Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

doi:10.1103/PhysRevA.45.604

Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 604 – Published 1 January 1992; Erratum Phys. Rev. A 45, 7646 (1992)

Abstract

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.

Received 6 June 1991

DOI:https://doi.org/10.1103/PhysRevA.45.604

Erratum

Erratum: Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 7646 (1992)

Authors & Affiliations

Rebecca L. Honeycutt

David Taylor Research Center, Code 1945, Bethesda, Maryland 20084-5000

Stochastic Runge-Kutta algorithms. I. White noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 600 (1992)

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Vol. 45, Iss. 2 — January 1992

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Physical Review A

covering atomic, molecular, and optical physics and quantum information

Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 604 – Published 1 January 1992; Erratum Phys. Rev. A 45, 7646 (1992)

Abstract

Erratum

Erratum: Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 7646 (1992)

Authors & Affiliations

See Also

Stochastic Runge-Kutta algorithms. I. White noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 600 (1992)

References (Subscription Required)

Issue

Access Options

Physical Review A

covering atomic, molecular, and optical physics and quantum information

Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 604 – Published 1 January 1992; Erratum Phys. Rev. A 45, 7646 (1992)

Abstract

Erratum

Erratum: Stochastic Runge-Kutta algorithms. II. Colored noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 7646 (1992)

Authors & Affiliations

See Also

Stochastic Runge-Kutta algorithms. I. White noise

Rebecca L. Honeycutt

Phys. Rev. A 45, 600 (1992)

References (Subscription Required)

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