An exact sampling scheme for Brownian motion in the presence of a magnetic field
Balakrishnan, Mini P. · Valsakumar, M. C. · Rameshan, P.
Original · EN
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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