Time Correlation Functions of Equilibrium and Nonequilibrium Langevin Dynamics: Derivations and Numerics Using Random Numbers

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

zbMATH Keywords

numerical integrationstochastic differential equationsLangevin dynamicsharmonic oscillatorBrownian dynamicstime correlation functions

Mathematics Subject Classification ID

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)

Related Items

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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