论文信息 - Numerical solutions for non-Markovian stochastic equations of motion

Numerical solutions for non-Markovian stochastic equations of motion

Abstract The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge–Kutta routine for solving differential equations, is gauged by comparing the results obtained from analytical solutions for the equations. The results for different prescriptions for transforming the non-Markovian equations in a system of Markovian ones are compared so to check the reliability of the numerical method.

R. L. S. Farias | Rudnei O. Ramos | L. A. da Silva

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