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An exact sampling scheme for Brownian motion in the presence of a magnetic field

2003/01/10 by Mini P. Balakrishnan, Balakrishnan, Mini P., M. C. Valsakumar +3
Physics and Astronomy · #FOS: Physical sciences #Materials Science (cond-mat.mtrl-sci) #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.mtrl-sci #cond-mat.stat-mech

paper · pdf · doi:10.48550/arxiv.cond-mat/0301136

5 pages, no figures

arxiv created 2003/01/10 · arxiv updated 2009/11/30

Abstract

Langevin equation pertinent to diffusion limited aggregation of charged particles in the presence of an external magnetic field is solved exactly. The solution involves correlated random variables. A new scheme for exactly sampling the components of the position and velocity is proposed.

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