In this article we show in detail the derivation of an integration scheme for the dissipative particle dynamic model (DPD) using the stochastic Trotter formula [G. De Fabritiis, M. Serrano, P. Español, P.V. Coveney, Phys. A 361 (2006) 429]. We explain some subtleties due to the stochastic...

The efficient simulation of models defined in terms of stochastic differential equations (SDEs) depends critically on an efficient integration scheme. In this article, we investigate under which conditions the integration schemes for general SDEs can be derived using the Trotter expansion. It...