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Numerical simulation of generalized Langevin equation with arbitrary correlated noise
1Department of Physics, Beijing Normal University, Beijing 100875, China.
Abstract:
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.
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