Journal of Statistical Physics

, Volume 66, Issue 5–6, pp 1653–1658 | Cite as

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

  • Jingdong Bao
  • Yizhong Zhuo
  • Xizhen Wu
Short Communications
Received:
Accepted:

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.

Key words

Stochastic differential equation multiplicative colored noise numerical tests Ginzburg-Landau model 
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Copyright information

© Plenum Publishing Corporation 1992

Authors and Affiliations

  • Jingdong Bao
    • 1
    • 2
  • Yizhong Zhuo
    • 2
    • 3
  • Xizhen Wu
    • 2
  1. 1.Beijing Institute of MeteorologyBeijingChina
  2. 2.Institute of Atomic EnergyBeijingChina
  3. 3.Institute of Theoretical PhysicsAcademia SinicaBeijingChina

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