Second-order stochastic leapfrog algorithm for multiplicative noise brownian motion
暂无分享,去创建一个
[1] K. Vahala. Handbook of stochastic methods for physics, chemistry and the natural sciences , 1986, IEEE Journal of Quantum Electronics.
[2] P. Kloeden,et al. Numerical Solution of Stochastic Differential Equations , 1992 .
[3] Francisco Tirado,et al. Supercomputation in Nonlinear and Disordered Systems: Algorithms, Applications and Architectures , 1997 .
[4] J. Banavar,et al. Computer Simulation of Liquids , 1988 .
[5] C. W. Gardiner,et al. Handbook of stochastic methods - for physics, chemistry and the natural sciences, Second Edition , 1986, Springer series in synergetics.
[6] K. Freed,et al. Statistical mechanics; new concepts, new problems, new applications , 1972 .
[7] J. Elgin. The Fokker-Planck Equation: Methods of Solution and Applications , 1984 .
[8] H. Risken. The Fokker-Planck equation : methods of solution and applications , 1985 .