A new algorithm for numerical simulation of Langevin equations

Nuclear Physics B - Proceedings Supplements

Volumn 53, Issue 1-3, 1997, Pages 983-986

  Nakajima, H ^a   Furui, S ^b  

^a UTSUNOMIYA UNIVERSITY   (Japan)

^b TEIKYO UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031066927     PISSN: 09205632     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0920-5632(96)00834-1     Document Type: Article

References (2)

1. 1. P. E. Kloeden, E. Platen, Numerical Solution of Stochastic Differential Equations, Springer 1995.
2. 2. I.T. Drummond, S. Duane and R.R. Horgan, Nucl. Phys. B220 FS8 (1983) 119.