Corpus ID: 119242695

Monte Carlo Approaches for Simulating a Particle at a Diffusivity Interface and the "Ito-Stratonovich Dilemma"

@inproceedings{Haan2012MonteCA,
  title={Monte Carlo Approaches for Simulating a Particle at a Diffusivity Interface and the "Ito-Stratonovich Dilemma"},
  author={Hendrick W. de Haan and Mykyta V. Chubynsky and Gary W. Slater},
  year={2012}
}
  • Hendrick W. de Haan, Mykyta V. Chubynsky, Gary W. Slater
  • Published 2012
  • Mathematics, Physics
  • The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is often referred to as the "Ito--Stratonovich dilemma," although there is, in fact, a continuum of choices. We introduce two Monte Carlo (MC) simulation approaches for studying such systems, with both approaches giving the choice between different calculi (in particular, Ito, Stratonovich, and "isothermal"). To demonstrate… CONTINUE READING

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