Google Answers: Scaling the noise term in a langevin equation

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Q: Scaling the noise term in a langevin equation ( No Answer, 0 Comments )

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Subject: Scaling the noise term in a langevin equation
Category: Computers > Programming
Asked by: akmir-ga
List Price: $8.00

Posted: 27 Jul 2004 22:53 PDT
Expires: 30 Jul 2004 12:31 PDT
Question ID: 380089

When solving a langevin equation algorithmically how should one scale
the noise term in relation to scaling the time step up or down? For
example if I half the time step should I just half the noise term or
take a square root or what?

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