Numerical integration of the Langevin equation: Monte Carlo simulation

Journal Article · Tue Apr 01 00:00:00 EST 1980 · J. Comput. Phys.; (United States)

DOI:https://doi.org/10.1016/0021-9991(80)90084-4· OSTI ID:5423571

Ermak, D L; Buckholz, H

Monte Carlo simulation techniques are derived for solving the ordinary Langevin equation of motion for a Brownian particle in the presence of an external force. These methods allow considerable freedom in selecting the size of the time step, which is restricted only by the rate of change in the external force. This approach is extended to the generalized Langevin equation which uses a memory function in the friction force term. General simulation techniques are derived which are independent of the form of the memory function. A special method requiring less storage space is presented for the case of the exponential memory function.

• Research Organization: Environmental Sciences Division, Lawrence Livermore Laboratory, University of California, Livermore, California 94550
• DOE Contract Number: W-7405-ENG-48
• OSTI ID: 5423571
• Journal Information: J. Comput. Phys.; (United States), Vol. 35:1, Issue 2
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
BROWNIAN MOVEMENT
EQUATIONS OF MOTION
LANGEVIN EQUATION
MONTE CARLO METHOD
DIFFERENTIAL EQUATIONS
SIMULATION
VELOCITY
EQUATIONS
658000* - Mathematical Physics- (-1987)
657006 - Theoretical Physics- Statistical Physics & Thermodynamics- (-1987)