An integral algorithm for numerical integration of one-dimensional additive colored noise problems
文献类型：期刊论文
| 作者 | Bao, JD; Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China.; Abe, Y; Zhuo, YZ |
| 刊名 | JOURNAL OF STATISTICAL PHYSICS
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| 出版日期 | 1998 |
| 卷号 | 90期号:40972页码:1037-1045 |
| 关键词 | Stochastic Differential-equations Precise Numerics Simulation Systems |
| ISSN号 | 0022-4715 |
| 英文摘要 | We present an integral-closed algorithm for solving a Langevin equation driven by an additive colored noise. Both the mean first passage time in a bistable system and the diffusion current in a titled periodic potential are calculated and the comparison with existing algorithms is carried out. The dependence of the numerical results on the time steps is studied. Our algorithm is shown to have high accuracy and stability. |
| 学科主题 | Physics |
| URL标识 | 查看原文 |
| WOS记录号 | WOS:000072990000021 |
| 公开日期 | 2012-08-29 |
| 源URL | [http://ir.itp.ac.cn/handle/311006/12354]  |
| 专题 | 理论物理研究所_理论物理所1978-2010年知识产出 |
| 通讯作者 | Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Bao, JD,Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China.,Abe, Y,et al. An integral algorithm for numerical integration of one-dimensional additive colored noise problems[J]. JOURNAL OF STATISTICAL PHYSICS,1998,90(40972):1037-1045. |
| APA | Bao, JD,Bao, JD , Beijing Meteorol Coll, Beijing 100081, Peoples R China.,Abe, Y,&Zhuo, YZ.(1998).An integral algorithm for numerical integration of one-dimensional additive colored noise problems.JOURNAL OF STATISTICAL PHYSICS,90(40972),1037-1045. |
| MLA | Bao, JD,et al."An integral algorithm for numerical integration of one-dimensional additive colored noise problems".JOURNAL OF STATISTICAL PHYSICS 90.40972(1998):1037-1045. |
入库方式： OAI收割
来源：理论物理研究所
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