AN ALGORITHM FOR STRONGLY CORRELATED NOISE
- 1 June 2001
- journal article
- Published by World Scientific Pub Co Pte Ltd in Fluctuation and Noise Letters
- Vol. 1 (2), L45-L50
- https://doi.org/10.1142/s0219477501000196
Abstract
An algorithm for the numerical integration of Langevin equations driven by green noise is proposed. The algorithm is local in time, hence it is particularly suitable for the integration when non equilibrium quantities (like, first exit times) are under investigation.Keywords
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