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Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise

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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.

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Authors and Affiliations

  1. Beijing Institute of Meteorology, 100081, Beijing, China

    Jingdong Bao

  2. Institute of Atomic Energy, 102413, Beijing, China

    Jingdong Bao, Yizhong Zhuo & Xizhen Wu

  3. Institute of Theoretical Physics, Academia Sinica, 100080, Beijing, China

    Yizhong Zhuo

Authors
  1. Jingdong Bao
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  2. Yizhong Zhuo
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  3. Xizhen Wu
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Bao, J., Zhuo, Y. & Wu, X. Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise. J Stat Phys 66, 1653–1658 (1992). https://doi.org/10.1007/BF01054441

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  • DOI: https://doi.org/10.1007/BF01054441

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