Analysis of simplifications of numerical schemes for Langevin equation, effect of variations in the correlation of augmentations
The possibility to simplify the integration of Langevin equation using the variation of correlation between augmentation was researched. The analytical expression for a set of numerical schemes is presented. Its shown that asymptotic limits for squared velocity depend on step size. The region of con...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Computer Science
2012-06-01
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| Series: | Компьютерные исследования и моделирование |
| Subjects: | |
| Online Access: | http://crm.ics.org.ru/uploads/crmissues/crm_2012_2/12208.pdf |