A. A. Ivanov, “Analysis of the stochastic motion of a charged particle in a magnetic field by the Monte Carlo method on supercomputers”, Sib. Zh. Ind. Mat., 2017, Volume 20, Number 3,Pages <nobr>31

Analysis of the stochastic motion of a charged particle in a magnetic field by the Monte Carlo method on supercomputers

A. A. Ivanov^ab

^a Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Akad. Lavrentyev av., 630090 Novosibirsk
^b Novosibirsk State University, 2 Pirogova str., 630090 Novosibirsk

Abstract: We study the influence of random noises on the motion of a charged particle in a magnetic field using statistical modeling for solving the emerging stochastic differential equation. Numerical results of experiments are given. For the analysis of numerical solutions, we use the frequency characteristics that generalize an integral curve and the phase portrait.

Keywords: stochastic differential equation, cumulative frequency curve, frequency phase portrait, generalized Euler method, charged particle, magnetic field.

UDC: 519.676

Received: 19.09.2016

DOI: 10.17377/sibjim.2017.20.304