Accurate and robust splitting methods for the generalized Langevin equation with a positive Prony series memory kernel

Manh Hong Duong, Xiaocheng Shang

Abstract: Highlights•An accurate and robust splitting method for the generalized Langevin equation.•The proposed method relies on an extended variable Markovian formalism.•It is easy to implement and outperforms popular alternative schemes.•An error analysis in the case of a one-dimensional harmonic oscillator.