Geodesic
Analysis of the stochastic motion of a~charged particle in a~magnetic field by the Monte Carlo method on supercomputers
Sibirskij žurnal industrialʹnoj matematiki, Tome 20 (2017) no. 3, pp. 31-38

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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. 
@article{SJIM_2017_20_3_a3,
     author = {A. A. Ivanov},
     title = {Analysis of the stochastic motion of a~charged particle in a~magnetic field by the {Monte} {Carlo} method on supercomputers},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {31--38},
     publisher = {mathdoc},
     volume = {20},
     number = {3},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2017_20_3_a3/}
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A. A. Ivanov. Analysis of the stochastic motion of a~charged particle in a~magnetic field by the Monte Carlo method on supercomputers. Sibirskij žurnal industrialʹnoj matematiki, Tome 20 (2017) no. 3, pp. 31-38. http://geodesic.mathdoc.fr/item/SJIM_2017_20_3_a3/