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7.1 Deterministic integration schemes
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Thermally Activated Switching
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6.5 The Fokker-Planck equation
 
Contents
7. Numerical time integration methods
Subsections
7.1 Deterministic integration schemes
7.1.1 Fixpoint iteration
7.2 Stochastic integration schemes
7.2.1 Euler scheme
7.2.2 Milshtein scheme
7.2.3 Heun scheme
7.2.4 Higher order integration schemes
7.3 Pseudo-random number generators
7.3.1 Uniform distribution
7.3.2 Gaussian distribution
Werner Scholz 2000-05-16