Numerical method for integro-differential generalized Langevin and master equations

Abstract

We show that integro-differential generalized Langevin and non-Markovian master equations can be transformed into larger sets of ordinary differential equations. .On the basis of this transformation we develop a numerical method for solving such integro-differential equations. Physically motivated example calculations are performed to demonstrate the accuracy and convergence of the method.

4 pages, 7 figures