Quasi symplectic integrators for stochastic differential equations

R Mannella

Quasi symplectic integrators for stochastic differential equations

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arxiv cond-mat/0312109 v1 pith:B5RJGPEA submitted 2003-12-04 cond-mat.stat-mech

R Mannella This is my paper

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keywords integrationalgorithmsequationssymplecticappropriatebalancebecomebrownian

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Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium distributions to some higher order in the integration time step. Comparisons with other existing integration schemes are carried out both for static and dynamical quantities.

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