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Название: Tests of Numerical Simulation Algorithms for the Kubo Oscillator
Авторы: Fox R., Roy R.
Numerical simulation algorithms for multiplicative noise (white or colored) are tested for accuracy against closed-form expressions for the Kubo oscillator. Direct white noise simulations lead to spurious decay of the modulus of the oscillator amplitude. A straightforward colored noise algorithm greatly reduces this decay and also provides highly accurate results in the white noise limit.