M. Seesselberg et al., SIMULATION OF ONE-DIMENSIONAL NOISY HAMILTONIAN-SYSTEMS AND THEIR APPLICATION TO PARTICLE STORAGE-RINGS, Zeitschrift fur Physik. C, Particles and fields, 62(1), 1994, pp. 63-73
Stochastic differential equations are investigated which reduce in the
deterministic limit to the canonical equations of motion of a Hamilto
nian system with one degree of freedom. For example, stochastic differ
ential equations of this type describe synchrotron oscillations of par
ticles in storage rings under the influence of external fluctuating el
ectromagnetic fields. In the first part of the article new numerical i
ntegration algorithms are proposed which take into account the symplec
tic structure of the deterministic Hamiltonian system. It is demonstra
ted that in the case of small white noise the algorithm is more effici
ent than conventional schemes for the integration of stochastic differ
ential equations. In the second part the algorithms are applied to syn
chrotron oscillations. Analytical approximations for the expectation v
alue of the squared longitudinal phase difference between the particle
and the reference particle on the design orbit are derived. These app
roximations are tested by comparison with numerical results which are
obtained by use of the symplectic integration algorithms.