Langevin equation as a stochastic differential equation in nuclear physics.

Two kinds of stochastic integrals, Ito integral and Stratonovich integral, are applied for solving Langevin equation. In the case of the simplified Langevin equation for over-damped motion, the fission rate obtained with Stratonovich integral is significantly larger than that with Ito integral. On the other hand, in the case where the random force acts on the momentum variables, the two integrals give essentially the same results. The condition for the difference with two integrals to appear is discussed. The proper treatment of the double stochastic integral is necessary to obtain a high numerical accuracy. © 2007 American Institute of Physics [ABSTRACT FROM AUTHOR]