TITLE

High-accuracy discrete path integral solutions for stochastic processes with nonivertible

AUTHOR(S)
Drozdov, Alexander N.
PUB. DATE
September 1997
SOURCE
Journal of Chemical Physics;9/1/1997, Vol. 107 Issue 9, p3505
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Part II. Examines the high-accuracy discrete path integral solutions for stochastic processes with noninvertible diffusion matrices. Overview on the generalized Trotter formula; Favorable scaling of the fast Fourier transform; Calculation of the propagator and the lower eigenvalues of a one-dimensional Fokker-Planck equation.
ACCESSION #
4303176

 

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