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arxiv: cond-mat/0301136 · v1 · submitted 2003-01-10 · ❄️ cond-mat.stat-mech · cond-mat.mtrl-sci

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

classification ❄️ cond-mat.stat-mech cond-mat.mtrl-sci
keywords exactlyfieldmagneticpresencesamplingschemeaggregationbrownian
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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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