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Efficient numerical algorithm for stochastic differential equation has been an important object in the research of statistical physics and mathematics for a long time. In this paper we study the highly accurate numerical algorithm of the…

Statistical Mechanics · Physics 2023-08-28 De-Zhang Li , Xiao-Bao Yang

In light of the recently published complete set of statistically correct Gronbech-Jensen (GJ) methods for discrete-time thermodynamics, we revise a differential operator splitting method for the Langevin equation in order to comply with the…

Computational Physics · Physics 2021-11-10 Joshua Finkelstein , Chungho Cheng , Giacomo Fiorin , Benjamin Seibold , Niels Grønbech-Jensen

An exact and efficient new method to simulate dynamics in dissipative quantum systems is presented. A stochastic Liouville equation, deduced from Feynman and Vernon's path-integral expression of the reduced density matrix, is used to…

Statistical Mechanics · Physics 2009-10-31 J. Stockburger , C. H. Mak

We present a new molecular-dynamics algorithm for integrating the equations of motion for a system of particles interacting with mixed continuous/impulsive forces. This method, which we call Impulsive Verlet, is constructed using operator…

Chemical Physics · Physics 2009-10-31 Yao A. Houndonougbo , Brian B. Laird , Benedict J. Leimkuhler

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…

High Energy Physics - Lattice · Physics 2009-10-28 H. Nakajima , S. Furui

We reformulate the algorithm of Gr{\o}nbech-Jensen and Farago (GJF) for Langevin dynamics simulations at constant temperature. The GJF algorithm has become increasingly popular in molecular dynamics simulations because it provides robust…

Statistical Mechanics · Physics 2019-08-14 Oded Farago

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

Quantum Physics · Physics 2025-09-15 Mohammad Attrash , Roi Baer

A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…

Soft Condensed Matter · Physics 2016-08-31 A. Kolb , B. Duenweg

In this paper, a stochastic Hamiltonian formulation (SHF) is proposed and applied to dissipative particle dynamics (DPD) simulations. As an extension of Hamiltonian dynamics to stochastic dissipative systems, the SHF provides necessary…

Numerical Analysis · Mathematics 2022-04-26 Linyu Peng , Noriyoshi Arai , Kenji Yasuoka

The Discrete Element Method is widely employed for simulating granular flows, but conventional integration techniques may produce unphysical results for simulations with static friction when particle size ratios exceed $R \approx 3$. These…

Computational Physics · Physics 2025-09-16 Dhairya R. Vyas , Julio M. Ottino , Richard M. Lueptow , Paul B. Umbanhowar

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

We present a quantum algorithm for simulating a family of Markovian master equations that can be realized through a probabilistic application of unitary channels and state preparation. Our approach employs a second-order product formula for…

Quantum Physics · Physics 2024-07-02 Evan Borras , Milad Marvian

We propose a simple quantum algorithm for simulating highly oscillatory quantum dynamics, which does not require complicated quantum control logic for handling time-ordering operators. To our knowledge, this is the first quantum algorithm…

Quantum Physics · Physics 2022-04-20 Dong An , Di Fang , Lin Lin

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the…

Statistical Mechanics · Physics 2023-05-04 Niels Grønbech-Jensen

We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

The Vlasov equation is a nonlinear partial differential equation that provides a first-principles description of the dynamics of plasmas. Its linear limit is routinely used in plasma physics to investigate plasma oscillations and stability.…

Plasma Physics · Physics 2023-06-21 Abtin Ameri , Paola Cappellaro , Hari Krovi , Nuno F. Loureiro , Erika Ye

We introduce a novel quantum algorithm for the lattice Boltzmann method (LBM) based on the one-step simplified LBM. The structure of the algorithm allows for more flexibility in modelling different physics in contrast to earlier quantum…

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire