Journal of Statistical Physics

, Volume 47, Issue 3–4, pp 477–487 | Cite as

Tests of numerical simulation algorithms for the Kubo oscillator

  • Ronald F. Fox
  • Rajarshi Roy
  • A. W. Yu


Numerical simulation algorithms for multiplicative noise (white or colored) are tested for accuracy against closed-form expressions for the Kubo oscillator. Direct white noise simulations lead to spurious decay of the modulus of the oscillator amplitude. A straightforward colored noise algorithm greatly reduces this decay and also provides highly accurate results in the white noise limit.

Key words

Numerical simulation multiplicative noise Kubo oscillator 


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Copyright information

© Plenum Publishing Corporation 1987

Authors and Affiliations

  • Ronald F. Fox
    • 1
  • Rajarshi Roy
    • 1
  • A. W. Yu
    • 1
  1. 1.School of PhysicsGeorgia Institute of TechnologyAtlanta

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