of these new algorithms are numerically shown to be superior to that of the usual Runge-Kutta algorithm. 1989.

published proceedings

  • Nuclear and Particle Physics Proceedings

author list (cited authors)

  • Chin, S. A.

citation count

  • 6

complete list of authors

  • Chin, SA

publication date

  • June 1989