Journal of Physical Chemistry A, Vol.105, No.12, 2687-2693, 2001
Fast numerical integrator for stochastic differential equations with nonstationary multiplicative noise
Several nonstationary extensions of the generalized Langevin equation describing chemical reaction dynamics have involved a multiplicative noise term. This includes the cases of space dependent friction, time dependent friction, and nontrivial combinations thereof through the so-called irreversible generalized Langevin equation (iGLE). In the present work, a fourth-order numerical integration scheme that leads to dramatically reduced computation times is shown to be applicable in all of these cases.