Alternative simulating technique for periodic motion in the presence of multiplicative white noise

Authors
Citation
Jd. Bao, Alternative simulating technique for periodic motion in the presence of multiplicative white noise, J STAT PHYS, 102(1-2), 2001, pp. 361-368
Citations number
13
Categorie Soggetti
Physics
Journal title
JOURNAL OF STATISTICAL PHYSICS
ISSN journal
00224715 → ACNP
Volume
102
Issue
1-2
Year of publication
2001
Pages
361 - 368
Database
ISI
SICI code
0022-4715(200101)102:1-2<361:ASTFPM>2.0.ZU;2-M
Abstract
An effective approach for simulating the periodic motion of an overdamped p article subjected to a multiplicative white-noise source is described. The accurate calculations for the velocity of the particle and its correlation function can be realized by introducing an inertial term. The results show that fluctuation around a time-averaged quantity increases with decreasing time step in the overdamped white-noise algorithm, however, a massive white -noise technique greatly reduces this spurious drift. In particular, thr pr esent algorithm converges on the correct values of the calculated quantitie s while the mass of the particle approaches to zero.