Abstract
We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is easy to implement and is able to substantially improve the accuracy and robustness of GLE simulations in a wide range of the parameters. An error analysis is performed in the case of a one-dimensional harmonic oscillator, revealing that several averages are exact for the newly proposed method. Various numerical experiments in both equilibrium and nonequilibrium simulations are also conducted to compare the method with popular alternatives in interacting multi-particle systems.
Original language | English |
---|---|
Article number | 111332 |
Journal | Journal of Computational Physics |
Volume | 464 |
Early online date | 25 May 2022 |
DOIs | |
Publication status | Published - 1 Sept 2022 |
Bibliographical note
Publisher Copyright:© 2022 The Author(s)
Keywords
- Error analysis
- Generalized Langevin equation
- Harmonic oscillator
- Memory kernel
- Splitting methods
- Stochastic differential equations