Operator analysis of the langevin algorithm Academic Article

abstract

• 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.

authors

• Chin, Siu

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

publisher

• Elsevier  Publisher

published in

• Nuclear and Particle Physics Proceedings  Journal

Digital Object Identifier (DOI)

• 10.1016/0920-5632(89)90149-7

start page

• 498

end page

• 502

volume

• 9

issue

• C

URL

• http://dx.doi.org/10.1016/0920-5632(89)90149-7