Time Correlation Functions of Equilibrium and Nonequilibrium Langevin Dynamics: Derivations and Numerics Using Random Numbers
From MaRDI portal
Publication:5140613
DOI10.1137/19M1255471zbMath1455.65019arXiv1810.12650MaRDI QIDQ5140613
Xiaocheng Shang, Martin Kröger
Publication date: 16 December 2020
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.12650
numerical integrationstochastic differential equationsLangevin dynamicsharmonic oscillatorBrownian dynamicstime correlation functions
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel, Accurate and Efficient Splitting Methods for Dissipative Particle Dynamics
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