An integral algorithm for numerical integration of one-dimensional additive colored noise problems

Journal of Statistical Physics

Volumn 90, Issue 3-4, 1998, Pages 1037-1045

  Bao, Jingdong ^a   Abe, Yasuhisa ^b   Zhuo, Yizhong ^c,d  

^a Beijing Meteorological College   (China)

^b KYOTO UNIVERSITY   (Japan)

^c CHINA INSTITUTE OF ATOMIC ENERGY   (China)

^d INSTITUTE OF THEORETICAL PHYSICS   (China)

Author keywords

Algorithms; Colored noise; Current; Langevin equation; Mean first passage time

Indexed keywords

EID: 0031999111     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023201725795     Document Type: Article

References (13)

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