Numerical Solutions for non-Markovian Stochastic Equations of Motion
arXiv:0909.2876 · doi:10.1016/j.cpc.2008.12.005
Abstract
The reliability and precision of numerically solving stochastic non-Markovian equations by standard numerical codes, more specifically, with the fourth-order Runge-Kutta routine for solving differential equations, is gauged by comparing the results obtained from analytical solutions for the equations. The results for different prescriptions for transforming the non-Markovian equations in a system of Markovian ones are compared so to check the reliability of the numerical method.
9 pages, 5 figures