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

Pasquale F. de, Mecozzi A., Górecki J.

Computational Methods in Science and Technology

2001

Vol. 7, nr 1

83--90

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.