Brownian dynamics simulation of the prehistory problem

M. Morillo; J. M. Casado; J. Gómez-Ordóñez

doi:10.1103/PhysRevE.55.1521

Brownian dynamics simulation of the prehistory problem

M. Morillo, J. M. Casado, and J. Gómez-Ordóñez

Phys. Rev. E 55, 1521 – Published 1 February 1997

Abstract

The prehistory problem for the description of large fluctuations in a stochastic system with Gaussian white noise is studied by means of a numerical solution of the Langevin equation. Comparison of the results with analytical treatments provides an adequate test of the ideas underlying the concept of the optimal path.

Received 13 September 1996

DOI:https://doi.org/10.1103/PhysRevE.55.1521

Authors & Affiliations

M. Morillo, J. M. Casado, and J. Gómez-Ordóñez

Universidad de Sevilla, Física Teórica, Apartado Correos 1065, Sevilla 41080, Spain

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Issue

Vol. 55, Iss. 2 — February 1997

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Physical Review E

covering statistical, nonlinear, biological, and soft matter physics