Equivalence of operator-splitting schemes for the integration of the Langevin equation
作者： H K Lee , C Kwon , Hyunggyu Park
DOI: 10.1088/1742-5468/2006/08/P08021
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摘要: We investigate the equivalence of different operator-splitting schemes for integration Langevin equation. consider a specific problem, so called directed percolation process, which can be extended to wider class problems. first give compact mathematical description method and introduce two typical splitting that will useful in numerical studies. show are essentially equivalent through map turns out an automorphism. An associated integrations is also defined by generalizing specified equivalence.
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