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We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is easy to implement and is able to substantially improve the accuracy and robustness of GLE simulations in a wide range of the parameters. An error analysis is performed in the case of a one-dimensional harmonic oscillator, revealing that all but one averages are exact for the newly proposed method. Various numerical experiments in both equilibrium and nonequilibrium simulations are also conducted to demonstrate the superiority of the newly proposed method over popular alternative schemes in interacting multi-particle systems.
In light of the recently published complete set of statistically correct GJ methods for discrete-time thermodynamics, we revise the differential operator splitting method for the Langevin equation in order to comply with the basic GJ thermodynamic sa
We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular cases. We cons
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques fro
In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_lambda$L2-1$_sigma$ formula). The fundamental features of this difference operator are studied and on its ground some difference sc
We show how to derive a simple integrator for the Langevin equation and illustrate how it is possible to check the accuracy of the obtained distribution on the fly, using the concept of effective energy introduced in a recent paper [J. Chem. Phys. 12