2011-04-06
10:15 at HCI J 574

Brownian dynamics simulations: numerical strategies for stochastics processes

Timothée Martiel

ESPCI, Paris, France

Brownian motion is a universal phenomenon in physics. After a summary of the mathematical tools used to describe and manipulate Brownian motion, we will discuss some usual stochastic differential equations. Numerical resolution is often needed for these equations. Different approaches will be discussed, such as Euler and Runge-Kutta methods. Our recent diploma work on Brownian motion in soft spheres suspensions will be exposed as an illustration of Euler method. Beyond simple resolution, we will see how we can take advantage of Brownian motion in Monte Carlo methods.