FLUCTUATION-DISSIPATION THEOREM, KINETIC STOCHASTIC INTEGRAL AND EFFICIENT SIMULATIONS

Diffusive systems respecting the fluctuation-dissipation theorem with multiplicative noise have been studied on the level of stochastic diff erential equations. We propose an efficient simulation scheme motivate d by the direct definition of the 'kinetic stochastic integral', which differs from the better known Ita and the Stratonovich integrals. Thi s simulation scheme is based on introducing the identity matrix, expre ssed in terms of the diffusion tensor and its inverse, in front of the noise term, and evaluating these factors at different times.