Efficient numerical integrators for stochastic models

Physica A: Statistical Mechanics and its Applications

Volumn 361, Issue 2, 2006, Pages 429-440

  De Fabritiis, G ^a   Serrano, M ^b   Espanol P ^b   Coveney, P V ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSIDAD NACIONAL DE EDUCACIÓN A DISTANCIA   (Spain)

Author keywords

Brownian dynamics; Dissipative particle dynamics; Mesoscopic models; Numerical simulations; Stochastic differential equations; Trotter formula

Indexed keywords

BROWNIAN MOVEMENT; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS;

BROWNIAN DYNAMICS; DISSIPATIVE PARTICLE DYNAMICS; MESOSCOPIC MODELS; STOCHASTIC DIFFERENTIAL EQUATIONS; TROTTER FORMULA;

RANDOM PROCESSES;

EID: 31044448416     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.06.090     Document Type: Article

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