IDEAS home Printed from https://ideas.repec.org/a/wsi/ijmpcx/v13y2002i09ns0129183102004042.html
   My bibliography  Save this article

Integration Of Stochastic Differential Equations On A Computer

Author

Listed:
  • RICCARDO MANNELLA

    (Dipartimento di Fisica, Università di Pisa and Istituto Nazionale Fisica della Materia, UdR Pisa, Via Buonarroti 2, 56100 Pisa, Italy)

Abstract

A brief introduction to the simulation of stochastic differential equations is presented. Algorithms to simulate rare fluctuations, a topic of interest in the light of recent theoretical work on optimal paths are studied. Problems connected to the treatment of the boundaries and correlated noise will also be discussed.

Suggested Citation

  • Riccardo Mannella, 2002. "Integration Of Stochastic Differential Equations On A Computer," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(09), pages 1177-1194.
    • Handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:09:n:s0129183102004042
    DOI: 10.1142/S0129183102004042
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S0129183102004042
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://libkey.io/10.1142/S0129183102004042?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Semenov, Vladimir V. & Bukh, Andrei V. & Semenova, Nadezhda, 2023. "Delay-induced self-oscillation excitation in the Fitzhugh–Nagumo model: Regular and chaotic dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    2. Korneev, Ivan & Zakharova, Anna & Semenov, Vladimir V., 2024. "Lévy noise-induced coherence resonance: Numerical study versus experiment," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
    3. Baxley, Jacob D. & Lambert, David R. & Bologna, Mauro & West, Bruce J. & Grigolini, Paolo, 2023. "Unveiling pseudo-crucial events in noise-induced phase transitions," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:09:n:s0129183102004042. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/ijmpc/ijmpc.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.