Monte Carlo方法模拟Langevin方程中的时间步长问题

THE TIME STEP PROBLEM OF MONTE-CARLO SIMULATION FOR LANGEVIN EQUATION

本文讨论了Langevin方程中的无规力在物理上应满足的统计规律,通过计算机产生高斯随机数用Monte-Carlo方法模拟了布朗粒子在谐振子势中的运动,研究了Langevin方程的解随时间步长的变化关系,为此类问题的数值计算提供了一条依据。

In this paper, The statistical laws satisfied by the random force of the Langevin equation in physics are discussed.The Monte-Carlo method is used to simulate the motion of Browian particles in the ha ornic oscillator potential with a computer germinated the Gaussian random numbers.The variation of the solutions of the Langevin equation with time step is studied. A foundation of the numerical calculation for such a problem is provided.