Second-order stochastic leapfrog algorithm for multiplicative noise Brownian motion

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 62, Issue 5, 2000, Pages 7430-7437

  Qiang, Ji ^a   Habib, Salman ^b  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

^b LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; METHOD OF MOMENTS; OSCILLATORS (ELECTRONIC); RANDOM PROCESSES; SPURIOUS SIGNAL NOISE; WHITE NOISE;

MULTIPLICATIVE NOISE; SECOND-ORDER STOCHASTIC LEAPFROG ALGORITHMS;

BROWNIAN MOVEMENT;

EID: 0034318836     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.62.7430     Document Type: Article

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