STOCHASTIC RUNGE-KUTTA ALGORITHMS .2. COLORED NOISE

被引：99

作者：

HONEYCUTT, RL

机构：

[1] David Taylor Research Center, Bethesda

来源：

PHYSICAL REVIEW A | 1992年 / 45卷 / 02期

关键词：

D O I：

10.1103/PhysRevA.45.604

中图分类号：

O43 [光学];

学科分类号：

070207 ; 0803 ;

摘要：

Both a second-order and a fourth-order stochastic extension of standard Runge-Kutta algorithms are developed for colored-noise equations. These algorithms are tested by computing mean first-passage times in a bistable potential driven by colored noise.

引用

页码：604 / 610

页数：7

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