Langevin equation as a stochastic differential equation in nuclear physics
Journal Article
·
· AIP Conference Proceedings
- Department of Physics, Konan University, 8-9-1 Okamoto, Kobe 658-8501 (Japan)
- Department of Physics, Tohoku University, Sendai, 980-8578 (Japan)
Two kinds of stochastic integrals, Ito integral and Stratonovich integral, are applied for solving Langevin equation. In the case of the simplified Langevin equation for over-damped motion, the fission rate obtained with Stratonovich integral is significantly larger than that with Ito integral. On the other hand, in the case where the random force acts on the momentum variables, the two integrals give essentially the same results. The condition for the difference with two integrals to appear is discussed. The proper treatment of the double stochastic integral is necessary to obtain a high numerical accuracy.
- OSTI ID:
- 21056776
- Journal Information:
- AIP Conference Proceedings, Journal Name: AIP Conference Proceedings Journal Issue: 1 Vol. 891; ISSN APCPCS; ISSN 0094-243X
- Country of Publication:
- United States
- Language:
- English
Similar Records
Numerical solution of the Stratonovich- and Ito–Euler equations: Application to the stochastic piston problem
Langevin equation approach to reactor noise analysis: stochastic transport equation
Langevin equation approach to reactor noise analysis: stochastic transport equation
Journal Article
·
Thu Feb 28 23:00:00 EST 2013
· Journal of Computational Physics
·
OSTI ID:22233565
Langevin equation approach to reactor noise analysis: stochastic transport equation
Conference
·
Mon Dec 31 23:00:00 EST 1990
· Transactions of the American Nuclear Society; (United States)
·
OSTI ID:7168774
Langevin equation approach to reactor noise analysis: stochastic transport equation
Journal Article
·
Thu Dec 31 23:00:00 EST 1992
· Nuclear Science and Engineering; (United States)
·
OSTI ID:6503798