BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS

Burkhard Dünweg and Wolfgang Paul
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Burkhard Dünweg: Institut für Physik, Johannes-Gutenberg-Universität, Postfach 3980, D-6500 Mainz, Germany
Wolfgang Paul: Institut für Physik, Johannes-Gutenberg-Universität, Postfach 3980, D-6500 Mainz, Germany

International Journal of Modern Physics C (IJMPC), 1991, vol. 02, issue 03, 817-827

Abstract: We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in aΦ4potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.

Keywords: Brownian Dynamics; Numerical Simulation; Random Numbers; Langevin Equations; Stochastic Processes (search for similar items in EconPapers)
Date: 1991
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DOI: 10.1142/S0129183191001037

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