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Quasisymplectic integrators for stochastic differential equations

R. Mannella

  • Dipartimento di Fisica and INFM, UdR Pisa, Università degli Studi di Pisa, Via Buonarroti 2, 56100 Pisa, Italy

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Phys. Rev. E 69, 041107 – Published 30 April, 2004

DOI: https://doi.org/10.1103/PhysRevE.69.041107

Abstract

Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits and reproduce the equilibrium distributions to some higher order in the integration time step. Comparisons with other existing integration schemes are carried out both for static and dynamical quantities.

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Phys. Rev. E 69, 041107– Published 30 April, 2004
  • Received 4 December 2003

© 2004 American Physical Society

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