Application of a stochastic representation in numerical studies of the relaxation from a metastable state

• Autorzy: Pasquale F. de , Mecozzi A. , Górecki J.
• Języki publikacji: EN

Abstrakty

EN

We study the relaxation from a metastable state using a stochastic process which is related to the generating function of the system by means of Feynman-Kac formula. The results of such representation are compared with direct numerical simulations of the stochastic differential equations describing system's evolution. We have found that the stochastic representation is more efficient from computational point of view then the direct simulations. The problems related to its numerical implementation are discussed.

• Wydawca: Institute of Bioorganic Chemistry Scientific Publishers OWN, Polish Academy of Sciences
• Czasopismo: Computational Methods in Science and Technology
• Rocznik: 2001
• Tom: Vol. 7, nr 1
• Strony: 83--90
• Opis fizyczny: Bibliogr. 7 poz., wykr.

Twórcy

autor

Pasquale F. de

• INFM and Department of Physics, University of Rome "La Sapienza" Piazzale Aldo Moro 2, Roma, Italy

autor

Mecozzi A.

• INFMand Department of Electrical Engineering, University of L'Aquila Poggio di Roio 67040, L 'Aquila, Italy

autor

Górecki J.

• Institute of Physical Chemistry, Polish Academy of Sciences and College of Science, Kasprzaka 44/52, PL-01-224 Warsaw, Poland 1CM, Pawińskiego SA, PL-02-106 Warsaw, Poland

Bibliografia

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• [2] C. W. Gardiner, Handbook of stochastic methods, Springer, Berlin 1987.
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• [4] M. Frankowicz, Acta Phys. Polon., A74, 444-460 (1988).
• [5] P. E. Kloden, Numerical solution of stochastic differential equations, Springer, Berlin 1992.
• [6] C. De Witt-Morette, K. D. Elworthy, A stepping stone to stochastic analysis in: C. De Witt-Morette and K. D. Elworthy (eds.) New stochastic methods in physics, Phys. Rep., 77, 125-168 (1981).
• [7] A. Mecozzi, F. de Pasquale, L. Pelti, II Nuovo Cim., 100B, 733-745 (1987).