Numerical simulation of generalized Langevin equation with arbitrary correlated noise.
A generalized Langevin equation with arbitrary correlated noise and associated frequency-dependent friction is simulated, which can lead to anomalous diffusion. The algorithm is realized by using the Fourier transform technique to generate noise and the stochastic Runge-Kutta method to solve the whole equation. Application to an acoustic phonon model, initial preparation-dependent ballistic diffusion, is shown.
Department of Physics, Beijing Normal University, Beijing 100875, China.
Kun
K
Lü
Jing-Dong
JD
Bao