|
|||||
|
|
Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise |
|
| Authors: | Jingdong Bao Yizhong Zhuo Xizhen Wu |
| Institution: | (1) Beijing Institute of Meteorology, 100081 Beijing, China;(2) Institute of Atomic Energy, 102413 Beijing, China;(3) Institute of Theoretical Physics, Academia Sinica, 100080 Beijing, China |
| Abstract: | A accurate and fast Monte Carlo algorithm is proposed for solving the Ginzburg-Landau equation with multiplicative colored noise. The stable cases of solution for choosing time steps and trajectory numbers are discussed. |
| Keywords: | Stochastic differential equation multiplicative colored noise numerical tests Ginzburg-Landau model |
| 本文献已被 SpringerLink 等数据库收录！ | |