Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect
arXiv:1407.6528 · doi:10.1103/PhysRevE.91.032125
Abstract
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.
11 pages, 12 figures; v2: Ref. [11] added, acknowledgments updated; v3: published version, additional results, 16 figures
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