Alternative simulating technique for periodic motion in the presence of multiplicative white noise

DOI10.1023/A:1026533330510zbMath0988.82037OpenAlexW180861732MaRDI QIDQ5931552

Jing-Dong Bao

Publication date: 22 July 2002

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026533330510

zbMATH Keywords

Langevin equationvelocitymultiplicative white noisecorrelation functionperiodic potential

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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