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

作　　者：包景东[1] 许淑艳[1] 卓益忠[1] 

机构地区：[1]中国原子能科学研究院

出　　处：《计算物理》1989年第2期241-247,共7页Chinese Journal of Computational Physics

摘　　要：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.

关 键 词：蒙特卡罗法 随机微分方程 时间步长 

分 类 号：O211.63[理学—概率论与数理统计]